PRAVEEN ARCHANAPALLI

Mobile Phone: 631-***-****

Email: adapbk@r.postjobfree.com

EDUCATION

NEW YORK UNIVERSITY-Polytechnic Institute, New York, NY. Aug 2008 - May 2010

Master’s in Finance and Risk Engineering. Merit Based Scholarship Recipient. GPA – 3.7

HARVARD UNIVERSITY, Massachusetts, Boston. May 2009 – Aug 2009

Summer Semester – Finance Financial Derivatives and Risk Management, Financial Econometrics.

DhirubhaiAmbani Institute of Information and Communication Technology May 2008

B.Tech in Information and Communication Technology in First Class. GRE – 1360

Coursera, Certificate in Machine learning:Specialization in Deep learning,

Udacity, Certificate in AI for Trading:by WorldQuant, IBM blockchain ceritifaction (cont..)

PROFESSIONAL EXPERIENCE

Deutsche Bank Aug 2016 - Present

Senior Data Associate

·Assited to build at scrum team of 6 to build real-time data migration and data analytics from intra DB framework to assist clients.

·Managing an offshore team to build data integration modules, analytics and progressing towards latest methodologies such as agile.

·Data Migration of based Quant database to csv to kdb data, within few weeks.

·Data retrieval using platforms such as Barra, Factset real-time Infrastructure etc both from internal and external sources using Q/KDB.

·Built UAT/QA testing framework dashboard for internal and external developer contributions. Scaled usage by reducing the query turnaround latency

·Self-started and proactively projected data requirements and inefficiencies which were instrumental to revenue generation for FX scrum team. Built Historical Database and relevant stored procedures to assist and ease data extraction and usability. Helped achieve strategists, significant bottom-line boost by enhancing data loading process by close.

·Responsible for varied time critical projects involving e-trading teams and disaster recovery.

·Data migration included from sources of varied pricing and market making algorithms. Also assisted in capturing enriched data from intra-DB mathematical models.

·Built intraday data loading feeds collaborating with management and traders from higher management scrum teams and levels of DB

·Assisted in creating customized gateway infrastructure to strategists and higher management.

Nomura Aug 2014 – June 2016

Senior Data Analyst

·Responsible for design, implementation and maintenance of Q/KDB database to assist data requirements of traders and strategists. Built EOD and real-time data feeds some from internal and external clients.

·Responsible for development of new calculations in (Java, J2ee, REST) as part of portfolio analytics project. Assisted in codifiying algorithms based on bond analysts for research reports and trading.

·Plan, deploy and enhancement of webservices(Java) in REST/Soap software architecture.

·Performed maintenance operations varying from schema changes to complex changes like sym re-enumeration and ad-hoc data corrections.

·Building webservices in Angular JS and building multi-tier applications using Java,splunk data operations.

·Experience in developing and deploying session beans, entity beans representing different types of business logic abstractions. Experience in Java design patterns such as Session Façade, Singleton, Data Access Objects (DAO), and Business Delegate. Q/KDB database containing data in extremely high volume achieving end to end comprehensiveness from source to front end utility for traders.

Citigroup May 2013 – July 2014

Data Associate

·Built an agile scrum team to enhance and support KDB database for equity quant strategists.

·Achieved minimal turnaround time on issues in KDB feeds for equity quants with help of offshore scrum team 6.

·Identified new areas of KDB applicability significantly reducing overhead costs, replaced netezza withKDB.

·Replaced entire functionality of Netezza based Quant strat database functionality with csv based KDBfeed.

·Responsible to provide solutions on critical downtimes and assist quants on urgent structural data queries.

·Projects to enhance performance of legacy feeds with poor performance esp data retrieval side for quants.

·Assisted in codifiying algorithms based on bond analysts for research reports and trading.

·Plan, deploy and enhancement of webservices(.NET) in REST/Soap software architecture.

·Performed maintenance operations varying from schema changes to complex changes like sym re-enumeration and ad-hoc data corrections.

·Building webservices in Angular JS and building multi-tier applications using .NET, J2ee.

·Experience in developing and deploying session beans, entity beans representing different types of business logic abstractions. Successfully automatedstrategies of equity quants and build their models primarily leveraging KDB. Built the infrastructure to provide periodic email reporting systems leveraging legacy .NET applications. Built work around scripts for database issues and leveraged Offshore scrum team to minimize turnaround time.

Morgan Stanley May 2010 –Apr 2013

Associate

·Graduate training classes ranged from basics of programming languages such as Unix, Perl, .NET, C++, finance and courses related to Morgan trading infrastructure.

·Q/KDB training, to join MS next generation database team Horizon and assist in building FX Electronic Trading System.

Institutional Securities Group

Credit KDB (Project) June 2011 – Apr 2013

·Built KDB plant from scratch. Responsible for design, implementation and maintenance of KDB database to assist data requirements of traders and strategists.

·Q/KDB database containing low frequency and high frequency data in extremely high volume achieving end to end comprehensiveness from source to front end utility for traders. Built EOD and real-time data feeds some from intra Morgan framework and some from external clients. Data retrieval using platforms such as ION, MMI, Morgan real-time Infrastructure etc both from internal and external sources using Q/KDB.

·Responsible for varied time critical projects involving e-trading teams and disaster recovery.

·Data included from sources of varied pricing and market making algorithms. Also assisted in capturing enriched data from intra-Morgan mathematical models.

·Built intraday data loading feeds collaborating with strategists and traders from higher management teams and levels of Morgan Stanley.

·Assisted in creating customized .NET based email reports to strategists and higher management.

·Using perl, .NET based connectivity’s in q feeds to retrieve data from external sources.

·Managing an offshore scrum team to build KDB modules, analytics and progressing towards latest methodologies such as mem cache.

·Data feeds ranged from cross database connectivity feeds from SQL and other Morgan databases.

Enterprise Data Group

Horizon (Project) May 2010 – June 2011

·Selected to be a part of next generation Morgan Stanley database built on Q/KDB. Working with program director and other program managers to establish PMO and setup of governance to manage scope, issues and risks.Responsible for weekly, bi-weekly deployment and automation of deployment into production.

FX Electronic Trading System (Project)

·Collaborated with FX Strategists’ Team to plan, gather and store FX data from all major venues such as EBS, Reuters etc. Acting as day to day contact and ad-hoc queries for quant traders and strategists.

·Assisted in identifying the gaps and collaborated with teams inside and outside Morgan to gap filling.

·Currently assigned to build and maintain a KDB plant for Credit Strategists by CTO of Morgan Stanley.ADDITIONAL: Knowledgeable in Q/kdb, Unix, Deep Learning,Bigdata

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