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Project Management

Location:
Mississauga, ON, l5m 7m9, Canada
Posted:
March 02, 2013

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Resume:

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



Contact this candidate