Asset Management System
Resume:
Rajib Banerjee (‘raj’) ad5ch7@r.postjobfree.com
Summary:
Worked in Balyasny Asset Management (BAM) with Middle/Back Office and playing a key role in evolution of platforms supporting post execution workflows for Global Equity, Macro, Commodity, Credit and Derivative products.
Lead the design and implementation of the BAM’s major initiatives such as Trade Management System, Fund Allocation Engine, NYFIX feed implementation, ICE Econfirm trade match, Option Expiry, Hedging Dashboard, Trade Adapter, Position Transfer, NDF (Non-Deliverable Forward) and Report generation system.
Worked in JP Morgan Asset Management Front Office group with Portfolio managers, understanding their critical trading needs, helped in slicing and dicing data, visualization and helping in trading decisions.
Hands on experience in Risk Management System built for Mortgage Based Securities, Commodities, Fixed Income, Equities, Futures, Options, Derivatives and ETF.
Experience with Python libraries such as pandas, NumPy, and matplotlib for data manipulation, analysis, and visualization.
Build many systems using WPF design patterns such as MVVM, dependency injection paradigms such as Unity, PRISM, Event Aggregation and IoC.
Experience writing Web API using ASP.NET Core and WCF services via Windows Hosting. Good understanding of binding, endpoint, operation and contract.
Hands experience creating web applications using React and Angular.
Experience with cloud infrastructure (AWS/Docker/Containers).
Experience with monitoring and alerting tools (CloudWatch/Prometheus/Grafana).
Experience leading tech team in India and London.
Professional experience:
11/2017 – 01/2024 Balyasny Asset Management Lead Engineer
Project: TMS is a MBO initiative that focuses primarily on Listed and Macro teams in solving their BAU challenges such as new business processes and initiatives, support PM’s new strategies, calculate charges, fees and commissions, extract PB files, enriching accounts, integrate new counterparties, data visualization, building micro-services, and building reports.
Coding Tools and Technologies: C#, SQL Server, Solace, Kafka, ASP.NET Core, AWS(micro-services and cloud implementation), FIX protocol, Python,WPF, MVVM, Dev Express WPF Controls v15.1, ReactJS, Angular, Git, TPL, JIRA, LINQ, Resharper, Google Protobuf, Rhino Mock, Nunit, SQL Server, EZE/Flex, Active Batch, Arcesium, .NET Core, Finsemble, FDC3.0(Financial Desktop Connectivity and Collaboration Consortium) and Visual Studio 2015/2017/2022.
Role Description:
Lead the Position Management team to plan, design and implement major initiatives such as Fund Allocation Engine, Charge Calculator, Security Enricher, Strategy and Account Enricher, and PB Assignment to facilitate trade flow between various systems in the Operation and Finance Technology space.
Collaborated in building TMS system that integrated with the home-grown OMS via the Enterprise Message Bus (Solace) allowing for a decoupled architecture.
Built a micro-service called Charge Management System and deployed it to cloud to facilitate automated calculation of commissions, fees, taxes, soft dollars driven by user-based rules. This helped the firm to scale immensely with the increasing number of trades. (C#, ASP.NET Core, AWS)
Built a flexible and scalable micro-service called Trade Exporter System to support business rules and generate appropriate trade files tailored for various Prime Brokers. (C#, ASP.NET Core, AWS)
Built a workflow that sends as-of and after hours trades to downstream systems in near real-time for an accurate representation of a PM’s positions.
Created RESTful Web API services using ASP.NET Core and React for getting trades via FIX connection.
Used Python inside the Active Batch Scheduler for running executables, sending email, writing to log files, write scripts to test Web API calls as a part of testing automation initiative.
Built a workflow driven reporting infrastructure using Asp.Net Core and Angular to generate reports for Middle Office.
Built a Rest API application to use in-memory trade cache for flexible report development.
Built WPF UI dashboard to monitor trade transitions, facilitate CRUD operations on the trades/charges/fees, display historical trade view, facilitate bulk trade updates, and display destination level status.
Lead initiatives to on-board various product types such as Equity, Equity Swap, Equity Option, Futures, Bonds, and Repos etc.
Contributed significantly in migration of post trade processing of Macro products (such as Bonds, Repo, FX, Equity Swap, FX, Option, FX Option) from a legacy system to Trade Management system.
Contributed in developing a trade adapter system that sends trades to Arcesium for accounting purpose.
Integrated Portfolio Finance Optimizer with TMS system to centralize PB assignment and save cost.
Work actively on various server-side components to build asynchronous capabilities.
Played a lead role in accomplishing firm’s initiative of HA/BCP (High availability Trading Systems and Business Continuity Plan).
Built Web UI using React JS and Finsemble to communicate between different UI applications in the firm.
Built tools to help Application Support team to identify and resolve issues during the trading hours.
Created reconciliation reports to ensure the trades and their states are consistent in various systems.
Worked on a high-priority project initiative targeted towards making the firm MIFID-II compliant.
09/2015 – 11/2017 J P Morgan Vice President
Project: Project code Hibiscus, is an initiative to facilitate Portfolio managers on a day-to-day basis for their data analysis, visualization, cost analysis, trade optimization, reporting, bau, adhoc-needs and production fixes.
Coding Tools and Technologies: C#, WPF, PRISM, MVVM, Dev Express WPF Controls v15.1, ITG Optimizer, Stash / Git, TPL, Bit bucket, JIRA, LINQ, Python, Resharper, Rhino Mock, Nunit, Black duck scan, Test Complete, SQL Server, and Visual Studio 2012/2015.
Role Description:
Build components for various LOBs such as Structured Equity Long Short, Behavioral Finance, Emerging Market and Trading Research.
Utilized Python NumPy for efficient array operations and numerical computations in data analysis tasks, statistical algorithms for data preprocessing and modeling.
Implemented statistical tests and hypothesis testing using Python SciPy statistical functions.
Leveraged pandas for data manipulation, cleaning, and transformation tasks, handling large datasets efficiently.
Created a generic charting control that cater to various requirements such as trending/comparison of time-series, alpha quintiles, DDR quintiles, Alpha/Risk/Country/Sector exposures, Alpha Returns for various periods such as 1D, 5D, 1M, 3M, 1Y, MTD, QTD, YTD.
Generated Alpha Decomp report for various tickers under different sectors such as Utilities, Telecommunications etc.
Created a generic Grid Control to cater to various common grid functionalities such as Grouping, Aggregation, Editing, Export to excel/pdf formats, and ability to choose desired Columns.
Created various styles for commonly used UI elements especially Grid Control, Dock Panel, Stack Panel, Combo box, Border, Buttons, Charts etc to support dynamic needs of business and user customization.
Created a busy loading control to display in the UI momentarily while data loads in the background.
Improved user experience by loading various data sets asynchronously that updates different parts of UI via TPL Tasks.
Write and update unit tests for all the modules. Continuous build is configured in the Jenkins that builds and run the unit tests. Code is checked in the Bitbucket and sent to code-review group, once approved the code is merged into the master.
Consulting assignments
06/2014 – 09/2015 Morgan Stanley Sr. Developer
05/2012 - 06/2014 Barclays Sr. Developer
09/2010 - 05/2012 Royal Bank of Canada Capital Market Sr. Developer
03/2010 - 09/2010 Prudential Securities Developer
09/2006 – 03/2010 UPS Team Lead
Work Experience in India
10/2004 – 07/2006 Hewlett-Packard Senior Software Engineer
04/2003 – 10/2004 Microsoft Corporation/Accenture Software Engineer
04/2002 – 04/2003 Wheel and Axle Plant Software Engineer
CERTIFICATION:
Microsoft Certified Application Developer (MCAD) [Transcript ID: 3148599]
Web Application in C# (70-315), Web Services in C# (70-320), Windows Application in C# (70-320) and SQL Server 2000 (70-229)
Brain Bench Certifications [Transcript ID: 5062142] in .NET Framework, C# and ASP.NET
EDUCATION:
MCA(Master of Computer Application) from NIT (Raipur), India, Sep 2002 with HONORS.
Bachelor’s Degree in Mathematics from Pt. Ravi Shankar Shukla University, India, Graduation: May 1997.
In Free Time
Participate in various online technical forums such as Stack Overflow, Pluralsight, MSDN, Infragistics, Devexpress, C# Corner etc to keep myself in line with technology.
Love running and hiking. Participated in various races such as 5K, 10K, Marathon and Spartan.
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