Kedar Nadkarni
*************@*****.***
SUMMARY
• Seven years of total experience between IT and financial services with a significant amount of time spent in architecting, designing and developing N tier web-based client server and distributed software systems using Microsoft technologies
• General proficiency in the C family of languages (C#, C, C++) and advanced VBA with strong algorithmic thinking, good knowledge of data structures and object oriented programming, and strong problem-solving skills
• Possess good UNIX shell-scripting skills
• Possess knowledge of multi threading
• Expertise in Winforms applications, ASP.NET, XML , ADO.NET and TFS
• Expertise in equity, credit and interest rate derivatives and their pricing and hedging, Greeks, fixed income securities, risk modeling, predictive modeling and variable annuities, automation of routine processes in financial services using VBA, good working knowledge of excel and its object model through use of objects such as Microsoft.Office.Interop.Excel.Workbook, Microsoft.Office.Interop.Excel.Worksheet,
• Completed six actuarial exams including “Investments” and “Advanced portfolio management”
• Well-conversant with full Software Development Life Cycle using RUP and SCRUM processes
• Well-conversant with .NET 4.0 framework class library, WCF, WPF and telerik controls
• Experience in translating software requirements documents into technical design documents including class diagrams and use cases
• Hands on experience in configuring and developing presentation layer, business logic and data access layers with good practical knowledge of design patterns
• Worked with development, release management and application support teams for implementation readiness and post implementation quality analysis
• Expertise in designing databases and making ER diagrams
• Expertise in writing complex SQL Queries, Stored Procedures, Triggers and User defined functions.
TECHNICAL SKILLS:
• Languages : C, C#, VB.NET, VBA, C++
• Scripting Languages : TCL, Perl, UNIX shell scripts, Javascript with JQuery
• Statistical packages : Minitab, SAS, R
• .NET technologies : ASP.NET, Winforms applications, Silverlight, WCF, ADO.NET (LINQ to SQL, OLEDB)
• Databases : SQLServer, MS Access, DB2
• Version Control System : CVS, TFS
• Markup languages : HTML, XML
EDUCATION
• Six Society of Actuaries exams including Investments and Advanced portfolio management
• Master of Mathematics with a minor in Statistics, Iowa State University, Ames, USA
• Master of Computer Science, Indian Institute of Technology, Mumbai, India
• Bachelors in Production Engineering, Mumbai University, Mumbai, India
WORK EXPERIENCE
Robert Half Technology – Des Moines, IA Aug’11-
Roles and responsibilities: I am a consultant with Robert Half technology, an IT staffing firm, and I work at clients’ locations to provide them with application development expertise.
1. Jacobson Transportation – Des Moines, IA
Software developer
Project Description: Jacobson provides end-to-end supply chain management solutions to its clients. They have an advanced software for new account creation, routing of goods, management of available transportation providers etc.
Roles and Responsibilities:
• Have been involved in maintaining and enhancing the new account creation and edition module in VB.NET and ASP.NET using SQLServer as the database.
• Have been involved in writing complex queries to extract information on a day-to-day basis.
• Wrote a GUI in VB.NET embedded in a master form using ASP.NET for front end for assisting operations personnel in entry of data into specific tables in a SQLServer database. In effect, designed a user-friendly wrapper over direct insertion into the database for lay users, used web.config written in XML for setting values of configuration variables.
Environment: VB.NET, SQLServer, ASP.NET
2. AVIVA Investors – Des Moines, IA
Software developer
Project Description: Economic capital at risk is the capital that Aviva Investors needs to maintain to guard against
potentially damaging exposure to risky assets. There is a complex set of rules to follow to arrive at the correct figure for the economic capital, and to determine whether the concerned process is compliant or not. The application ECAR (stands for Economic capital at risk) is responsible for pulling data from a database containing the information about assets, performing necessary calculations by applying rules to calculate the economic capital, and then writing to another database the figures so obtained.
Roles and responsibilities:
• Have been involved in coding these rules, reading from and writing to a SQLServer database through C# code using LINQ, and then writing to another database; used the app.config file written in XML for setting values of configuration related variables.
• Wrote a stored procedure to perform the same task which executes much faster than the C# program. I have used OLEDB to extract data from an excel file to be transferred to a SQLServer database
• Wrote plug-ins in C# (dynamic link libraries) to modify certain types of messages that are transmitted from the trading platform to the accounting system according to specific rules.
• Wrote a parser in C# using a recursive algorithm to parse and store messages in a certain form.
• Wrote a test suite in Winforms, with C# for backend, for testing message transformation using a plugin selected by the user; used System.Reflection for dynamically loading and using assemblies.
Environment: C#, SQLServer, Excel
AEGON Insurance - Louisville, KY Aug ‘10 – Jul ‘11
Software developer
Project Description: AEGON, USA offers a broad range of traditional, term, universal and permanent life insurance, annuities as well as individual and group financial protection, including accident and health cover. Variable annuities offered by AEGON contain an embedded guarantee on the account value of the product which stipulates that a minimum maturity benefit amount will be paid to the policy holder. The account value is invested in equities, and fluctuates according to a mixture of stock indices. A program, ModelRP, that is instrumental in hedging exposure to this guarantee needs to be maintained, supported and enhanced.
Roles and Responsibilities:
• Wrote advanced VBA tools using VSTO, visual studio tools for office, (specifically excel) for error detection, for detailed comparison of in-force files, for automated access to Access and SQLServer databases, and for cleaning corrupted files using the Excel object model (with objects such as Microsoft.Office.Interop.Excel.Workbook, Microsoft.Office.Interop.Excel.Worksheet )
• Used excel extensively for routine maintenance activities with heavy usage of vlookup, charts and pivot tables
• Worked on option pricing models in C# involving equity options, caps and floors with a view to optimizing for speed, worked on pricing models for fixed income securities, and implemented efficient numerical algorithms in C for stronger optimization.
• Designed and developed a simulation for stock price evolution using Monte Carlo techniques in C++ using lognormal assumption for stock price movement
• Developed unit test cases in C# for testing all features of Black, Derman, Toy interest rate models and suggested improvements to the code for speeding it up
• Worked on equity and interest rate derivatives, Greeks, VAR and equity options
• Have experience in designing and coding Winforms applications, web applications using ASP.NET, Silverlight 3.0 in the MVC framework, Can demonstrate a hand-held calculator that I wrote which makes use of the MVC framework; the user enters numbers and the operation to be performed on them in the usual way. The controller converts the event into a user action and notifies the model which in turn generates the new user interface, and renders the view. The cycle continues. I initially used Winforms for this purpose, and then later ported this application to ASP.NET and Silverlight 3.0 because I wanted it to run as a web application.
• Gathered requirements, designed, and wrote advanced VBA data audit tools to reconcile the overall fixed income equity allocation with the proportion of fixed income and equity in each of the policyholder’s investment funds.
Environment: Visual Studio 2008, C#, C, C++, Excel VBA, ASP.NET, Win forms applications
Iowa state university- Ames, IA Jan’08-May’10
Graduate Assistant and student in mathematics department
Gave lectures on Calculus, Abstract algebra, Ordinary differential equations. Designed teaching aids.
Bharti AXA - Mumbai, India Sep ‘07- Dec’07
Software Engineer
Project Description: Devising and implementing a persistency study to report persistency rates to be used in cash-flow projections and determination of reserves.
Roles and Responsibilities:
• Reported and analyzed through VBA the 13-month persistency rates of dynamically changing blocks of exposures of unit-linked and traditional products
• Used constructs for file handling, created a database of premium-related data including the total premium, and the number of policies for different combinations of parameters such as product name, payment mode, channel of distribution, whether new business or in-force business etc. and then extracted information in a suitable format for reporting
• Enabled extendibility to other blocks of business
• Through automation, reduced execution time from one day to twenty minutes, and streamlined the process
Environment: VBA, Excel
GE Capital International services -- Gurgaon, India Aug ‘05- Jan ‘07
Software Developer and statistical modeler
Project Description: Experience studies project (for Genworth Financial, USA) in which a statistical model to explain and predict the lapse rates of single premium deferred annuity policies was to be created, Design and coding of a reporting system in VBA on the distribution of premiums, credited rate and earned rate information for new single premium deferred annuity business.
Roles and Responsibilities:
• Worked on an experience studies project (for Genworth Financial, USA) in which I created a mathematical model using curve fitting to explain and predict the lapse rates of single premium deferred annuity policies
• Used a multiple regression (generalized linear regression) approach along with the logistic function to come up with a model that showed improvement over the earlier arc tan model. New model was to be used for cash-flow projections
• Designed and coded a reporting system in VBA for reporting on the distribution of premiums, credited rate and earned rate information for new single premium deferred annuity business
• Worked on securitization of insurance reserves to meet statutory requirements
Environment: Minitab statistical software, VBA
Career Forum private limited, Pune, India Mar ’05-Jul ‘05
Designer of teaching aids and instructor
Project Description: “Content development” that consists of setting logical and mathematical puzzles and questions for competitive management entrance exams, and devising quick, strategic techniques for problem solving.
Roles and responsibilities:
• Involved in content creation, modifications and approval
• Delivered lectures on algebra, calculus and probability
Persistent systems private Ltd. - Pune, India Jun’02-Feb’05
Software developer
Project Description: E.piphany, a CRM software, ran on Windows/HP-UX/Solaris platforms with SQLServer/Oracle databases in the backend. The software written in C++ on Solaris was to be ported to C++ on IBM’s AIX, and the SQLServer database to IBM’s DB2.
Another project involved testing a telecommunications server using automated TCL scripts, and testing a certain database for its ability to withstand stress induced by queries.
Roles and responsibilities:
• Porting a CRM server’s C/C++ code from AIX to Solaris
• Wrote UNIX shell scripts for performing routine tasks efficiently
• Databases SQLServer and IBM’s DB2 in a porting project that involved writing stored procedures, triggers etc. after understanding the logic of the software
• Tested a database (Data Authority Server database) deployed in the Sprint PCS network for issues pertaining to garbage collection, virtual clustering and out-of-memory conditions
• Wrote test scripts in TCL to test a proprietary location/presence server used in mobile communication
Environment: C++, Java, TCL, SQLServer, DB2
National Center for Software Technology - Bombay, India Jun ’99-Jun’00
Research associate
Project Description: A graphics programming project that involved the creation of a wire-frame model of a sphere out of triangulations using OpenGL.
Roles and responsibilities:
• Developed wireframe model using OpenGL to create a triangulation of a sphere in C. Used various light effects for rendering.
• Wrote UNIX shell scripts for some software installations and other routine activities
• Passed machine graded programming tests in C that comprise problems that are to be solved programmatically using C. The solutions often involve the creation of clever algorithms.
Environment: C, OpenGL C++