Extensive experience in financial services with Production Support, Database Design, Development and Implementation, Maintenance, and leadership.
Working knowledge of all major financial instruments like equities, fixed income, credit derivatives, swaps, FX and repo/reverse repo.
Programming proficiency in PL/SQL, T-SQL, MS SQL Server, C++, C#, Core Java, Perl, Python and Unix Shell scripting.
Trading Floor Desk Support and Developer Experience:
Equity and Converts Trading Floor Support and Developer
Repo Trading Floor Support and Developer
FX Trading Floor Support and Developer
Production Application Support and Developer Experience:
Regulatory Risk and Treasury Liquidity Reporting
Web based research content delivery system developer
American Stock Exchange
Trade execution system developer
Fixed Income Analysis developer
Extensive experience in
Liaising with business users to scope the requirements for new projects, ongoing enhancements and modification of existing production applications.
Providing on-floor trading support and helping the operations and/or front-office control to fix booking & reporting related breaks. Worked with Traders providing quick turn-around and highly time-sensitive issues.
Coordinating Disaster Recovery exercises in partnership with other team members and with business users.
Creating, maintaining and up keeping production support documents and transferring knowledge to overseas IT teams.
Preparing detailed responses for all audit queries raised by auditors (SOX, SEC, and FINRA) and compliance.
Full life cycle involvements in design, development, implementation of software projects.
Identifying problems, crafting and aiding in implementing the solutions using agile methodology.
Working closely with the internal control and monitoring team for deploying code, changing production environment configuration, adding or removing batch jobs.
Following ITIL Application Support methodology to carry out incident escalation and system change management procedures.
Providing batch support, health checks of application at the start of day/end of day using global support model.
Reviewed, optimized, and tuned existing database stored procedures and functions, ensured better performance.
Years of Experience
Years of Experience
Oracle 11g (Pro*C, PL/SQL)
Sybase (T-SQL, CT-Library)
SVN / PVCS / SCCS
Service Now / Jira / Remedy
Professional Certifications and Education
Oracle 10g, 9i & 8i Certified DBA.
Sybase 15 & 11 Certified DBA.
Sun Certified Programmer for JAVA 2 Platform.
Sun Certified System Administrator for Solaris Unix 8.
Masters of Science in Physics, Gujarat University, India.
Post Graduate Diploma in Computer Applications, Alagappa University, Karaikudi, India.
RBS - Stamford, CT July 2007 to December 2017
Regulatory, Treasury Liquidity and Risk Reporting.
Platform: Unix, Windows 2012 server, Sybase 15, Oracle 11g, MS SQL Server, C++, Java, Perl, Python, C# .Net, Crystal Report.
Bank’s regulatory reporting application calculates capital haircut charges (FOCUS reporting) and customer reserves calculation (C33) on fixed income, FX, converts, equities, derivatives and on financing trades positions for Broker/Dealer entity. The application is designed to follows guidelines set forth by SEC and FINRA. The application also calculates Basel-II standard and Basel-II AIRB rwa charges. Treasury application provides a suite of liquidity, cash usage reports and breaks detail for PRA (Prudential Regulation Authority) and internal management.
Reengineered, rewrote and enhanced several modules of FOCUS (Financial and Operational Combined Uniform Single) reporting. Also, made several enhancements to regulatory capital calculations for treasuries, futures, and options using Standard Portfolio Analysis (SPAN) risk tools from CME.
Reengineered and rewrote the deficiency calculation for various financing positions (Repo, Reverse Repo, etc).
Designed, developed and implemented the fails charges on When Issued, To Be Announced, Delayed Delivery and Extended Settlement positions.
Involved in design, development, and implementation of R3 (Risk, Resilience, and Recovery – a SunGard product) as it relates to Rule 15C3-3 (customer reserve calculations).
Involved in developing and implementing FR 2004 reports (Reporting performance of the primary dealers and the condition of the US Gov. Security market).
Designed, developed and implemented Basel-II Standard and Basel-II AIRB RWA calculators.
Enhanced and changes modules for Cash Usage, Security Position Account (SPA), and Liquidity Reports for USA and EBA reporting.
Implemented several reconciliation reports to reconcile trade tickets, upstream and downstream feeds and general ledger entries to make sure all population covered in reporting calculation.
RBS migrated legacy in house grownup trading and back office application to Broadridge’s platform. This was a monumental project with several moving parts and many challenges. I was involved in all stages of this migration project. I worked particularly in back office componentst. The system has been successfully migrated and is now in production.
Handled migration of applications, knowledge transfer and support to overseas IT teams in Asia Pacific.
Liaison with business users to scope requirements for new projects, on-going enhancement and modification of existing in-production applications.
Worked with stakeholders, developers and production teams across units to identify business needs and solution options.
Involved in hardware migration projects, including testing of applications on new hardware and ensuring a seamless transition with zero to minimal impact to business users.
Deutsche Bank - New York, NY April 2004 to July 2007
Trading desk Support and Developer.
Convertible Bonds and Equities Trading System
Platform: Unix, Sybase 15, Oracle 11g, Java, Perl and Ingress (a third party and portfolio management package).
Description: DB’s convertible trading system is a real-time three-tier client/server application. It has four key modules; 1) Trading, 2) Pricing, 3) Risk and 4) Position maintenance. All trades are entered through trading interface. Traders can calculate various metrices by changing parameters like Vol, Greeks etc. in pricing module. The pricing maintenance system calls Risk Server and calculates fair pricing and Greeks which feed to Trade maintenance system. The executed trade flow to position maintenance system and trader can view live position and PnL of different portfolios and books.
Involved in designing the interfaces for downstream applications (Risk, Settlement, Trace and ACT reporting).
Design an interface to integrate equity positions on Imagine portfolio.
React and resolved the mission critical trading system issues including live market data feed from Reuters and Bloomberg as they surface throughout the business day or escalated at proper level. Coordinate new development with overseas developers in Asia.
Troubleshoot and analyze online production systems issues and Provided support for downstream feeds.
Several full life cycle involvements in design, development, implementation and real-time support of trading floor applications.
Provided round the clock production and trading floor support including back office, product control, and risk management.
UBS - Stamford, CT Sep 2002 to March 2004
Consultant – Trading Desk Support / Developer.
Repo Trading Desk.
Platform: Unix, Sybase 15, Oracle 10g, Java, Perl and Martini (a third party and Repo trading tool).
Description: Repo trading system is real-time three-tier client/server application; allowing all flavors of Repo trading such as Repo, Reverse Repo, Buy/Sell back, Sell/Buy back, Bond lending verses Collateral, Bond lending verses Cash, OutRight Buy/Sell, Triparty Repo, etc. In addition to trading, the platform also supported risk analysis, P&L, cash management, collateral management, compliance and an extensive integration with Market Data System.
Primary role was to provide hot line support to Repo desk and back office business users.
UBS subsidiaries in US, Europe, and Asia all used different tools for repo and collateral trading. Bank had decided to consolidate four collateral trading applications globally under a single umbrella across US, Europe, and Asia Pacific operations.
Involved in all life cycles in migrating legacy FoxPro/Sybase based Repo trading system to new Martini global repo trading platform.
Actively involved in training the repo desk traders and operations staff on a new Martini system.
React to mission critical trading system issues as they surfaced throughout the business day and escalated it to right direction.
Managed the configuration of multiple paths of development, QA, and UAT.
Merrill Lynch - New York, NY Oct-2000 to Aug-2002
Senior Software Consultant.
Web based research content delivery system
Platform: Unix, Sybase 15, Oracle 10g, Java, Perl and C/C++.
Description: System provided online presentation of Merrill Lynch research (Bulletins, Comments, Reports, Models, Synopsis, Coverage, Alert, and Audio) 24 hours a day, 7 days a week to internal Merrill Lynch staff and external clients. Data was fed from the Merrill Lynch Global Research Information System and Human Resources teams, which accounted for ~2,000 individuals globally. This feed consisted of Pricing, Companies’ statistical analysis, Quote, Market Data, Audio, PPT, PDF, Text, Excel spreadsheets, etc. This data feeds triggered database event and downstream processing based on event type. The application was event driven and populated all necessary Oracle/Sybase database tables and generated static hypertext page files for new content, which could be browsed quickly and efficiently by online users.
Involved in preparing business models. Performed a logical database design and physical database model to prepare E-R diagram.
Developed a rules base database loader using JAVA (JDBC) to upload (Flat file and Windows INI files) using real time data feed into the database. It also conducted field validation and reported error messages via log files.
Developed PL/SQL package using Oracle 9i, which generated various reports dynamically for a given Ticker Symbol, Industry, etc.
Developed several utilities in Core Java, thin client to transfer required data from SYBASE to ORACLE.
Developed PERL script to extract data from the database and populate HTML templates to create hypertext file.
American Stock Exchange (AMEX) - New York, NY Oct-1999 to Oct-2000
Senior Software Engineer Consultant.
Decimalization of AMEX Order Processing.
Platform: VAX/VMS C/C++, Sybase 15 and Perl.
Description: AMEX order processing system facilitated equity and option order processing, which included market order, limit order, day order, good till cancel (GTC) order, not held order, participate but do not initiate (PNI) order, all or none order, fill or kill order, immediate or cancel (IOC) order, at the close order, alternative (either buy or sell) order, sell plus order, buy Minus, swap order, crossing stock, cancellation, short sell, put and call options. AMEX order processing system was designed using (message) queue based architectures. Participating user community such as firms, brokers, traders, dealers, and specialist could place equities, options orders and administrative messages using different GUIs and character based book software. Various sub processes of order processing platform such as execution manager, admin process, market data subsystem, ITS manager, etc. interacted with each other and processed these messages. Inter-market Trading System (ITS) allowed for execution of the order in any other market center seeking the best quote. The main goal of decimalization project was to support decimal as well as the fractional price for order processing and to improve the processing speed of existing software.
Participated in impact analysis of decimalization and Evaluated existing Sybase database structure and identified required changes.
Restoring production database and master files into a development environment for testing.
Enhanced ITS manager processes and screens to handle decimal as well as fractional prices. Developed TIBCO simulator in C++ which provided quotes to order processing system.
Made structural changes in Sybase database and developed a procedure to load and restore data in the fallback scenario.
Developed order entry, quote, and auto execution simulators, which are useful in debugging and capacity testing.
During development and QA testing period, I handled day-to-day builds and object library maintenance and distribution.
Provided testing supported at all phases of the project (capacity, point-to-point, floor and industry testing).
Chase Manhattan Bank - New York, NY Mar-1999 to Sep-1999
Consultant – Trade floor support and Developer.
FX - Fully Automated Comprehensive Trading System (FACTS).
Platform: VAX/VMS C/C++, Sybase 11 and Perl.
Description: FACTS provided real time tracking for global foreign exchange trading. Different currencies can be traded online as a Spot, Forward, Cross, Future, Interbank, Corporate, Block, or Swap deal. It managed a portfolio of each trader, giving real time NPV and positions.
Contributed to make FACTS system Millennium (Y2K) compliant.
Provided hot line production support to US trading desk and over-night support to UK.
Developed several reports in using CT-Library, Perl and Unix Scripts.
Reuters - Stamford, CT Apr-1998 to Feb-1999
Consultant – Software Developer.
Benchmark Treasury Yield System (BYTS)
Platform: VAX/VMS C/C++, Sybase 11 and Perl.
Description: BTYS provides a Real Time Yield of Treasury Bonds and Notes of different Countries. It takes Real Times Quotes of instruments and performed database inquiries and does the analytical calculations necessary to produce Benchmark Yield Curve. These Yield get published on Reuter IDN network, and the subscriber customers receive these Real Time Yield.
Participated in Y2K impact analysis and design and made BTYS application Millennium (Y2K) compliance.
Add and enhanced modules in C++ using OCI, PRO*C and CT-Library for existing code for EMU compliance.