Kiran R

Email:ac89vf@r.postjobfree.com Phone:609-***-****

Professional Summary:

Software Engineer with 10 years of diverse experience in design, develop applications and testing in C++ and C#. The development experience includes Financial Derivatives including Options, Swaption, Credit Default Swaps MBS and similar Derivatives, Value at Risk Analysis, Time Series Analysis and Embedded Software Applications. Experience on AI models like SVM, K-Means Clustering, ARMA, GARCH modeling.

•Hands on experience in developing three tier/N-Tier architectures and implementing Object Oriented Programming (OOPS) Concepts including Inheritance, Abstraction and Polymorphism and Design Patterns.

•Experience in developing applications with Agile/XP/Scrum methodologies.

•Experience in MVVM Pattern and Test Driven Development (TDD) technique.

•Extensive experience on XAML, Data Templates and Control Templates

•Experience on development of UI using various UI Controls and Custom Controls.

•Worked on Dependency properties and attached properties

•Expertise in .Net technologies with Object Oriented Analyzed Development (OOAD) & development of WPF and Win forms applications.

•Good Experience on implementing OOPS in VC++ and C# and VB.Net.

•Experience in caching models and handling distributed sessions.

•Experience in implementing SOA architecture with web services and creating, consuming and publishing XML Web Services (SOAP, WSDL) and Windows Services using .NET.

•Good working experience with ADO.Net objects and Database Connectivity API’s (ADO.Net) in Web applications and Windows applications.

•Used Infragistics Presentation Layer Tool Set which will use the Business Layer components to present the info and allowing customization on layouts, color based on the user selection

•Experience in working with Windows Communication Foundation (WCF), Windows Card Space (WCS), Windows Presentation Foundation (WPF), Windows Workflow Foundation (WF) and Language Integrated Query (LINQ) in .Net Framework 3.0/3.5.

•Experience working with Bing Map controls

•Experience working with DevExpress, Infragistics, Telerik RadgridView and Metro Sync Fusion Glyphs

•Good Experience in configuring and managing IIS 7.0/6.0/5.0 web server.

•Hands on experience in Microsoft Visual Source Safe (VSS), Team Foundation Server (TFS), Git for version Control and IBM rational clear case.

•Hands on Experience in preparing the developed programs including Unit testing with MOQ, NUnit, NAnt Performed System testing in all phases of development.

•Experience in MFC programming, libraries and DLL creation

•Experience in developing the application using Visual Studio 2010.

•Proficient in relational database like, RDBMS, DB2, MS Access, SQL Server 2000/ 2005 and Oracle 9i/10g.

•Worked on migration form Access to .NET

•Good Experience on Entity frame work and ETL Tools

•Expertise in PL/SQL, DTS (Oracle 10g), relational data modeling and TSQL (SQL Server) skills (Stored Procedures, Cursors, Triggers, Functions, indexing, performance tuning, query optimization and SQL queries, performance tuning) and relational databases.

•Experience in Normalization, T-SQL, Stored Procedures, Rules, Triggers, Views, Indexes and Replication.

•Data Modeling and Analysis in R, Excel and C#.

Professional Experience:

State Street Bank

.Net Developer

Project Title: ITP Sept 2018 to Present

Description: Iris Trading Platform is used by Traders and Risk Analysts for Trading Risk Management

Responsibilities:

•Gathering requirements, requirement analysis and designing of applications

•Design and Development of ITP application using C#, WPF and MVVM

•Worked on Cloud based data services for data extraction and saving to cloud

•Extensively worked on DevExpress Controls for data presentation

•Extensively worked on C# for counterparty model development for security financing

•Developed the Security Market Value calculations and data filtering in C#

•Developed the Buy To Cover transaction processing

•Developed the Trade Reject transaction processing

•Worked on Kata framework for controls development

•Worked on IBM clear quest and Jenkins Tools for Dev and UAT Deployments

•Worked on GIT for Dev and UAT Deployments

•Extensively worked on XAML and custom controls

•Agile Scrum methodology for Software Development and extensively used

Jazz team server for Agile SDLC

Wells Fargo

Capital Markets Systems Engineer

Project Title: Kraken CDS July 2017 to Aug 2018

Description: Kraken CDS is the CDS( Credit Default Swaps) Trading and Risk Management application developed in WPF.

Responsibilities:

•Gathering requirements, requirement analysis and designing of applications

•Design and Development of CDS application using C#, WPF and MVVM

•Worked on Oracle Coherence for distributed caching and POF configurations

•Extensively worked on Infragistics Controls for data presentation

•Extensively worked on C# for pricing model development

•Developed the Event Processors, Transformers and data filtering in C#

•Developed the Reference SEF (Swap Execution Facility) in the Index Matrix screen

•Developed the Bloomberg Oddlot screens for Oddlot Trading

•Developed the Manual On The Run Override in the Pricing Engine

•Developed Entity Creation and Update screens in Pricing Engine

•Developed Portfolio Management for Book Management and filtering in Risk Engine

•Enhancements to the Portfolio P&L calculation in the Risk Engine

•Worked on custom preference screens to set the numerical precision

•Worked on Price Configuration screen, External and Internal Price Monitor screens.

•Developed the repository methods and Binary serializations to save data to SQL and Caches

•Worked on Symphony Tool as Admin for user access control and Deployment of CDS application

•Worked on UAT and SIT deployments and configuration management

•Extensively worked on XAML and custom controls

•Agile Scrum methodology for Software Development

Fannie Mae June 2016 to June2017

Risk Analytics Developer

Project Title: MMBD

Description: MMBD is a middle office multifamily mortgage business analytics application for risk rating using various analytical parameters.

Responsibilities:

•Gathering requirements, requirement analysis and designing of applications

•Design and Development of Multi Family Business Analytics application

•Worked on Lender/Servicer Rankings Reports based on UPB

•Worked on Servicer Ranking Report based on segments

•Acquisitions and Book Data filtering for various Servicer

•Worked on Producing the Loss Allowance Report and enhancements to portfolio trending

•Report generation, Data formatting and Data analysis

•Analytical parameters computation, mapping and analysis.

•User Interface development in WPF and MVVM

•Developed Reports with various Chart types

•Worked with Bing Map controls to display MSA data

•Data extraction, manipulation and population in SQL database

•Worked on Entity framework and Ado.Net for data extraction from SQL server

•Large data display in User Interface, paging and filtering the data

•Extensively used Telerik RAD GridView controls in the GUI development

•Worked on Column schema, Listing screens and Hyper Links to display listing screen

•Worked on Excel like Application development with custom features

•Worked on development of custom controls and Dependency properties

•Worked on mapping and updating various analytical parameters using C# algorithms

•Extensively worked on XAML and custom controls

•Agile Scrum methodology for Software Development

Open Methods August 2015 to May 2016

Software Engineer

Project Title: HARMONY Media Bar

Description: HARMONY Media Bar application enables integrating the interaction services of voice, chat etc.

Also integrates the various work flows. Provides customer contact information and interaction history in a

single screen eliminating the need to switch screens and search for information.

Responsibilities:

•Design and Development of Harmony application User Interface in WPF

•Worked on development of client defined channels UI feature using DataGrid UI Control

•Extensively worked on XAML, Added the Themes to the Harmony application

•Development of View Attached Data feature and Animation using ListView and DataGrid controls

•Worked on fixing the client display issues and Oracle AddIn issues

•Worked on Quick Dial UI development and configuration using custom UI controls

•Extensively used Metro Style SyncFusion library Glyphs and Dynamic Resources

•Worked on styles, animation and code behind development for rich UI experience

•Worked on Interaction Disposition UI feature, Toggle UI controls for chat and Telephone

•Extensively worked with Oracle cloud service AddIn development and Linq Queries

•Worked on Async Multi-threading to get the Data from Integration Server

•Added the Http Exceptions for network disruption handling

•Worked on AMQ reconnection issues, extensively used TCP View

•Handling the server side exceptions for OMIS Integration Server

•Worked on MVVM pattern and Unity Container

•Memory profiling using ANTS memory profiler

•UI testing for various scenarios including lot of negative testing

•Agile Scrum methodology for Software Development

Cargill, Minneapolis, MN February 2015 to August 2015

Software Engineer

Project Title: MAX

Description: MAX is the Nutritional Technology Commercialization software for Dairy and Meat Industry. This system uses the formulations from the scientists in various regions to calculate the optimal diet needed for the

projected growth by region and species including the nutritional information for all the ingredients.

Responsibilities:

•Development of software applications for Nutritional Technology

•Collaborate with scientists and Business Analysts to develop the applications

•Research and Gather the requirements and use case development

•Design and Develop the software applications in C# WPF

•Migrate the applications from Winforms

•UI design and develop the views and view models

•Develop the services for the consumption of the view models

•Extensively used PRISM framework and MVVM Pattern

•Extensively used object oriented design concepts

•Designed the UI, created custom templates

•Created the services and mapping to extract the data from SQL

•Worked on ASP.Net MVC for Web Development

•Developed the controls such as the User Controls, list views, editing and validation etc

•Extensively used Entity Framework

•Experienced in software development life cycle(SDLC) using Agile methodology

•Participated in the team meetings and code review

•Extensively used Team Foundation Server (TFS) and Visual Studio 2010 and 2013

•Developed the Test Cases for Unit Testing

•Involved in Research, Technical Analysis and Documentation and SSRS reporting

Rockwell Collins, Cedar Rapids, IA June 2013 to January 2015

Software Engineer

Project Title: Avionics IO Software

Description: Worked on Avionics IO Software development for 737-MAX Display system.

Responsibilities:

•Developed the software under Aviation Regulatory Development and compliance process

•Research and Gather the requirements and use case development

•Design and develop the application for the High Level Requirements

•Developed the IO software GUI applications in C++, C# WPF

•IO Parameter processing GUI application development in C# WPF

•Extensively used XAML, Created the custom templates

•Worked on Triggers and Commands

•Worked on Dependency properties for UI Controls

•Embedded GUI application management tools development using C++ and C# WPF

•First order and second order filtering GUI application development in C# WPF

•Oil Quantity sensor limit setting and data processing GUI application development in C# WPF

•GUI application development for source selection at parameter level in C# WPF

•GUI application development for source selection at group level(S2G, S3G and S4G) in C# WPF

•Frequency data processing GUI application development in C# WPF

•IO Parameter data override algorithm development in C# WPF

•GPS data processing GUI application development in C# WPF

•IO parameter initialization algorithm development for IO On Ground in C# WPF

•Developed ASP.Net Web Forms and VB

•Used .NET validation controls for server side validations and JSP for client side validations

•Extensively used HTML, CSS and Java Script

•Extensively used ADO.NET

•Embedded component testing using Simulink design verifier

•Tool Qual plan development in Matlab Simulink

•Test Requirements development for all levels DAL (A,B and C) for both High Level and low level software in C++

•Test Procedure development for all levels DAL (A,B and C) for both High Level and low level software in C++

•Code Coverage Analysis and documentation

•Generation of Test Vectors using Simulink design verifier

•Agile Scrum methodology for software development

•Developed Web Services in WCF

MIAC Analytics, New York, NY June 2011 to May 2013

Quantitative Developer

Project Title: MIAC WinOAS

Description: MIAC WinOAS is the risk management software for Portfolio Risk Management. The customers can calculate the risk measures of the portfolio for various financial instruments including Swaptions and Treasury Options. This application is developed in the legacy Winforms. It’s been migrated to the new WPF application.

Responsibilities:

•Mortgage security(MBS) coupon pricing analysis, yield calculation GUI application development in WPF

•Yield data analysis GUI development in C# using the coupon price data from Eikon and TradeWeb

• Modeling the illiquid mortgage Coupon prices in Winforms and WPF

•MBS Mortgage Yield calculation by analytic method and software development in WPF

•Collaborate with Business Analysts, Research and Gather requirements and use case development

•Added the styles and animations for Rich UI experience, developed and custom controls

• Worked on Extensively worked on XAML and Templates, dependency properties

• Worked on MVVM pattern and Unity container

• Developed the applications for Tablet using Xamarin and MVVM Light

• Programmed custom mortgage index calculation in VC++, publishing the Daily MIACCCY index and most liquid coupon yields on the webpage, sourcing the daily yield data to Reuters

•Swaption pricing in ALM for Bank of Oklahoma: Rate model calibration, Swaption pricing, price analysis for ATM, OTM swaptions. Price comparison in ALM compared to Bloomberg & Dealer’s pricing.

•Ever Bank portfolio swaptions horizon analysis, theta decay analysis

•Ever Bank portfolio treasury options pricing, Greeks calculation, decay analysis in ALM.

•GUI application development for Greeks calculation in VC++, C# WPF Bug fixing in Treasury Futures Pricing tool. .

•Value at Risk Analysis for FHLB Chicago mortgage pool, implemented the VAR in C++, C# GUI. Worked on methodology for stress VAR. Working on development for stress VAR tool using the linear, non linear evolution model of macroeconomic factors.

•Macro Economic factor modeling in R and developed the view in C# WPF

•C# WPF GUI program for primary, secondary spread calculation using daily CMS swap values from Bloomberg.

•C# WPF GUI Program for writing daily spread values to access data base for hedging calculations. Calculated historical spread values.

•Programmed historical spread calculation in C # GUI.

•Worked on Excel VBA Macros and V-lookups

•Implemented Rate vector selection, dumping and tooltip programming in C# WPF

•Implemented GUI enhancements in ALM for hedge pricing tool.

•Data base connectivity with ADO.net and Linq queries

•Developed ASP.Net Web Forms

•Worked on Hedge Calculation GUI programming in C# WPF

•CMM index calculation, historical index generation, automation and index data analysis, writing to SQL and Access databases.

•Programmed single factor and multi factor interest rate models in C# WPF

•Worked on stored procedures, data grid view GUI in C# WPF.

•Worked on Data Products for indexing data products and SSRS reports.

•Data mapping and extraction for Freddie credit performance data using custom scripting

•Worked on ASP.Net MVC Framework and VB

•Developed Web Services in WCF

PriceGroup, Chicago, IL March 2010 to March 2011

Software Engineer

Project Title: Various

Responsibilities:

•Worked on Legacy C++ and creating new C# applications

•Commodity hedging programming in C# for various commodities

•Programmed option pricing models in C++ and C#

•Programmed option volatility trading strategies in C# and VB

•Time Series Data Analysis and forecasting for silver metal index returns in C# and VB

•Developed cross hedging methods for commodities with no direct market trading

•Optimal Hedge calculation program development in C#

•Time series model development in C#

Project Title: Time Series Analysis

Responsibilities:

•Worked on ARMA, GARCH and Self Exciting Threshold Auto Regression modeling.

•Forecasted silver index returns with GARCH model using past 20 years data in C#

•Pairs Trading Strategies using co integration method and back testing in C#

•Programmed pair analysis program in C #, heat map generation.

•Cluster Analysis and MLE estimation in R and Excel VBA

•Credit risk modeling in C#

InfoTech, Hyderabad, India May 2006 to January 2007

.NET Developer

Project Title: Loan Processing Automation

Description: This system was automated to process Mortgage loan, Car loan, Education loan and Housing loans of the Bank. This project will be very handy in reducing the physical strain in laborious documentation process for different PB Schemes.

Responsibilities:

•Involved in collecting and analyzing the business requirements from the customers.

•Responsible for developing all the front end screens and the back end database queries for retrieving data and NET Framework.

•Developed the system front end using C#, ASP.NET MVC and HTML and backend using SQL server 2000 as the backend database, Win forms.

•Designed the migration pattern from existing ASP/VB application to ASP.NET/C# Win Forms and .Net Framework1.0 to NET Framework 1.1.

•Used ADO.NET for retrieving data from backend database SQL Server 2000.

•Implemented and deployed XML Web Services (SOAP) using C#.NET.

•Created dynamic GUIs with .Net web controls and data bound web forms.

•Implemented extreme programming by using fast paced Object Oriented Methodologies, involving in task completion, user stories, and iterations.

•Worked on UI using AJAX for making smaller, faster and user friendly web-page application.

•Developed Server side programming using C#.NET, VB.NET, ASP.NET on .NET architecture.

•Implemented AJAX in order to provide pleasant client side experience.

•Designed XML Schemas and developed XSL and XML gateway.

•Extensively used XSLT language to transform from XML document into HTML web page.

•Investigated bugs and interacted with developers to resolve technical issues.

•Developed testing report, Stored Procedures using SQL Server 2000 and SQL scripts, and DTS packages and Data Modeling.

•Used Microsoft Visual Source Safe (VSS) for all the source code maintenance needs

Research Experience:

●Computation of Kinoform profile in C++ programming language

●Stratified Signals propagation simulation in C++, Matlab programming languages

●Computation of Super Luminal signal propagation in C++

●Computation of wave guide loss in Rsoft program

Education:

●Master of Science, University of Arkansas- Coursework in Financial Modeling, Corporate Finance, Time Series Modeling

Certification:

●Professional Risk Manager Part II and Part III Completed

●Portfolio and Risk Management certification – Indian School of Business

●Nano Fabrication certification

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