Risk Management Data Engineer

PRAVEEN ARCHANAPALLI

Mobile Phone: +91-903*******

Email: *******.************@*****.***

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, Boston. May 2009 – Aug 2009

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

Dhirubhai Ambani 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, Salesforce admin, pd1 certified, AWS Solution architect

PROFESSIONAL EXPERIENCE

Strawhats June 2019 - Present

Senior Data Engineer/Kdb Developer

·Been a part of team of 4 to assist in research and investment in cutting edge banking and blockchain technologies.

·Been a part of and build a team of 3 to automate the arbitrage opportunites of assets across multiple venues such as triangle arbitrage.

·Data Migration of based Quant database to csc to kdb data, within few weeks. Impacting 6-9 months of 8-10 developer team work to couple of weeks.

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

·Part of UI framework and REST based Java module for clients and portfolio management users. Scaled usage by reducing the query turnaround latency. Also supporting fixed income data for institutional clients using ION,MMI esp for Credit and fixed income products such as Credit Default/Interest Rate swaps

·Built UAT/QA testing framework dashboard for internal and external developer contributions.

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

Environment: Unix, Q/kdb, Azure Synapse, Azure pipelines, Looker studio, Google Analytics, and Google Tag Manager. pandas, ION

Deutsche Bank July 2016 – May 2019

Senior Data Engineer/kdb developer New York, NY

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

·Exported webservices using JAX-WS spring support. Extensive experience in production support.

·Implemented external customer page using Spring MVC pattern and IOC. Automation of deployment and enhancement of webservices testing framework primarily jbehave.

·Assisted in gateway optimization and data retrieval functionalities in Java from underlying highvolume dbs like Kdb, etc

·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.

·Data retrieval using platforms such as ION, MMI, real-time Infrastructure etc both from internal and external sources using Q/KDB. Exported webservices using JAX-WS spring support. Extensive experience in production support

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

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

Environment: MS Visio, SQL Server 2008 Management Studio, Q/kdb, Azure Synapse, Azure pipelines, Azure ML, ION, MarketAxess, Visual Studio 2008,, Rshiny, Dplyr, XML, SSRS, MS Office Tools – MS Word, MS Excel, MS PowerPoint. ION

Nomura Aug 2014 – June 2016

Senior Data Engineer/Kdb developer New York, NY

·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 codifying 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. Data retrieval using platforms such as ION, MMI, to assisted java based algo-trading teams. Supporting fixed income data from major venues such as MarketAxess, Creditex.

·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.

Environment: MS Visio, SQL Server 2008 Management Studio, Q/kdb, unix, java, Looker studio, Google Analytics, and Google Tag Manager, XML, SSRS,

Citigroup May 2013 – July 2014

Data Engineer/Kdb Developer New York, NY

·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 KDB/AWS feed.

·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 codifying algorithms based on bond analysts for research reports and trading.

·Plan, deploy and enhancement of webservices(.NET) in REST/Soap software architecture. Data retrieval using platforms such as ION, MMI, especially for Fixed income data such as Creditex, MarkIT

·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 automated strategies 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.

Environment: MS Visio, SQL Server 2008 Management Studio, Q/kdb, unix, perl, ION, MarketAxess, Visual Studio 2008,, XML, SSRS, Looker studio, Google Analytics, and Google Tag Manager..

Morgan Stanley May 2010 –Apr 2013

Associate, New York, NY

·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(Jira Manager) 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.

Environment: MS Visio, Looker studio, Google Analytics,.Unix, Q/kdb, perl, ION, MarketAxess, Visual Studio 2008,, XML, SSRS, MS Office Tools – MS Word, MS Excel, MS PowerPoint.

Skills: Knowledgeable in Q/kdb, sql, Salesforce(certified till pd1)

Additional: Jira, Unix,AWS

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