RESUME | index

RESUME

Skills

Professional

info

Experienced in working closely with traders and quants on a day to day basis in a fast paced front office environment.
Have had line managed a team of 3 developers for 2 year.
Have extensively written and diagnosed multithreaded and high performance applications.
For recent 6+ years, I have been working in investment banking through the entire life cycle of front to middle office applications for fixed income instruments. Have got working knowledge of Bonds, Swaps, FRA’s, Caps, Floors, Futures, Options etc and have fair knowledge of valuing credit derivatives like CDS, NTD, Index tranche, CDO etc.
For initial 4 years of my career, I worked in global top tier product companies, using Object Oriented Programming methodology, to design/ develop/maintain large scale softwares in publishing, security and logistics domains. Have got a very good knowledge of different software design patterns and their applications.

Tibco RV, Tibco EMS, SOAP, CORBA, IBM WebSphere MQ, make/gmake/nmake, ant/nant, Cygwin, MKS-Toolkit, XML Spy

Languages

C++, Excel-VBA, Javascript, Core Java, Unix-shell, Perl, XML, C# .NET, Python, UML, HTML

Work

experience

Jan 13 - present

Taking care of front/middle office softwares right from inception to release for Fixed Income business of ANZ Banking Group.

Sep 11 - Dec 12

Design and development of critical desk driven requirements for Variable Annuity (VA) and Asset Management applications and providing 3rd line support on an ongoing basis.
Migrating VA Pricing Syatem from CPU based computation model to GPU based computation.
Enhancing stability, performance and memory handling of VA applications.
Liaising with trading/quants team to gather requirements and providing project plan and timelines.

At - Barclays Capital, Singapore

Mar 09 – Jul 11

Design and development of critical desk driven requirements for Credit Derivatives like CDS, CDO, Basket, IndexTranches etc. using Java, C++ and VBA - e.g. Relative scenarios, Async live pricing, CRexScheduler, Off-the-run index pricing report, User index, Tranche package etc.
Taking part in project prioritization meetings and managing desk expectations in terms of deliverables.
Migrating Credit Exotics Pricing System (CREX) from legacy Sybase database to strategic SQL Server database.
Writing SOAP application to retrieve Rates and FX from market data providers, namely ME and MIDAS. I did it on-site in New York.
Line managing 2 subordinates involving project allocation/tracking, mentoring etc.
Taking users’ sign-off for CREX release and doing release in Asia.
Enhancing stability, performance and memory handling of CREX. I did it on-site in London.
Providing training and production support for CREX on an ongoing basis.

June 2003

Bachelor of Engineering in Computer Science & Engineering

(75.33%)

June 1999

Diploma in Mechanical Engineering

(77.22%)