(Abid) Saghir Abid US-Citizen Job Loc: Tri-state area/Hybrid/Remote

Phone: 732-***-**** Email: ad04rf@r.postjobfree.com

Linkedin URL: https://www.linkedin.com/in/saghir-abid-a849268/

SUMMARY:

Systems Architect Project Lead Full Stack Sr Software Engineer Trading Systems Expert Charles River Microservices Cloud Computing Multithreading SDLC Project management Finance Fintech having experience in Architecture, Design, Development and Support for Multitier Financial Applications. Developed Trading Systems (OMS) comprising Frontend, Backend and Monitoring Tools (Level 3 Production Support) using Object Oriented Programming Techniques.

Developed/designed Applications based on various Technologies (C#.Net Core, RESTful API, Angular, WPF, WINFORMS, HTML5, CSS, Node.js, ASP.NET, Python, C++, Nuget, npm, JavaScript, JQuery, Bootstrap, Charles River (IMS), CRD and Backend (C#/C++) for major financial institutions including Deutsche Bank, Barclays Capital,JPMorgan Chase, Royal bank of Canada, Bank of America and Various reputed Hedge Funds including Point72. Worked as Fullstack developer/Architect in Capital Market for more than 15 years,. First 10 years I designed/developed Desktop Applications(Trading System/OMS) using c#, Winforms, WCF, WPF and SQL . Later I concentrated on Web based OMS using Micro Services, Restful API(c#/ .Net core) and Angular etc.

Converted various Monolithic Applications into Micro-services. Also worked Cloud computing using AWS(EC2, S3, Docker and Kubernetes) and Azure(Azure virtual m/c, Azure Devops, Azure Functions, Azure Active Directory, Azure SQL). Experienced in Relational Databases such as Oracle and SQLServer for Data Modeling, Store Procedures, Triggers and SQL Query etc.

Also Proficient in Requirements Gathering, Business Analysis, Integration, Unit testing & Production support. As a Techlead/Senior Team member/ reviewed code developed by other Team members to make it more efficient and maintainable before Pull Request with new code is merged into centralized Master Repository. We followed SOLID principles strictly for coding standard.

Worked either a Team member or Independent Contributor in various organizations. Also lead a team of Engineers for OnShore/Offshore development using Scrum (Agile Methodologies) for faster Software Development.

SKILLS: Windows (Current) and UNIX/Linux (Past).

Progg Languages: C#.Net Core, Angular, WPF, WINFORMS, WCF, Restful API/Web API, ASP.NET MVC, HTML5,

CSS, JavaScript, Node.js, C++, SQL, Python, LINQ, Excel/VBA,Nuget, npm, JQuery and Bootstrap etc.

Software Tools: Design Patterns, MultiThreading, Low Latency Systems, MVVM, MVC, PRISM, XML/XPATH/XSLT/XSD/JSON, .Net Core 4.0, Akka.net, FIX Protocol, Quick FIX, Inversion of Control, Dependency Injection, NUNIT, MSTest, TDD, ADO.Net Infragistics, DevExpress, STL, ANTS, Sockets, TCP/IP, HTTP, Tibco RV, Visual C++/MFC, Crystal Reports, ReSharper, MongoDB, Microservices, Cloud - AWS(EC2, S3, Dockers and Kubernetes, Kafka), Cloud - Azure(Azure virtual m/c, Azure Devops, Azure Functions, Azure Active Directory, Azure SQL) Source Controls (VSS, SVN, TFS, GitHub and BitBucket), JIRA, SCRUM, CI/CD (TeamCity, Jenkins), Charles River (IMS), CRD, ETL, SSIS, SSRS, Entity Framework, Visual Studio, SDLC, Fiddler, Postman, Swagger, Microservices,Project management & Sprint with Agile Methodologies.

Assets Worked: Equity, Options, Basket Trading, Fixed Income (Bonds & CDS), Equity Derivatives, Risk Management (P&L), Proprietary Trading, Prime Brokerage & Capital Market etc.

PROFESSIONAL EXPERIENCE:

04/2022 – Present Lazard Asset Management (Full-Time)

Vice President - Full Stack - Tech Lead

SIMON - Systematic Investment Management Online System: SIMON is a multi tier application for viewing and analysis of Investment. Major task involve Enhancement/maintenance above App as per new requirements. It involve getting financial data from various sources and inject into Simon Databases using Opswise services. It also involve Development of Restful API/Micro services in the backend except GUI. I also integrated Charles River System(CRD) into SIMON API. I am also leading team of Developers for Software development and reviewed code their code as per SOLID principles. There is lot of involvement in Production Support/Batch Jobs which collect financial Data from external sources including ESG (Enviromental, Social and Governance) benchmark data etc

SIMON Integration to latest Charles River System (IMS) CRD V17/V18: Developed new Restful API’s to replace open orders from proprietary Trading system by orders from Latest CRD system.I did performance calculations by retrieving Security prices from Bloomberg Historical database for specific dates using latest version of CRD (Charles River) system V 17/V 18 . Newly developed Restful APIs has new performance calculations for securities using Bloomberg market Data for one Day, one Week, one Month, three Months, six Months, one year as well as MTD, QTD and YTD etc.

Risk Blotter:Converted Old Risk Blotter originally developed in WPF to Angular 14.0 to display realized and unrealized PnL with various filters.

Technologies: Micro Services, C#.Net Core, Opswise services, CRD V17/V18, RESTful API, SQL Server, Angular 6.0, Angular 7.0, Angular 14.0, Multithreading, Python, ESG Data, Opswise Services, HTML5, CSS, Node.js, Nuget, npm, JavaScript, LINQ,, Azure(Azure virtual m/c, Azure(Azure virtual m/c, Azure Devops, Azure Functions, Azure Active Directory, Azure SQL)and Agile Methodology etc.

11/2020 – 04/2022 Cognizant Digital Engineering (Full-Time)

Principal Engineer/Principal Architect - Full Stack

Trading Systems for Equity/Optons: Leading a Team of Engineers in Digital Engineering projects mainly transferring Monolithic applications to Micro services using .Net Core and Cloud technology. I worked as a Full stack developer and Designed/developed/implemented various components of MVS/MVVM based Trading/Financial Systems including Frontend, Backend and Middle Tier used for trading Equities, Options, Futures and Equity Derivatives etc. Trading System works in three modes DMA(Direct Market Access), Sell Side OMS and Basket Trading. Quick Fix and Sockets were used for connecting various components. Used Agile methodologies in Development. Also Designed/developed Monitoring Tools for Level 3 support in Production and improved performance of Complex components.

Technologies: Micro Services, C#.Net Core, RESTful API, SQL Server, MVVM,,WPF, ReactJS, Multithreading, HTML5, CSS, Node.js, Nuget, npm, JavaScript, LINQ, AWS(EC2, S3, Docker and Kubernetes), TFS, BitBucket, CI/CD(Jenkins) and Agile Methodology etc.

11/2019 – 11/2020 Bank Of America, NJ (Full-Time)

Sr Software Engineer - Technical Lead

GWIM Order Management System: Working in GWIM (Global Wealth and Investment Management) System as a full stack Developer (Middle Tier and Front Desk) used for trading multiple asset classes. Mainly involved in development of MT, PCOE(Private Client Order Entry) and Basket Trading system. Adopted Agile/Scrum methodology for fast development for a team scattered globally. Lead team of Engineers to move above project to AWS Cloud.

Technologies: MVVM, C#.Net Core, Angular, WPF, WCF, RESTful API/Web API, SQL Server, Multithreading, LINQ, HTML5, CSS, Node.js, Nuget, npm, JavaScript, SQL Server, MicroServices, AWS(EC2, S3, Dockers and Kubernetes, Kafka) CI/CD(Jenkins) and Agile Methodology etc.

09/2018 – 10/2019 JPMorgan Chase, NY (Two Times)

Lead Software Consultant

OMS (Order Management System): Developed Sell Side OMS and Basket Trader as per new requirements to trade securities using MVVM pattern and integrated into existing system. Large size order are either received by FIX Session or Desk person enters using manual Order Entry. Based on market direction, sales desk person can create child slice from parent order. Desk order can join existing Basket or new Basket can be created from desk Orders which can be waved by percentage later.

Exporting proprietary trading data to CRD Charles River System(IMS): Migrated trading data from proprietary OMS to Charles River using crd Staging Database. Data from OMS is pushed to crd database using store procedure and API’s. By referring Staging Database using configuration file in Charles River system, all orders present in OMS can be displayed in various Charles River Blotters. These orders can be further manipulated in CRD before sending it to Exchange after pointing to staging database using Configuration.

Portfolio Management Toolkit. System was initially developed using Spectrum and Hibiscus legacy frameworks using C# WPF. Enhanced PM Dashboard and WhatIf Analytic Modules to support the new functionality as per new requirements. Developed new Petals and integrated into existing system to support new requirements. Data from backend Services returns in JSON format which is displayed in WPF GUI based on filters having Accounts, Portfolio and strategy. PMT displays Portfolio Allocations using Equity, Alternatives, Fixed Income and Cash etc.

As a Team member, ported above WPF/MVVM applications to Angular. Developed basic protocol for above WPF PMT Application to communicate to newly developed Angular web pages from WPF Controls Vice versa Web Pages to Launch WPF Modules. Used ExecuteScriptAsync and RegisterJSObject functions using cefControls:HtmlControl. and WebBridge components to perform above task. Used AWS Dockers to deploy web application.

Technologies: MVVM, C#.Net Core, RESTful API/Web API, Python, Angular, WPF, WINFORMS, Python, Dev Express, ORACLE, Multithreading, LINQ, Excel/VBA, HTML5, CSS, Node.js, Nuget, npm, Charles River IMS (v8.1, v8.1,V17.1 & V18.1), CRD, JavaScript, GIT, AWS, XML/XSD/JSON, CI/CD(Team City) and Agile Methodology etc.

03/2018 – 08/2018 Point72 Asset Management (Hedge Fund)

Senior IT Consultant

Portfolio Management (Bulk Trading, Trade Execution and Risk): Enhanced, developed and supported Port Folio System which has OMS to Send orders to Neo West backend where trader takes action based on Trading areas. It has Bulk Order entry and various Tickets to send Orders. Front end is developed in C# WinForms and WPF and has various blotters such as Risk Blotter and Execution Blotter etc. Due to complexity of Multi Threading/locking in PM, replaced complex code with Akka.net framework using Actors.

Akka.Net: The Akka Actors are launched using MicroServices which uses Actors internally to perform specific task. Different Actors were developed to perform related task using Akka.Net. New code with Actor based Akka.net services have sequential operations. It improved lot of performance in Front end because Akka.Actors were used to send and receive messages from exchanges and other Front ends.

Technologies: MVVM, AKKA.NET, C#.Net, Angular, WPF, WINFORMS, C++, SQL Server, Multithreading, LINQ, Excel/VBA, Mongo, Microservices, HTML5, Nuget, npm, JQuery, .net Core, GIT, AWS, XML/JSON, CI/CD(Jenkins), .Net Core 2.0 and Agile Methodology etc.

03/2017 – 01/2018 JPMorgan Chase, NY (Two Times)

Lead Software Consultant (Refer project details above for IInd time joining)

07/2015 - 02/2017 Deutsche Bank – Trading Technology, NY (Two Times)

Tech Lead - Senior IT Consultant

Global Quantitative Equity Trading System (Dev 90% + Prod Support 10%)

Worked on Trading Desk with Portfolio Managers and designed Trading system(OMS) based on MVVM. After Stock Market is closed, UNIX cron Jobs pull quantitative data whole night from third parties like FactSet, Barra, Bloomberg, QSG and Axioma using FTP/SFTP and injects into Oracle DB using control files. A scheduler runs on real time data and prepares XML based workspace for all active A/Cs which provides guidelines for Traders. Using MVVM framework developed following Modules using C#, WINFORMS and WPF. The Back end of Trading System is in C++.

Integration to Charles River System (IMS)v 9.2: Integrated above proprietary Trading system to Charles River System for trading Basket created in proprietary Trading system after Quantitative analysis and compliance check. All basket orders are Exported to Charles River Staging Database using a store procedure provided by Charles River. All the Trades data from local system is exported to Charles River database tables with valid data values. Later API’s were used to inject data into staging database for updated versions.

Using database configuration, above newly configured Charles River staging database is referred by Charles River System. Once IMS logon is successful, all trades exported from proprietary trading system can be seen in Charles River Investment System under Global Trade Blotter. In Trade Blotter, minor modification are made on original Orders before sending it to Exchange finally. Thus Charles River IMS is used to execute the proprietary trades. Charles River IMS is also used for Portfolio management and realized/unrealized PnL are calculated real time..

Montage, Risk Monitor and Configuration Manager: Developed Order Ticket to capture data for Normal and Algo routes like GS, LEH and CSFB using strategies such as VWAP, TWAP, POV, Hidden and IfTouched. Also developed Montage to display Level1 Market Data at top, Level 2 in the Middle with attached Order Ticket at Bottom. Risk Monitor Blotter displays realized and unrealized PnL for open/closed positions. XML Serialization is used to save and restore the layout of complete application.

Compliance Module. Excel-VBA is used to generate Basket summary from proprietary system which is sent to compliance Department for verification of restricted stocks. After verification of Excel-VBA generated report, Basket is migrated to Charles River System for trading.

Technologies: MVVM, C#.Net, Python, Linux/C++, WPF, WINFORMS, Infragistics, WCF, ASP.NET MVC, ORACLE, LINQ, Multithreading, ETL, SSIS, Excel/VBA, SVN, Tortoise GIT, FIX Protocols, XML/XSD, Charles River IMS (V8.2 & V9.1), CRD, CICD(Team City), UNIX Shell Progg and Agile Methodology etc.

09/2013 - 02/2015 Barclays Capital – Investment Banking, NY

Tech Lead - C#/GUI Developer

Post Trade Analytics - Data Visualization Tool using WPF. It visualize Heat map data in graphic tiles with color and size proportional to notion and size using Infragistics XamTreemap Control. Implemented Heat map graphic visualization in Floor View, Desk View, and My View for various Trader Roles. From main View, selecting a Ticker launches detailed Drilldown view containing Pie Charts, client interest and holdings for that ticker.

Indication of Interest(IOI) Blotter. Developed Client Interest Blotter with attached Order Tickets for Single, Multi, Excel upload and Excel entry using Microsoft Office interoperability. Data validation is done online and related operation like Copy, Add, Delete, Replace and Bulk are done interactively. For Excel and Multi Entry, parsing is done to validate data on line. Various filters in Blotter help to

Technologies: C#.Net, WPF, WINFORMS, Infragistics, Linux/C++, Microsoft Office interoperability, Google Protobuf, CAGE Framework, SQL Server, Gotham, PerForce, Jira and Agile methodology etc.

03/2011 - 09/2013 Deutsche Bank – Trading Technology, NY (Two Times)

Tech Lead (Refer project details above for IInd time joining)

10/2005 - 02/2011 Royal Bank of Canada, Capital Markets, NJ (Full-Time)

Vice President – Software Development

Trading System – DMA and SOMS (Dev 85% + Prod Support 15%): Desk Monitor receives electronic orders from External Clients using FIX Protocol. Sales Desk person creates slices as child order depending upon market condition. Once executed, all slices are displayed as a children under Parent Desk Order. Executions are reported automatically to external client. In addition to Street Trading, there are options to Fill from Account, Done for the Day, Trade Correction, Bust & Fill and Trade Break etc. Various filters control Data in blotter. The Back-end component of Trading System was developed in C++ using Quick Fix engine.

Basket Trader and Algorithmic Trading: You can load Baskets from Excel. Desk Order can be grouped to create Basket. Basket monitor is used to display Baskets and its Child Orders. Basket can be waved by selecting percentage. Implemented Algorithmic trading for Goldman Sachs, Lehman, CSFB and RBC Algo Routes using VWAP, TWAP, POV, Hidden and If Touched strategies. These Routes needs additional Info such strategies and Algo parameters such as Aggressiveness, urgency, Volume Limit, Start-End Time, Trailing/Trigger Prices and Algo execution styles.

Risk Monitor, Montage, Order Execution Monitor and Back end Monitoring Tools: Design and develop useful blotters such as Montage, Order Monitor, Execution Monitor and Order History. Montage is used to display Levels I/II market data with configurable Order Ticket. This Ticket is used to route orders to various routes with specific logic implemented. Order Monitor displays all the orders entered and executed in the system. Execution Monitor is used to display only executions while Order History for complete order actions.

Layout and Configuration Manager: Design and develop comprehensive Layout manager to save and restore the Complex Windows Layout/Configuration of Trader’ desk. A user can store multiple versions of Layouts in Database and Local File.

Entitlement Module. Developed complete Macro driven screen to show entitlement of various traders using Excel-VBA. Used controls for filtering data. This module is very important because whole Trading System is entitlement based.

Technologies: C#.Net, WINFORMS, Linux/C++, Visual C++/MFC, Infragistics Excel/VBA, Python, SQL Server, WCF, Quick FIX, FIX Protocols, Multithreading, Tortoise SVN and VSS.

PREVIOUS PROFESSIONAL EXPERIENCE - Details available upon request…

05/2003 - 09/2005 Jemmco Hedge Fund, NY - Software Engineering Manager (Full-Time)

02/1998 - 03/2003 Labranch Financial, NY - Sr Software Engineer (Full-Time)

EDUCATION:

Masters degree in Computer Science .

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