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System Design

Location:
Montréal, QC, Canada
Posted:
November 20, 2013

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Resume:

Sudhakar Vippu Ranganathan

**********@*****.***

+1-514-***-****

Summary

• Good experience in software design(functional and OOD) and development in

Capital Markets and Banking domain

• Developed low latency- high performance financial systems and real-time

applications involving high volumes of transactions using C/C++, Sybase, STL,

Design Patterns, Java, PL/SQL, IPC, and Network Programming.

• Managerial skills, Problem solving abilities and effectiveness in working

independently or in team.

• Strong technical background and project management skills, with ability to adapt to

new technologies and applications proficiently.

• Good analytical, troubleshooting, debugging skills and proven ability to discern

critical from minor problems

Education:

• Masters in Computer Applications from University of Pune

Computer Skills:

• Languages : C/C++, Java, PL/SQL

• Environments Worked in : Solaris, AIX, Linux, Unix

• Scripting : UNIX Shell, Perl, ASP, JSP

• Complex Events Technologies : APAMA, Sybase CEP

• Databases : Sybase, Oracle

• Networking : Socket Programming, IPC, TCP/IP

• Tools : Jira, SVN,Web sphere, Actuate, CVS,

Clear Case/Clear Quest, Clarify, Truechange, Make,

and Symbolic debuggers, Jam, Panther

• Methodologies : OOAD

Experience Summary:

Electronic and Algorithmic Trading

Consultant

Morgan Stanley, Montreal Sep 12 – Nov 13

Responsibilities:

• Analyse business requirements, develop, configure order routing systems using FIX

messaging for FIX-DMA/MSET team

• Applying limit checks on orders(single/aggregate) and Market Data Connectivity

• Handled Client On boarding and Vendor Certifications for Exchange Connectivity

and close interaction with the business units

Team Size: 5

Technologies/Tools: FIX 4.2, Unix, Perl, Shell scripting, C++, Sybase, Perforce, RCS

Data Analytics and Custom Model Development Oct 11 – Aug 12

Consultant

CapGemini – Transunion

TransUnion is the third-largest credit bureau in the United States, which offers credit-related

information to potential creditors. The project involves creating customized model for

Transunion clients like financial institutions, mortgage companies or insurances.

Responsibilities:

• Analyse business requirements and develop system requirement specifications and

design specifications

• Work with developers to convert system designs and technical specifications into

program code

• Development of various tools for automatic Model code generation and unit test

cases.

Team Size: 20

Technologies/Tools: C, C++, Unix, Sybase, Unix Shell Scripts,Perl, Clearcase/ClearQuest

Trade Server & Position Keeping Systems (PKS) Jun 10 – Aug 11

Assistant Vice President

Deutsche Bank – Global Equities & Derivatives, NYC

Trade Server is used to enter trades into our Risk system (Imagine). It supports products like

Equities, Derivatives and Fixed income securities.

PKS maintains positions across Instrument, Currency, Accounts, and Strategies dimensions

and projects position data based on Trade and Settlement Date for both Intraday and

Historical activity. Sybase Complex Events Processing (CEP) technology is used to provide a

high performance, robust and scalable data service tracking inventory across Trading, Client

and Inter-Company accounts for all Equity business functions.

Responsibilities

• Ownership, Design, Develop, Enhance and Support the Trade Server

• Identified existing performance bottlenecks for Trade Server & delivered solutions

for these bottlenecks

• Involved in designing and developing interfaces to CEP and external systems and

Reconciliation Reports between CEP and Database.

• Work with database administrators to supplemental tables in the Derivatives database

for use by Interfaces and Reports

Team Size: 10

Technologies/Tools: C/C++, Java, CEP, Agile, Sybase, Unix, Jira, SVN

Trade Clearing Hub Sep 07 – Jun 10

Assistant Vice President

State Street Global Markets, Boston USA

Trade Clearing Hub is a real-time clearing system based on the APAMA event processing

platform that would perform the clearing activities required by State Street as a self-clearing

broker.

Responsibilities

• Design and Architecture of the whole trade flow.

• Developed solutions for Portfolio Reports for the Funds

• Involved in designing and developing the interfaces to Apama and external systems

• To increase the message writing performance adding TimesTen as the database cache

layer

• Involved in requirement gathering, design and development for connection to market

data feeds from Bloomberg to oracle database.

• Designs and executes end to end system tests of new installations and/or software

prior to release to minimize failures and impact to business and end users

• Responsible for resolution, communication, and escalation of critical technical issues

• Interprets client needs, assessing the full requirements; identifies solutions to non-

standard tasks/queries

Team Size: 12

Technologies/Tools: Agile, FIX,Linux, Unix Shell Scripts, APAMA,C/C++, .NET, Java

LRP and SIAC Driver

Senior Developer

Hold Brothers Online Investments NYC Dec 06 – Sep

07

Liquid Replenishment Points (LRP) are pre-determined price points at which electronic

trading briefly converts to auction market trading in NYSE. Worked on creating a new LRP

driver where the LRP feeds are sent to Consolidated Quotes system from which it’s getting

disseminated to Day Traders software GrayBox.

SIAC Driver receives multiple CQS (Consolidated Quotes System) and CTS (Consolidated

Tape System) Feeds from NYSE. The existing SIAC Driver is a plain message switch and it

does not keep a stock cache we can use for symbol clean ups or automatic refreshes on the

line (removing cross/lock conditions on a timed basis). The new stock cache is built using

hash-map STL data structure to do symbol cleanups and refreshes.

Responsibilities

• Involved in designing and developing the interfaces to SIAC and client systems

• System and incorporated the parsing logic for the LRP Feeds Changed the existing

quotes system to accommodate LRP Feeds.

• Involved in the designing and developing the multi-process system and symbol

cache/refreshes.

Team Size: 2

Technologies/Tools: VC++, .NET

Subcustodian Billing and Depository System Jul 05 – Nov 06

Project Lead/ Senior Project Co-ordinator

State Street Bank & Trust / I-flex Solutions, Boston USA

SSBT provides custodial services on behalf of various funds (pension funds, public funds

and mutual funds) that invest in markets across the globe. If a fund is invested in a non-US

market, a sub custodian will be appointed to provide custodial services to the fund in that

market. These sub custodians create invoices for the services provided by them to SSBT. This

project involves re-engineering of existing FoxPro based applications Boston Light, Cape

Blanco and SMIS to a new Java/C++/Oracle based single Subcustodian Billing System.

Responsibilities:-

• Interact with various business areas and stakeholders to identify, define and document

complex business requirements and source system data elements

• Worked on Requirement Specifications, Technical Design and implemented

interfaces and parsed feeds like exchange rates and corporate action using C++

design patterns.

• Onsite-offshore co-ordination and overseen systems design and implementation of

most complex design components like Cleanup and Mark to Market processes.

• Reviewed test plans/test cases and tested new installations and software prior to

release to minimize failures and impact to business and end users.

Team Size: 18

Technologies/Tools: PL/SQL, Java, C++, Actuate, Oracle 9i, Solaris, Connect: Direct,

Clearcase/Clearquest, Autosys

FIX Gateway & Market Data Feeds Apr 03 – Jun 05

Senior Developer

Saudi Arabian Stock Exchange (Tadawul)/I-flex Solutions Chennai/Riyadh

The Financial Information Exchange (FIX) Protocol is a standard for the interchange of

information between participants in a market or exchange. A gateway is responsible for

converting the data sent from one Bank’s system into a format that is understood by the

exchange’s trading system. A Generic gateway framework is developed in order to reduce

time to create/add new gateways for other systems.

Responsibilities:-

• Work with internal and external business units to determine needs and specifications

for enhancements to existing system

• Support, Maintenance and Enhancement of the complete Stock Exchange products

written in C/C++.

• Designed and developed the parser and messaging framework using C++, design

patterns (Abstract, Singleton, and Strategy) and STL libraries.

• Worked on improving performance for Market Data Feeds or tickers which is sent

to data vendors like Reuters, Bloomberg and to investment banks which actively

trade with this exchange

• Worked on improving the performance of trading engine as the data structures

changed from list to heap based priority queues.

Team Size: 12

Technologies/Tools: C/C++ AIX AS-400, FIX, Unix Shell Script CVS

European Adapters Jun00– Mar 03

Technical Member

ADP India Hyderabad / London UK

The Euroclear Adapter provides a two-way interface between a host system (GLOSS – Global

Settlement System) and the Euroclear Operations Center via the Radiant/SwiftNet system.

The Adapter automates message generation, reply processing and communication with

Euroclear and enables full straight through processing for all securities settlement instructions

sent to, and reports received from Euroclear.

Responsible for Design and Implementation of

• Sending messages to Euroclear through a file transmitter using C++, TCP/IP

• A parser to split the report and check its validity before it is entered into the host

database.

Team Size: 7

Technologies/Tools: C/C++, TCP/IP, Solaris, Sybase, Clarify, True Change

References

Available upon request



Contact this candidate