Software Development Fixed Income
Resume:
NAVIN KUMAR (B. TECH. IIT KANPUR)
SUMMARY Phone: 646-***-**** Email: *******@*****.***
•More than 16 years of IT experience in System Design, Analysis, Scaling, Distributed Computing, Micro Services based Architecture, Implementation and Integration of java applications. Very proficient in architecting, providing technical solution to business problems with participation in complete software development cycle.
•More than 13 years of experience in design, development and integration of various trading systems used by Buyside and Sellside - OMS, EMS for multiple assets(Bonds, Equities, CDS, CDX, IRS, ETF), Low latency Electronic executing Trading platform, Trade Processing application with extensive focus on integration using FIX, ZeroMQ, ChronicleQueue, FPML messaging. Deep understanding of electronic execution and trade life cycle events.
•Sound technical experience of Core Java, FIX, Kafka, Cassandra, Google Protobuf, Ring Buffer, Redis, SpringBoot, Zookeeper, Netty, Apache Mina, Hazelnut, Gemfire, Swing, Struts, Junit, Servlet, JSP, EJB, JMS, JDBC, JMX, SOAP, Web Services, Spring, IBatis, Hibernate, Xml, Json
•Extensive experience in Java Memory Management, JVM internals, Garbage Collection, Profiling, Concurrent programming, Scaling, Distributed systems, Multithreading.
•Sound implementation and use of common design patterns like Factory, Singleton, Observer, Command, Adapter, Template, Proxy, Decorator, Strategy, Iterator, Composite, State, Facade
•Good technical experience of in-memory/no-sql/distributed/timeseries DBs- Redis, Apache Cassandra, Mongo DB,KDB+,Gemfire,Hazelnut,Memcache
•Good technical knowledge of AWS and Amazon Storage service S3
•Very Proficient at data structures and algos
ACADEMIC RECORD
Bachelor of Technology from IIT(Indian Institute of Technology). Kanpur – India.
WORK EXPERIENCE
Name of Employer: Sumitomo Mitsui Banking Corp
Job Title: Director
Dates of Employment: June 2022 – Till date
Project Done:
•Fixed Income Systematic & Electronic Trading – Investment banking Fixed Income Systematic & Electronic Trading team provides automated market making of Swaps and Bonds on Tradeweb and Bloomberg along with electronic execution of Bonds, Futures and Swaps using exchanges like Brokertec, CME, Fenics, Tradeweb AiEx and QB.
Responsibilities:
•Design and development of low latency microservices based OMS/EMS to send orders from Signal Servers to Gateway Servers for execution by exchanges and executions from exchanges back to Signal Server via Gateway Servers using ChronicleQueue, ZeroMQ and FIX for ipc.
•Design and development of caching framework using Redis to store L1 Quotes from Redline MarketData Servers for use by OMS/EMS in deciding limit prices for Bonds and Futures.
•Design and development of framework to fetch Brokertec and Fenics L2Book from Redline MarketData servers and maintain combined L2Book in OMS for use in Smart Order Routing of US Treasuries orders.
•Design and Development of execution of limit Swap Orders on Tradeweb AiEx via OMS by maintaining L2SwapBook to determine market level using Tradweb Dealer Quotes.
•Desing and development of various strategies and algos to dice/slice using VWAP/TWAP in OMS for executions of orders.
Environment: Java 8, ChronicleQueue. ZeroMQ, Ring Buffer, Redis, Kafka, QuickFIX, Google Protobuf, Java 17, Redline Software
Name of Employer: Morgan Stanley
Job Title: Vice President
Dates of Employment: Oct 2018 – May 2022
Project Done:
•Fixed Income Pricing and Risk – Investment banking Fixed Income IRCPR team provides pricing data to facilitate trading by US Treasury desk and real time risk to allow them hedge their positions along with PnLs.
Responsibilities:
•Design and development of real time multithreaded risk engine for US Treasury desk to show them risk, pnl and positions
•Calculation of hedge ratios using 11F model, dirty/clean prices and nfactored risks for ETFs to facilitate ETF trading by US treasury desk
•Price and risk generation for Commodity Futures and Equity Etfs to facilitate their trading by US Treasury desk
•NFactored risk generation for Treasury Strips
•TRS index compositions and index level per unit generation to facilitate TRS index trading and booking
Environment: Java 8, Springboot, Kafka, Guava, Netty, Ring Buffer, Cassandra, C++
Name of Employer: JP Morgan
Job Title: Vice President
Dates of Employment: Sep 2016 – Oct 2018
Project Done:
•Cortex Liquidity – Cortex Liquidity is an OMS user by asset management liquidity desk to trade various liquid short term interest rate and fixed income instruments like TBILL, MUNI, CP, CD, TD, REPO
Responsibilities:
•Onboarding of various instruments for Muni and EMEA desk on Cortex Liquidity to facilitate booking
•FIX integration of Cortex Liquidity with Tradeweb and Bloomberg for STP of execution report fix message to downstream systems
•Messaging infrastructure based on Kafka for MiFid2 reporting of trades
•Design and development of caching framework using jetlang fibers and guava cache
Environment: Java 8, FIX, Springboot, Kafka, Jetlang, Guava, Jooq, Cassandra, Zookeeper, Apache Thrift, Google Protobuf, C#, XAML
Name of Employer: Tradeweb LLC
Job Title: Vice President
Dates of Employment: Feb 2015 – Aug 2016
Project Done:
•Tradeweb Direct – Tradeweb Direct is a fixed income trading marketplace that delivers a best-in-class bond electronic execution trading platform and access to most liquid fixed income markets.
Responsibilities:
•Use of Google Protobuf messages to generate smart binaries for writing on sockets to achieve low latency
•Added FIX SecurityDefinitionRequest message (35=c) for Goldman structured products to enable them define security on TWD before sending offers for the securityng
•Prospectus request to UBS for orders against offering of certain structured pionroduct marked for e-delivery.
•FIX QuoteRequests(35=R), Quotes(35=S), QuoteResponses(35=AJ), QuoteStatusReports (35=AI), ExecutionReports(35=8) and TradeCaptureReports(35=AE) messages enhancements flowing to and from TWD trading platform
•FIX integration for buyside clients using Charles River, Advent Moxy and Bloomberg AIM as OMS
•Design and development of framework to get S&P Ratings using S&P XpressFeed software
•Messaging infrastructrue based on MQ for post trade communication with ETrade
Environment: Java, FIX, Spring, Apache Mina(NIO), Google Protobuf, MQSeries,Soap, XML, JSON, Oracle
Name of Employer: Goldman Sachs, NY
Job Title: Senior Analyst Developer
Dates of Employment: July 2010 – May 2014
Project Done:
•Quantitative and Investment Strategy – team is quantitative portfolio management desk. The desk manages one of the largest hedge fund families in the world using sophisticated quantitative models. It trades across asset classes on a global basis using a wide variety of instruments (Equities, Bonds, ETFS,FX, Futures, Options, CDS, CDX, Interest Rate Swaps and other OTC derivatives).
Responsibilities:
•FIX based integration of GCB( Proprietory OMS) with Tradeweb for TIPS/Bonds execution using customized Quickfix.
•SEF execution of CDX and IRS traded by the desk
•Central clearing changes driven by Dodd-Frank regulation for CDS trading application
•FIX integration between Equities Order Management system Latent Zero(owned by Fidessa) and Equities trading platform provided by Athena(owned by Aegis). Fix certification of Athena with Morgan Stanley and Citibank.
•Writing custom codes in Equities Trading platform Athena based on call backs provided during electronic fills of orders – Fills aggregation for execution creation for an order, average price calculation of all fills received from dealers etc.
•Workflow for Equities and ETFS trading by desk – Order tickets generation in GCB(proprietory OMS), order tickets import in the EMS Athena, Athena execution file upload in GCB after electronic filling of orders in Athena for booking the execution.
•Development of workflow for execution of Equity Listed Option by trading desk – functionality to generate order tickets for broker, upload the execution file sent by broker in GCB(proprietory OMS based on ocean and slang) using the bookable execution api to provide bridge between order generation and booking.
•Development of workflow for exexution of Treasury inflation protected securities(TIPS) by trading desk- Functionality to copy/paste TIPS order in Tradeweb, upload TIPS executed by desk in Tradeweb in OMS Zeus(proprietory OMS based on ocean and slang) using the bookable execution api to provide bridge between order generation and booking.
•Design and development of PnL adjustment tool used by portfolio manager to correct the pnl for various strategies using Java Swing
•Development of macros to generate FX orders for upfront payments made in IRS and Swaptions using VB.
•Development of macros in IRSPacker sheet to allow for post trade check and unwind/rolling of trades using VB.
.
.
Environment: Java, FIX, VB, Swing, Spring, Hibernate, MQSeries, Sybase, JUnit, XML, Slang
Name of Employer: Markit, NY
Job Title: Senior Developer
Dates of Employment: August 2007 – June 2010
Project Done:
•Markit Trade Processing - Electronic, all-inclusive solution for OTC derivative post-trade processing, including affirmations and confirmations to increase efficiency and reduce operational risk of the derivative market. The Markit Trade Processing platform is an integrated platform that provides buyside firms the ability to confirm a trade via DTCC, Swapswire and traditional paper confirms for CDS, CDX and IRS
Responsibilities:
•Design and Development of matching engine(multi threaded) to match the buy side and sell side trade for affirmation and real time notification of status changes using JMS
•Design and development of framework to send FPML message to DTCC using xml beans, dozer, MQ for InterestRateSwap, InterestRateSwapation, InflationSwap and BondOpions.
•Design and development of admin screens using Struts2, Spring, Hibernate, JSON and EXTJS toolkit
•Integration of makit trade processing platform with Swapswire(Markitwire) for commodities Swap and Commodity Spread product types
•Processing of FPML confirmation message coming from DTCC for buyside trades
•Clustered deployment of JBOSS with Apache web server and Mod_JK as load balancer
•Travelled to Markit London Office for 10 weeks to train people so that some of the team's work can be taken care of in London Office.
.
Environment: Struts2, Spring, Hibernate, Servlet, JSP, EJB, Ibatis, EXTJS, JSON, MQSeries, Sybase, JBoss-4.2.2,
Log4j, Ajax, JMS, JMX, JUnit
Name of Employer: European Dynamics, Athens, Greece
Job Title: Technical Leader
Dates of Employment: June 2006 – June 2007
Project Done:
•EM++, Software solution for Registration of TradeMark for European Union, Office of Harmonisation of internal market(OHIM), Alicante, Spain(June 2006 – June 2007)
EM++ is an enterprise application for automating the process of registration of trademark with the European Union based on J2EE architecture.
Responsibilities:
•Technically leading a team of 4 people
•Travelled to client place (Alicante) for requirement gathering, integration and deployment.
•Design of the overall architecture used in the application – three tier structure and extensive use of standard J2EE patterns like business delegates, session facades, service locators, value objects, DAOs.
Environment: Struts, Servlet, JSP, EJB, Ibatis, Apache Axis, Weblogic 9.2, Informix, AJAX, Junit, Log4j, Quartz,
Ant, Eclipse, UNIX
Name of Employer: Induslogic
Job Title: Lead Technology
Dates of Employment: Jan 2004 – June 2006
Project Done:
•Mobile365, Virginia/ Microsoft, Seattle, Washington (Software Solution for payment through SMS/IVR for Microsoft (Mar 2005 – Sep 2005)
Microsoft has embarked on a strategy whereby its tenants and business units can recover payments for various goods on its MSN portal. This was an onsite project at Mobile365, Chantilly, Virginia of 6 months duration.
Responsibilities:
•Design and development of multithreaded soap client framework (based on JAX-RPC) to send soap requests to Microsoft soap server with certificate based client authentication.
•Design and development of mobile 365 soap server(based on JAX-RPC) to receive soap requests from Microsoft
Environment: Java, Servlet, JMS, SOAP, JAX-RPC based Web Service, XML, SwiftMQ
•DeskView (July 2004 - Oct 2004)
DeskView is a Mitchell product to automate insurance claim process based on J2EE architecture and WakeSoft’s Reefwork framework. This was an onsite project in Mitchell, San Diego, California.
Environment: Java, JDBC, JSP, Servlets, EJB, Reefwork Framework (Wakesoft’s), Weblogic 5.1
•nFusion (Jan 2004 – July 2004)
nFusion is a Web-based credit and collections automation suite of applications.
Environment: Java, JDBC, JSP, Servlets, EJB, JMS, JMX,, XML, WebLogic 8.1, Pramati 3.5, WebSphere 5.1
Name of Employer: Yodlee.com Infotech Private Ltd. India.
Job Title: Software Engineer
Dates of Employment: Mar 2001– Dec 2003
Projects Done:
• Oncenter - Oncenter is Yodlee’s main application based on Struts framework and J2EE technology
Contact this candidate