Project System

Anandhan Denadayalan

*******@*****.*** +1-718-***-****

SUMMARY

** ***** ** ** ******** experience in the development and Operations & Application support of real time systems in MarketRisk,CreditRisk, Fixed Income, Equity etc.

Worked as Senior Consultant in Application Development and production support in Capital Markets and insurance domains in Citigroup, Barclay, Lehman Brothers, HSBC, Deutsche Bank and CNA Insurance.

Extensively Worked in Unix, C, C++, Shell, Perl, Sybase and SUMMIT API product customization/Maintenance support on Trading & Capital Markets, Risk Management and OTC Derivative products.

Good understanding of market risk, credit risk, operational risk and their estimation based on Monte Carlo simulation

Experienced in managing support tasks on production issues, infrastructure isssues, user queries, QA/UAT problem resolution, etc.

Had extensive exposure to Trade Capture Systems like e-Ticket, Zar and SUMMIT front system and supported the Trading process for SWAP, CREDIT DEFAULT derivatives .

Worked in the areas of object-oriented analysis, design, development, unit and integration testing, enhancements and maintenance.

Skilled in Database Design, Normalization, creating Stored Procedures, Triggers, etc

Had extensive exposure to MQ series for messaging in real time application Bloomberg and other market data Extensively worked in VC++/Visual Basic, Java, JavaScript, MTS/MSMQ, and Oracle in developing report utilities, inventory system, payroll system and Airline ticketing products.

Extensively worked in Version Controlling System using CVS (Concurrent Versions System) to maintain the uniqueness and version of the source and executables for the Summit application.

Effective Team Player, hard working, good in analytical and logical Problem solving abilities with excellent communication skills.

EDUCATIONAL BACKGROUND/CERTIFICATIONS

Bachelor of Engineering.

Microsoft Certified Solution Developer [MCSD] in 1998.

Certificate of Achievement by Microsoft for Designing And Implementing Distributed Applications with Microsoft VB 6.0z

Certified by The SISI-Ministry Of Industry, Govt. Of India as a Software Application Developer.

Advanced Java Certification from NIIT, Bangalore

Certified AutoCAD developer from AutoDesk in Release 10 and 11.

SKILLS

Languages: C, C++, JAVA, JDK1.5.0_01, C#, Shell Script, Perl, SQL .

Web Tools: HTML, XML 1.0, VBScript, JScript, JavaScript, Tomcat Server

Analysis/Design Object Oriented Analysis, Design and Programming (OOAD)

Grid Computing: Grid computing and IBM Symphony middleware, GPFS

Version Control VSS (Visual Source Safe), CVS(Unix based)

GUI: Visual C++6.0, Visual Basic 5.0/6.0,

Technologies: COM/DCOM, COM+, MTS 1.0/2.0, XML 2.0

RDBMS: Sybase 10/12.5, and SQL Server 2000 / 7.0 / 6.5

Operating Systems: Unix,Solaris, LinuxAS3.0, DOS, Windows 95 / NT 4.0 / 2000 / XP

Development Tools: Project Management: MS Project; Estimation: FPA Method; Code

Review: LogiScope; Debuggers: TotalView, dbx; DB Admin Tool:

DBArtisan,IDEs: vi, Xemacs, Eclipse, Visual Studio,Others: Make,MQSeries

WORK EXPERIENCE

Employer: Mitchell Martin Inc.

Client: CitiGroup June ’10– to date

Application Senior Consultant

New York, NY

Job Title: Development and Application support – Risk Analytics.

Support and Production Operation in PreSettlement Exposure application and monitor the batches and generate the exposure numbers of the counterparty in business with CitiGroup. Create report based on the BASEL II month end runs regulated by Federal .

Doing change enanacements, Support and Operattiondin Risk analytics applications called PSE ( PreSettlementExposure)

Supoort different batches Develop procedures and SQLs in Oracle databse to fix and enhance the Risk Analytics applications.

Deploy change release in production and liase with Risk Anylytics team on the signoff.

Work in JIRA tickets for SDLC of the change or escalation in prod code.

Perform DR and BCP tasks twice a year in different data centers.

Deploy change in Symphony Grid for grid computing

Develop reports MTM, exposure reports using Java, Unix, perl and Shell programs.

Develop reports in summit as batch job for the users.

Monitor and support BASEL rugaltory runs for Federal Finacial requirements.

Develop and Support Risk Analytics applications.

Conduct meeting with business groups, identify their business needs, prospects and document the business

requirements and able to translate the high level business requirements in to detailed specifications before development

Develop and Support Financial applications on the UNIX (preferably Solaris) platform using C, C++, shell, SummitAPI, Sybase and oracle in Fixed Income and Derivate products.

Environment: Unix 7.0, C, C++, OOAD, SUMMIT V3.4, SQR, SCCS and Solaris5.8, Win XP, Shell, Perl and Sybase and Oracle

IFC (International Finance Corporation) a memeber of the World Bank Group Apr ’09– Jun ‘10

Project Lead

Washington, DC

Job Title: Investment Services Applications and SUMMIT application development and production support.

Work in development and production support of Loans systems, Equity Finance applications, Risk Management products and Trade Finace applications. Coordinate the team to work with small enhancements on SUMMIT applications on UNIX platform. Report the user a timeline on each deliverables and ensure the process by which the quality is assured end to end support on all applications. Create a REMEDY and work with it to address all production level bugs to ensure Trade and Loans data is prcossed thru' SUMMIT system.

Conduct meeting with business groups, identify their business needs, prospects and document the business

requirements and able to translate the high level business requirements in to detailed specifications before development

Develop and Support Financial applications on the UNIX (preferably Solaris) platform using C, C++, shell, SummitAPI, Sybase and oracle in Fixed Income and Derivate products.

Develop, enhance and support Summit Trading system, Accounting reports, Derivative products such as Vanilla Swaps, Fixed Income, and structured products as general business requires.

Develop tools (MS-Access,ODBC), Markup language (HTML, XML), source management tools (SCCS), Reporting tools (SQR) and the software development life cycle in finacial applications.

Work directly with the business and technical users of treasury applications in Front, Middle & Back office functions to analyze and resolve the business issues.

Ability to support major technology initiatives and tasks of the business including coordination of working teams and maintenance of close and constructive working relationships with management and staff in defining and resolving technology issues

Environment: Unix 7.0, C, C++, OOAD, CORBA, SUMMIT V3.4, SummitFT3.4, SQR, SCCS and Solaris5.8, Win XP, Shell, Perl and Sybase and Oracle

Barclays Capitals ( Old Lehman Brothers Inc) Apr ’06 – Apr ‘09

Senior Consultant

New Jersey, NJ

Job Title: MarketRisk Application Development/Production support, VaR computation and Autosys job scheduling.

Worked in development and production support of MarketRisk system and monitoring batch cycle and providing infrastructure to the team work on risk analytics and VaR calculation in Equities, Counterparty business, IRS and Muni. Develop and fix perl shell, scripts in production batch jobs. Develop Autosys jobs and apply JIL files in QA and production batch. Interacting with Risk mangers on business needs and developing scheduler jobs for the business feed files in MarketRisk systems. Work with other technolgists to integrate into a robust, scalable and extensible infrastructure. Co ordinate and work in developing risk management tools and do understand and work with option models, sensitivity analysis, essential statistics, forward curves, etc. Monitoring Risk summary reporting applications and address the risk managers queries on the positions that are loaded and thereby producing VaR computation reports and also monitoring the reports of the quantifiable market risk exposure across these products

Reponsibilities:

Daily analyzing, monitoring, and controlling trading exposures, limits administration and excess handling;

Ensuring that positions and risks are fully captured in CS's global risk management systems, are updated daily and reconciled to other reporting systems across the bank;

Develpoed C++ risk exposure analysis matrix.

Devloped and customized the metatables and entity level changes for the Front end GUI developments screen in Summit v3.4 for SWAPTION and CDS products using Summit API.

Customized th Risk server in Summit FT to incorporate the datafeed load and curve processing to price the portfolios in Summit system using MarktSheet applcations in Summit suites.

Customized the Summit Real-Time data integration in STP, consolidated Risk management and back office processing and centralized static data management.

Configured the distribution server so that it publishses the Audit enabled Entitys stored in database for MUNI and BOND line of business in real time Summit systems.

Desinged the stress scenario analyzer using C++, CORBA

Provide quantitative support for the analysis of the risk taken by the various trading desks.

Developed the front office screens using templates to price risk portfolios and maintained the risk systems, real-time market data systems, high performance transaction systems, and/or asynchronous I/O multithreaded coding.

Developed and deployed the autosys jobs for different business products in production using JIL file formats.

Environment: Unix 8.0, LinuxAS3.0, Java, C, C++, OOAD, CORBA, SUMMIT V3.4, SummitFT3.4 and Solaris5.8, Win XP, Shell, Perl and Sybase

HSBC Jan ’06 to Mar’06

Programmer Analyst

New Jersey, NJ

Job Title: Development of Summit Security Access System and Reports Generation for SWAP and other OTC Derivatives and Securities

Project involved streamlining the summit security access for user and group level. User level permissions are restricted to read the company, applications and entity where as group level permissions excepted to read, write and delete privileges. USER entity has been extended to add new menu level features in the Summit front office panel, so each user can be viewed on his access permissions and report can be generated. User can make changes in entity and application level as well. In order to track and find the difference in user and group level permissions, a report was developed which would describe which user has over written the permissions on which entity and application. There are another two reports developed to show the users who recently logged onto summit. Developed the reports, Summit modules and shell scripts using SummitAPIs and functions. Reports run on batch.

Responsibilities:

Designed the functional specification using OOAD techniques.

Coded C++ program in SunSolaris as per Summit coding standards.

Developed Summit file adaptors.

Developed file adapters in Summit to parse XML data using C++, java, Unix and Shell programs.

Developed reports in summit as batch job for the users.

Prepard the test cases and test results for the summit modules.

Developed reports using Summit APIs and C++.

Performed unit testing, system testing and user acceptance testing (UAT) of C++ business modules.

Environment: Unix 7.0, C, C++, OOAD, SUMMIT V3.7.5, SummitFT3.4 and Solaris5.8, Win XP, Shell, Perl and Sybase.

DePfa Bank, Sep ’05 to Nov’05

Programmer Analyst

New York, NY

Job Title: Design and Development of SummitFT with Bond Pricing and Insurance and OTC Derivatives.

Project was aimed to customize and tailor the SummitFT functionality with Bond bid pricing and OTC derivatives to leverage the business needs of DePfa through eToolkit application. Application is called Bond Bid Pricing and Insurance which uses c# as front end GUI screens and which sends the bidding data to Summit Bond cash flow calculator through eToolkit using Tomcat websevices, to get the cash flow of the Bond by considering exposure, settlement date, Average life and Price/Yeild.

Responsibilities:

Designed the functional specification using OOAD techniques.

Coded C++ program in SunSolaris as per coding standards.

Configured the Tomcat web services to run the Servlet and JSP pages.

Developed XML parsers to connect Tomcat Web Services for the XML type data communication between C# and C++ modules.

Developed a Summit eToolkit server component for Bond trade booking using C++, Unix, Shell and Sybase.

Developed Summit file adaptors.

Developed file adapters in Summit to parse XML data using C++, java, Unix and Shell programs.

Developed a tool to analyse risk and real time exposure to the market and upgraded the BLOOMBERG system using C++ and Unix through Summit Derivative system.

Performed unit testing, system testing and user acceptance testing (UAT) of C++ business modules.

Environment: Unix 7.0, C, C++, OOAD, Javascript, SUMMIT V3.7.5, SummitFT3.4 and eToolkit clientAPIs, TomCat web server4.x, Solaris5.8, Win XP, Shell, Perl and Sybase.

Deutsche Bank AG Jan ’04 to Aug ‘05

Senior Software Engineer

London, UK

PROJECT 1

Job Title: Summit Derivatives and OTC Transaction Development and Support.

This project was aimed to customize the SUMMIT application to Deutsche Bank business requirements using SUMMIT APIs. Adhoc reports for trades and GUI enhancement for OTC derivative products Bond, Option, Exotic and Equity have been developed. The Trade Interface Program is a C/C++ program that will export trade data from the Summit data model into Deutsche Bank tables within the Summit Sybase database.

Responsibilities

Prepared a High Level Design Document (HDD).

Developed design specification for Credit Default Derivative product for business enhancement.

Worked extensively on Error handlings in C++ modules.

Developed an XML document type adapters to communicate with JSP pages and Servlets in Tomcat server4.x.

Developed a tool to analyse risk and real time exposure to the market and upgraded the BLOOMBERG system using C++ and Unix through Summit Derivative system.

Developed the automated tools that generates reports and feeds for BLOOMBERG trading system using C++, Shell, Perl and PL SQL.

Design and development of C++ based business Objects that fulfill Purchase Qualification, Authorization and Settlement processing.

Developed a client Socket for remote Gateway listeners.

Developed a server Socket for asynchronous real time applications.

Developed C++ multithreading modules to monitor and enhance the summit data.

Creating the database, developing the PERL scripts and PERL CGI scripts.

Unit testing, running the test Cycles, system integration.

Held responsible for getting (User Acceptance Testing) UAT sign off from users on their business needs.

Environment: Unix 7.0 HP, C, C++, Java, Javascript, SUMMIT API V2.6 4, Solaris, Win NT5.0, Tomcat Web Server4.x, Shell, Perl, Sybase, Oracle.

PROJECT 2

Job Title: Integrating XML into SUMMIT Reports

Project involved the integration of Summit’s new XML generation framework into Summit’s existing reports. Developed C++ wrapper components to integrate with Summit reports creation.

Summit reports are grouped into three categories based on the functions and classes they use to actually output their data. Three C++ modules that belongs to the XML generation framework. Two, SU_XMLReport and SU_XMLReportFactory, generate XML from Summit’s sCELLIST structure, and a third, SU_CellListHelper, enables to easily construct and manipulate sCELLIST structures to help in complex and old-style report integration.

Responsibilities

Prepared business requirement specification documents.

Proactively participated in the discussion with business user comprehending business logics for C++ development.

Developed C++ wrapper modules to integrate with Summit system.

Prepared Data Modeling for the XML document data to be customized.

Coding and Code Review have been done for the XML and SUMMIT API source implementation.

Developed Socket listeners for CORBA distribution Server.

Developed C++ front office business module using summit GUI builder.

Preparation of Technical Specifications, Test Plan & Release Notes.

Environment: Unix v7, WinNT, Shell Script, Perl, C, C++, Java, JavaScript, Summit API, Oracle, Sybase, MS-SQL and MQ messaging application.

CNA Insurance Jul ’00 to Jan ‘04

Senior Analyst

Chicago, IL

PROJECT 1

Job Title: Tailored Account Processing (TAP)

TAP is an insurance Application of CNA. It deals with almost all insurances, except Life insurance. It is a client/Server application. The client's application is developed using C, C++ and SDK, windows API's and Cobol which uses DB/2 as the database. The server application is developed using Cobol and CICS, which uses the mainframe as the backend. The GUI is developed using C, C++ and SDK. The Business logic is written in Cobol. It uses Threading and Message Queue concept. In conversion we are converting the OS/2 API's, Message handlers, data types, etc. to respective windows equivalent.

Responsibilities

Have done requirement gathering and design analysis.

Prepared Detail Design Document and Specifications.

Designed a Data model for Rating component component using ERVIN tool.

Analyzed the production bugs in the CNA Commercial Insurance application and fixed the root cause by coding and testing.

Client queries in terms of technical and functional had been attended and rectified.

Developed business modules and enhancements using C++

Developed user interface (GUI) of TAP system using C APIs in OS2.

Environment:OS (OS2, Windows), Software/Tools: C, C++, VC++, Win32 SDK, DB2,VSS, Image Editor.

PROJECT 2

Job Title: ECO 1.0 Airline Industry Business Product, Rmeco, Swizerland

Development of ECO1.0 PRODUCT emphasize on Airline Industries Business. Involved in developing the multi tier architecture for the client and server environment. Established the remote activation of the objects across the network for the client as if feels of working on the desktop. This architecture eased out the selection of platforms on which the application is going to be installed.

Responsibilities:

Developed class diagrams to establish 3 tier architecture using.

Responsible for developing business tier and front end interface.

Established the 3-tier architecture using DCOM utility and configured the business components in remote server.

Responsible for developing enhancement requests and implement bug fixes for this module e.g. Route hierarchy.

Stored Procedures Were Created and Tested in an Oracle Database environment.

Back end business logic were created and tested in PL/SQL before implementing as Stored Procedures.

Coding and regression testing have been done for the application.

Environment: Window NT, VC++, COM, DCOM and ORACLE 8.0

Compudyne Winfosystems Jan’00 to Jun’00

Software Engineer

Bangalore, India

Job Title: Design and Development of Portal www.medmeet.com

Design, Development and Administration of Web Applications using ASP, VBScript and HTML. This web portal is developed fort the pharmaceutical company in US. Their representatives just login to the site and request for the speakers who does address on the products .The voice selection of the speaker and speakers availability is ensured thro real audio systems embedded and voice mail enabled thro backend of the system of the company. The venue for the addressing, location and time is being taken care by auto email facility through district managers, who does arrangement for organizing the meetings for the speakers Coordinating Web Software Development by 10 member offshore team. Coordinated full cycle implementation of Web applications. This implementation accomplished company’s paperless office initiatives.

Responsibilities:

Designed, Developed and Implemented, Intranet technology.

Designed the forms for the browser IE and Netscape.

Web server IIS4.0 and App server have been configured.

Developed a middle tier component using VC++

Responsible for Client side validations.

ADO implemented to access the SQL Server7.0

Environment:Visual Basic 5.0, Visual C++, ASP 2.0, VBSCRIPT, JavaScript, Visual Interdev, IIS, v4.0, Oracle 8, Windows NT.

Advanced Technology Labs Pvt. Ltd., Chennai, India Sep’98 to Dec’99

Ad Agency, India

Developer Trainee

Job Title: Classified ads automation for an advertisement agency.

An advertisement agency wanted to automate its classified advertisement submission and billing process. Customer contacts the Classified Ad Department, by phone or e-mail requesting to submit classified ads or change in already submitted. A classified Ad Department employee adds or modifies the text in database. The word count is forwarded to the Accounting department. An Accounting department employee calculates the cost of the Ad, corrects any billing errors and enters the information into a database.

Responsibilities:

My role was in developing the Clients and company history section. The client’s section was for internal usage of the employees and was developed using Visual Basic 5.0 and MS Access. The company history section comprised of Server side scripting and HTML page designing.

Designed the DFD for the system.

Developing Project specification co-coordinating with end user client.

Developed Billing and Payment component using VC++

Designed Visual Basic front end user services and creating back end services using MS Access.

Extensive testing of the Client server model and bug fixing.

Environment:Visual Basic 5.0, VC++, MS Access ’97, HTML, and Windows NT 4.0.

J.K Engineers, Chennai, India Feb’98 to Aug’98

Software Developer

PROJECT 1

Job Title: Automation of Inventory Control

The system maintains inventory of issues and procurement of raw materials used for manufacturing components made in-house, both for finished goods and raw materials as well. Bill of material is produced to show the raw materials to be issued from stock for machining of components and the stocks are maintained accordingly. Invoice is generated for the sales made on components and modules for queries and the generation of reports is an extra functionality of the system.

Responsibilities:

System design and requirements had been carried out.

Developing Project specification co-coordinating with end user client.

Reports generation of Invoice done using Crystal reports utility 5.0

Extensive testing of the Client server model and bug fixing.

Packaging and installation done at customer site.

Environment:Windows 95, Visual Basic 5.0 and MS-Access’97

PROJECT 2

Job Title: Employee Information System

This system maintains all the information's on the Remuneration package given to the employee such as salary, perks and other benefits. It accounts for tax deduction in the payslip besides all other details. This system facilitates options to add, modify and inquire about the employee particulars like leave taken, increments allowed and PF deduction details. Necessary calculations were performed. To compute the net salary based on the leave (casual, medical EL) taken by the employee. The pay slips were generated to each individual. The report module generates pay slips, increment reports, and PF reports and leave reports.

Responsibilities:

System design and requirements had been carried out.

Developing Project specification co-coordinating with end user client.

Responsible for Crystal report generation.

Extensive testing of the Client server model and bug fixing.

Packaging and installation done at customer site.

Environment:Windows 95, Visual Basic 5.0 and MS-Access’97

SISI, Government of India, Ministry of Industry, India Nov’97 to Jan’98

Trainee Programmer

Job Title: Automating of Recruitment System

Recruitment Software, which extracts details from the existing databank provides an easy way to recruit candidates for abroad. It handles a large database, which holds the details of the people who have forwarded their application forms either for a specific overseas project or general. The system categorizes the applicants into different heads and thus anytime the company will be in a position to tell the user as how many candidates can fill up any vacancies, which arises in the Middle East Automatic selection of candidates and generating various reports are the main features of the system.

Responsibilities:

Detailed Design Document has been prepared.

Prepared the specification document.

Associated in preparing Data model.

Environment:Visual Basic 5.0, MS Access and Win 95

Accel Limited, Chennai, India Mar'97 - Aug'97

Trainee Programmer

Job Title: Employee Payroll System

This system maintains all the information of the remuneration package given to the employee such as salary, perks and other benefits. It accounts for tax deduction in the payslip decides all other details. This system facilitates option to add, modify and inquire about the employee particulars like leave taken, increments allowed and PF deduction details. Necessary calculation was performed to compute the net salary based on the leave (casual, medical & EL) taken by the employee. The payslip were generated to each individual and the report module generates payslips, increment reports, PF reports and leave reports.

Responsibilities:

Detailed Design Document has been prepared.

Coding has been done in designing the employee category selection using VB 5.0.

Crystal form has been designed upon selection criteria of the employee using VB utility.

Database design in MS-Access'97 has been carried out.

Environment:VisualBasic 4.0, Windows 95, MS-Access 97

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