DEEPAK SACHDEVA
PROFILE
Accomplished Information Technology professional with practical experience in Developing,
implementing and delivering multi-faceted strategic technology initiatives to solve complex business
problems within Financial Services. Expert technology leader with experience in developing solutions
and data models to make a positive difference to an organization. Strong knowledge of capital markets
products including Equities, Asset Management, Risk and Wealth Management, Credit risk /Credit
management and Investment Banking. Strong business and industry knowledge and analytical skills to
implement new technologies within the financial markets technology environment. Manage medium to
large development teams. Ensure client satisfaction with the project process and project team by effective
and timely communication including status reporting, continual risk/issue assessment/management and
escalation, and resolution of issues as they arise. Responsibility include design, development and
implementation of a large-scale, multi-tiered Java application high-performance, real-time pricing and
electronic trading platform used by several trading desks across multiple asset classes.
TECHNICAL SUMMARY
Operating System: UNIX (AIX, HP, D/G, SCO, Sun Solaris), AIX, & DOS 6.0, Microsoft Windows
98, NT/XP
Hardware: PCS-DATA GENERAL AVIOON (RISC BASED) 5225 ON D/G UNIX & IBM
RS 6000 ON AIX, HP9000/HP-UX Rel 11000
Languages: Java,C, C++, C#, ORACLE,PRO *C, SQL & PL/SQL, UNIX Shell, OOA,
OOD, Prog (Korn shell), Perl scripting, Python scripting
RDBMS/GUI: SYBASE 12, ORACLE 9i/8i /7.X/10g
Programming Tools : C++, Core Java/Java SE (5) Java SE (6),J2EE,JSF,Swing,Struts, JMS,multi-
threading, concurrency packages, Oracle D2K with Forms 4.5/6i & reports 2.5,
Export/Import, gmake, Sablime, Clearcase, Sunpro 6.2 C++ compiler, Oracle
Designer 2000, Erwin, toad, MS visio, Korn shell, Purify, MQ Series,
Maven,MS Visual Studio, Visual basic6,VBA,MS Project, MS PowerPoint &
Visual Source Safe, nmake, gdb, CVS, Web logic server 6.0/7.0
PROFESSIONAL SUMMARY
Bank of America Merrill Lynch (Credit Analytics) April 2012- December 2012
Technical Lead
• Project: Credit Analytics Counterparty and Credit Risk Application and Credit Studio
• Responsible for developing, modifying and maintaining the counterparty credit risk and credit studio
application in distributed N-tier system and middleware environment. Actively worked on server side
software development using core Java, J2EE, C++ and Sybase for both simulation and aggregation
batch for the counterpart risk calculation.
• Fully responsible for developing, maintaining and enhancing the code base in Java, J2EE C++ and
Sybase/Oracle interacting with the XML server credit studio front end application.
• Actively participated and engaged with Credit Analysts, Research, and the Risk Management team to
define development requirements and to drive the firms risk management endeavors forward from a
technological perspective. Assisted with BAU and development initiatives. Worked to assist with
BAU and development initiatives.
• Designed and developed derivatives pricing and risk simulation models in distributed grid
environment. Strong experience with pricing OTC derivatives, CVA used in application development
for both the Simulation side and aggregation (Netting) batch development work using Monte Carlo
portfolio simulation engine. Worked on delivering high-performance Core Java, J2EE applications,
including Spring, JMS and SQL Server (Sybase), Oracle.
• Responsible for design, development, implementation and testing using Core Java and Python
scripting to enhance the java batch simulation and aggregator software implementation for integrating
Quartz trades and Basel compliance requirements. Worked with the counterparts based in NY
Analytics to integrate these new features in the XML Server code written in Java, UNIX with the
Sybase backend database.
• Identified and solved complex technical problems. Strong experience in credit parameter
development,
• Worked on delivering Distributed and high-performance Java, J2EE applications, including hibernate,
spring and iBatis, JMS, JSP, Struts and SQL Server (Sybase) and DB2 databases.
• Developed the models with Erwin or other similar Data Modeling tools. Design conceptual, logical
data models and create the physical model. Identify data requirements from the business
requirements. Closely worked with business user to define requirements and unit and integration
testing to define test scripts
• Provided support to the Credit Risk Analytics for analyzing numerical problems. Maintained up-to-
date understanding of the project and communicate, at a variety of levels, the activities, risks, issues,
assumptions, dependencies of the project.
• Write complex Queries nested correlated and subqueries with outer, and inner joins in SQL Oracle
10g/9i database. Perform performance tuning for ORACLE SQL Queries and PL/SQL using
Analyze and partitioning of tables. Created views and indexes to fine tune Oracle database quesries.
• Worked on the development of the python scripts for the XML Server application to send request to
the XML server to run simulation and aggregation and return the response message. Delivered key
Basel projects on time in accordance with the delivery schedule as agreed with the stakeholders.
• Improved counterparty credit risk application platform efficiency through series of performance
enhancements along with increased financial product coverage by new pricing and simulation model
implementations.
• Identified and solved complex technical problems. Experience developing and implementing
enterprise solutions using JAX-WS, REST web services, Wicket, and strong JDBC Experience using
Tomcat or WebSphere web containers.
• Used Core Java, EJB’s (Entity Beans and MDB's), JMS, JSP, Servlets, Serializable, Reflection and
Java I/O.Used Eclipse 3.0 as an IDE for development, integration and debugging. Involved in module
level development of the entire system. Use Maven lifecycle to execute mvn install to install
lifecycle phase.
• Exhibited strong understanding of financial derivatives, financial modeling, pricing theory, market
and credit risk management methodologies in predictive modeling, statistical analysis. Expanded
quantitative and technical skills of other junior team members through collaboration.
• Worked on addition of new scenarios and testing of the new and existing scenarios for the
counterparty/ credit risk server. Provide user support and bug fixing for the users for the batch
application .Developed and tested Unix shell scripts to copy the simulation files from various servers
and written Java code for performing calculations based on Adding,Deleting and modifying trades
for "What if scenario analysis" and caching of the intermediate results for calculation of
counterparty credit risk.
• Used Eclipse to do the development and used configuration systems like CVS, Subversion and Jira
for tracking and version control. Strong experience with communication protocols such as FTP, HTTP
and web services.
• In-depth understanding of financial simulation models, especially interest rate, FX, equity,
commodity and credit models. Strong OTC derivatives product knowledge and understanding of
pricing methodologies for OTC derivative products.
Teradata Corporation (Demand Chain Management) August 2010 – March2012
Lead Architect/Senior software Developer
• Project: Teradata Demand Chain Management (DCM)
• Coordinated systems development for major applications and define project requirements including
information and data needs, business analysis and programming. Develop, plan, analyze, evaluate and
assign priorities to deliverables and requirements.
• Managed and perform development with C++,Java,J2EE,C User Defined Functions (UDF), Stored
Procedures (SP), SQL,SQL Server, TSQL, PERL and Unix using large scale relational database
(Oracle) in LINUX/UNIX/Windows based environment .Write automated test script using CUNIT.
• Developed IT strategic vision for application and drove key departmental objectives including
improved client engagement, business-aligned development, validated and reliable applications,
scalable and maintainable application architectures, and robust infrastructure operations.
• Developed and maintained enterprise roadmaps and diagrams, business technology roadmaps, the
application evolution plan, reference architectures, and technology positions papers.
• Injected IT architectural governance strategy into the full project lifecycle through well-defined
engagement points for infrastructure team guidance, facilitation, contribution, impact assessments,
and alignment reviews.
• Defined enterprise documentation standards and practices for project engagement and definition, use
cases, test cases, technical documentation, support requests, and maintenance agreements. Mentored
project teams; created, reviewed, and audited documentation artifacts, as needed.
• Developed Java Beans and JSPs for Web based call center admin tool which would communicate
with Entity beans and Data Stubs to interact with MiddleWare Interface (legacy System). Developed
the Login Servlet and related session beans which is responsible for initial authentication of the users
coming from different systems. Used XML, Java (Swings), Shell scripting, Serializable, Reflection
and Java I/O Clear case was used as Version control.Use Apache Maven to follow the conventions
and declarative aspects of mvn install.
• Brainstormed development team evolution strategy incorporating expert mentoring by external
project leads. Deployed best practices, such as team programming, test-driven development (JUnit),
repeatable builds (Ant, CVS), standardized environments, automated integration (CruiseControl),
team testing, and continuous customer collaboration. Defined project skill sets in line with
methodology, drove C++ /Java trainings.
• Evaluated current solution architectures and IT services and lead analysis of the current IT
environment to detect critical deficiencies, recommend solutions for improvement, and define and
document target states.
• Designed IT support strategy that clearly defined workflow between external clients, application
teams, and infrastructure team. Improved prioritization and turnaround of requests. Addressed root
causes of production instability by progressively injecting fitness checks earlier into the project
lifecycle over time
• Collaborated on client engagement strategy to drive entry into risk-driven project methodology,
improving the accuracy of project definition, sizing estimates, and yearly resource budget planning.
Improved client relationships and project predictability through shared business and technical
perspectives, agreed project roles, risk assessment, use cases, transparent business-aligned
development efforts, and time-boxed delivery.
• Extensively used design patterns (MVVM) and MVC architecture in writing the code .
• Responsible for operational management of the iteration development cycle using Agile/Scrum
practices within the geographically dispersed Development organization .Routinely generate and
report on iteration status, metrics, and other tracking data .
• Responsible for multiplatform (UNIX, LINUX, AIX) engineering internal releases, and software code
path management in an environment employing an agile methodology
• Developed and maintained an ant-scripted continuous build environment. Work within Development
to help define and manage the software build process, create and maintain build scripts/tools,
branches, naming conventions, and integration of third-party or pre-built binary components into the
build process.
• Managed and perform development with Java C User Defined Functions (UDF), Stored Procedures
(SP), SQL, SQL Server, TSQL, Unix korn shell and PERL scripts for managing the build/test
environment using large scale relational database (Oracle/Teradata) in LINUX/UNIX/Windows
based environment. Write automated test script using JUNIT and CUNIT.
• Worked across functional teams to support managing internal engineering tools (example JIRA,
Wiki). Develop custom scripts and validation to implement and manage internal engineering
workflows
• Developed complex business solutions for large size database in an agile environment.
Citi Group Global Markets Inc September 2007 – August 2010
Tech Lead/Sr. Software Developer
• Project: Color Book / Color Palette (Equity Products) and Compliance Regulatory and Non
Regulatory Reports
• Strong experience developing low latency/real-time Equity trading platforms, inclusive of algorithmic
and systematic complex event processing. Experience in automated testing and using tools such as
jUnit.
• Responsible for development and support of an application framework for model-based multi asset
execution strategies for agency and proprietary equity businesses in the Algorithmic Trading
technology team. Strong Experience performing development and support of components for
interfacing with order entry execution and post-execution systems.
• Good understanding of financial markets and equity trading. Responsible for the management,
analysis, design, development, implementation and support using Core java/ SQL Server 2005/
Oracle 10g/9i and databases for Color book /Color palette and the regulatory reports for the sell side
and buy side customers.
• Developed and enhanced models for estimation of credit risk parameters for the capital assessment of
various portfolios.
• Monitored and documented project schedules. Controlled resources to ensure timely completion of
scheduled projects/programs.
• Managed the Development of Summary Activity and Summary Activity Detail (sponsor broker)
shows a monthly summary and detail of tickets, Orders and Executions. The report is generally given
to Sponsoring Brokers to show monthly volume done by all customers under the broker. Initiate
corrective action, as and needed. Monitors and documents project schedules. Control resources to
ensure timely completion of scheduled projects/programs.
• Develop detail level design specifications and implement the same on Oracle database . Perform
quality data analysis to maintain data quality at the source systems. Generate physical and logical data
models and develop logical and physical database designs. Have frequently used and created
advanced queries- nested queries, co-related queries. Use joins – inner, outer etc. Created, dropped
and altered tables, views, object views, indexes, constraints, sequences on Oracle 10g/9i env. Largely
created and managed partitioned tables and worked with materialized view as well. Extensively
worked in data normalization and developing ER diagrams. Creating Entity Classes, identifying
relationships involved and attributes. Using Subtypes and Supertypes.
• Created Queues, Queue managers, listeners and different types of channels for MQ. Monitored and
maintained MQ Series objects such as Queues, Queue managers, listeners and channels.
• Additionally worked closely with the product management, compliance staff, business analysts and
product development teams to refine a development process and supporting technical architecture for
efficient ongoing development and maintenance of compliance reports. Worked as a subject matter
expert on the details of compliance reports and periodically interface with customer facing staff and
customers.
JP Morgan Chase March 2007 – September 2007
Tech Lead/Sr. Software Developer
• Project: Value at risk Systems (VARS) Market Risk Technology
• VARs measured the market risk exposures in the Chase business activities on a firm wide portfolio
basis by risk class and ensured that the management has a complete accurate and timely estimate of
the Market risk exposure. It helps to view the risk, return and concentration of exposures on a fully
comparable basis across all products and business lines. Vars allows management to improve the risk-
return performance and its ability to make strategic decisions about risk and resource allocation to
meet the regulatory requirement the system also provides a means of assessing the Bank’s capital
adequacy with respect to market risk.
• Architected and designed the system to perform Vars calculations utilizing 265 days of historical
market risk factors and prices to produce a distribution of the potential market values for a given
instrument and portfolio.
• Wrote code for calculation of VARS and stress for the new position feeds, ABS Securities and Single
Name Bond products. This involved writing of new Calculators in C++ for valuation and heavy
UNIX and Perl scripting work for doing conversion of the feeds. VaRs is also designed to calculate
the Stress P&L under various predefined stress scenarios (adverse market conditions).Single Name
Risk represents portfolio’s exposure to issuer risk. Experience with multi-threading and concurrency
packages.
• Used a variety of statistical and graphical techniques for linear and nonlinear modeling, classical
statistical tests and time-series analysis.
• Wrote code for calculation of VARS and stress for the feeds that included position sensitivity
measures that are used with market risk factor volatilities derived from the VaRs database to produce
“single dimensional” measures of risk such as spread risk or interest rate risk. Involved in The FSI
Project for addition of new scenarios for Stress P&L Calculation. Performed a wide range of
statistical analysis and scenario tests.
• Extensively used design patterns (Singleton, Factory Method, Abstract factory,PRISM etc.) and
MVC architecture in the code .
• Converted a client's risk management, financial engineering, derivatives pricing, or other financial
problem into an abstract mathematical model. Converting this abstract mathematical model into a
practical computational algorithm and lastly convert an algorithm into computer code using C++,
multi-threading, concurrency packages.
• Installed and configured WMQ 5.3 on Linux and Windows systems. Installed and configured MQ
Client / MQ Server in different platforms.
• Created MQ Series objects on local and remote machines. Installed the MQ Series fix packs on
Windows boxes.
• Business requirements and assessment of current OTC derivatives instruction trade management
processes, reference data, data attributes and security master database. Asset classes covered include
Interest Rate Derivatives, Credit Default Swaps, and Equity options, Swaptions, Foreign Exchange
Options and Equity/Index Derivatives.
• Strong data modeling experience .Extensively created stored procedures, functions and packages
using TSQL, extensively worked on backend coding using SQL. Develop detail level design
specifications and implement the same. Perform quality data analysis to maintain data quality at the
source systems. Generate physical and logical data models and develop logical and physical database
designs.
• Led requirements review sessions of requirements with end-users, created process flowcharts for
reference data, financial instruments data attributes and security master to include CUSIP and ISIN’s;
diagrams and data mapping with Visio and Microsoft Excel to capture credit derivative models.
Prepare and/or monitors project/ program budgets.
• Implemented the Object Oriented Design and Object Oriented programming in C++ using inheritance
and composition. Created and worked with pointers, classes, lists and virtual functions. Created
operator or function overloading as per the requirement. Created linked lists, stacks, queues, binary
trees and STL (Std. template library).
Bank of America Securities May 2006 – May 2007
Tech Lead
• Project: Trade Processing Services (Trade Match Manager (TMM) and Trade Flow Manager (TFM))
• Architected and designed the system to perform automated validation, enrichment and standardization
of the trade records received from a myriad of front office trade capture systems . Created workflows
that define the stages (status) that an item may pass during its life on a TLM System. Concurrently
used both thick and thin client for development and configuration. Responsible for complete
performance tuning of the application for both Java and Oracle.
• Worked on improving performance of the TMM/TFM Application using IBM MQ Series as
middleware. Also worked on improving performance of the application using Oracle database
backend. Responsible for guiding java development team to develop MQ client.
• Documented attributes of performance management systems, including performance metrics,
benchmarks, and gathering statistical information. Data mined using pattern and classification
algorithms and fundamental analysis. Responsible for reference data, instrument attributes and
security master documentation.
• Have frequently used and created joins and advanced queries- nested queries, co-related queries.
Created, dropped and altered tables, views, object views, indexes, constraints, sequences on Oracle.
Largely created and managed partitioned tables and worked with materialized view as well.
Extensively worked in data normalization and developing ER diagrams. Creating Entity Classes,
identifying relationships involved and attributes on Oracle database. Using Subtypes and Super types.
Designed the object model and database schema together to optimize performance. Schema
optimization technique included aggregation of two tables into a single table. Worked in evaluating
the data model, direct review of data model diagrams, comparison with Process model, testing the
model with sample data and generating the prototypes on Oracle database.
• Extensively performed coding in C++ on Solaris using various control structures (relational operators,
logical operators/expressions, conditional operator, etc), nested control structures, functions (std.
predefined functions, user defined functions, value returning functions, void functions, etc).
• Extensively used user defined simple data types, namespaces and string type. Created arrays,
character arrays, parallel arrays, and two- and multi- dimensional arrays depending upon the
requirement. Worked with recursion, records (structs), classes and data abstraction.
Visa USA July 2005 – May 2006
Technical Lead & Senior Architect/Developer
• Project: XML Transform
• Extensively involved in design, development & implementation of UML models & writing
components using Action Language & KIS/KTS for creating the components to Parse & Compose the
Input Visa XML message. Gather and sort source and background materials. Consult with various
staff to clarify details of source materials.
• Wrote XML transformations for parsing & composing the XML message & convert it into the
Internal Message format (IMF) for processing of the ISO messages. Design Flows Specification &
Create & load the Configuration files for the XML Transformation engine.
Verizon January 2005 –
July 2005
Technical Lead & Senior SQL Developer/Architect
• Project: OIM Migration on CAL (Common Architecture Layer)
• Extensively involved in Analysis, Design, Development and Implementation using C++ Server side
code for the Application, N/W element, Equipment, Supervisor & Order Modules which queries
inserts and updates data from the db and displays it on to the front end basis GUI.
• Architected and implemented a network provisioning system (BAAIS) for Verizon.
• Worked in the design, implementation & maintenance of security services.
• Develop UNIX korn shell scripts (ksh, bash, csh) and use functionalities of awk/sed/Perl and
Makefiles (nmake) for the development of this project. Prepared cost estimates for current and
proposed projects, reflecting the equipment and staff requirements.
• Developed the JSP’s which contains the logic and presentation part. Deploying the java beans and
JSP’s into weblogic-clustered server.Used Maven to create a JAR files a add a test-scoped
dependency on either TestNG or JUnit, and run mvn test.
• Created Messages in the Application and Network Element Server dictionaries and wrote Utility
routines using embedded SQL
Info USA June 2004 –
January 2005
Technical Lead
Project Title: One Source Integration
• Extensively involved in Management, Analysis, Design, Development and Implementation using C+
+, Rouge Wave Tools .h++, UNIX shell scripts, Oracle 9i and Oracle Financials.
• Primary responsibilities included understanding requirements of the client, Architecture, Db design,
Data Modeling, Project Planning, defining the Project Scope, working with RFP s, and dealing with
vendors.
Union Bank of Switzerland Warburg December 2002 – June 2004
Technical Lead
• Project: Global General Ledger (GGL)
• Designed the data warehouse database.
• Created Informatica repositories, organized different phases of the data integration project and the
metadata information in multiple folders in Informatica.
• Used Active/Passive transformations in Informatica according to the requirements.
• Developed and validated mappings in the designer and ran the mappings from server manager
through Batches and sessions. Created concurrent and sequential batches to improve the performance.
Tuning the Mappings, Sessions and database to achieve optimal performance.
AT&T September 2000 –
December 2002
Technical Architect/Business Analyst
Project Title: BMP (Business Maintenance Platform)
• Comprised of various diverse application across the C/C++ platform in the area of BCS Maintenance
for a global telecommunication company.
• Involved extensively in C/C++ programming using DSAP. Multi-threading was implemented using
POSIX threads. A concurrent server was implemented using UNIX Threads. Wrote routines for
communication between threads using semaphores and shared memory.
Hero Honda Motors April 1995 – September 2000
Sr. Systems Analyst
• Project Title: Bills Payable System/ Material Management System/ Sales & Warranty System.
• Led a team of 5 members and involved in analysis, designing, coding, testing and implementation of
the application. Wrote packages, SQL Queries, PL/SQL Scripts, Stored procedures/functions and
database triggers (Oracle Backend). Wrote UNIX shell scripts, form level triggers and database
triggers. Created and developed different kinds of reports
EDUCATION
Bachelor of Engineering, Computer Science, from Marathwada University Aurangabad, India
Project Management Professional (PMP) from Project Management Institute