Experience

12 years of Experience in Software Development, Design, Project lead & management. Worked on Investment Bank’s Front Office Server side software development and Project Management which includes –

          FX Pricing and Algo Trading system

          FX Option Pricing and Risk Management system

          Foreign Exchange Trading & Auto Hedging system

          Equity Trading Systems & Exchange Connectivity

1 Year ( From Dec 2009 ) – VP Apps Prog Manager-CapMkt-FtOfc,  Bank of America Merrill Lynch, FX E-Comm Pricing  System Development

2 Year+ (2007 – 2009) - AVP – Head of  Asia FX Options Technology @ Nomura / Lehman Brothers Singapore in FX Option Pricing and Risk Management Technology

2 Year (2005 – 2007) - AVP @ Merrill Lynch Singapore in Panther FX e-Trading System development,  Project Lead – Risk Analysis and Management System

3 Years ( 2002 to 2005 )  - Morgan Stanley as Consultant / Team Lead / Tech Lead in Exchange Connectivity , Equity Trading System Team @ US and UK

2 Years ( 2000 to 2002 ) - Opus Software as Sr. Software Developer in Equity E-Commerce/Trading/DMA System -TradeNow and mTalk Product development Team for Brokers in India ( HDFC Securities ) and  Taiwan (Jihson Securities, Capital Securities)

20 Months - Project Lead / Manager @ SunGard  for STEP Mint Product development Team @ Israel and @ Pune   and for Sungrace @ Pune  

Technologies Expertise

Advanced C++ , STL, OOPS, OODS , Design Patterns

Multithread, Low Latency, high availability server development

Core Java 1.5, C# .Net language basics.

VBA, MATLAB

Education and certifications

Bachelor of Engineering (1994 - 1998 )

Post Graduation Diploma in Advance Computing (1999 ) 

MFE ( Master of Science in Financial Engineering ) – 2010-2012

NUS RMI FICS – Market Risk Analyst - 2010

Brain Bench Master Certificate for C++ (Public Transcript ID#: 5529650)

Sun Java /J2EE Programming - CDJ-275  , FJ-310-EE5 

Microsoft - Microsoft Certified Professional Developer  

NUS IIS NICF – Design Pattern

NUS IIS NICF – PMP ( Project Management Pro)
NUS IIS NICF - PMIS ( Project Management for Information Systems)

NUS IIS NICF - Essential Leadership skills for Project Management
NUS IIS NICF - Requirement Engineering

ACI - Non-Deliverable Products

SMU ACI – Specialist Certificate in Product Control

Organization/Client

Bank of America Merrill Lynch

Period

From Dec 2009

Position

VP - GMRT Rates and Currencies Technology    

Responsibilities

GFX ECommerce Pricing

The Project

MLFX - FX Pricing and Systematic Algorithmic Risk Trading System Risk manage client flows using high frequency market statistics and client trading behavior profiles

OS/ Languages  

C++

Organization/Client

Nomura/ Lehman Brothers

Period

From Aug 2007 to Nov 2009

Position

AVP – Head of Asia FX Options Technology

Responsibilities

As Part of Global FX Options Pricing and Risk (FX Spirit / Cobra Team) Development Team responsible for enhancement for exiting system for Asia Specific Requirement and development of new Scripts, Tools, Servers. Involve day to day interaction with Different Trading Desk, Traders/ Sales, Product Control, Finance, Risk Team For Analysis, Dev Support and for getting requirement for improving the current system and for future developments.

The Project

FX Viper Server development – As part of Global Development team worked on various FX Viper C++ Server component, new mkt server, NY Trade Capture Server ,FX Correlation Publisher

TK NSC Integration – As Asia Head/Lead Involved in Front To back analysis for FX Options Trade Flow @ TK NSC and Project Plan.

Enhancement for  Asia Risk Enhancement App Rapid for FX Options – Worked on Murex Script and Server Side component development for Generating Greeks ( Delta, Rho, Vega, Theta) using Asia Close Mkt data and converting the same for RAPID VBA Excel Add-In for showing Aggregated view of FX Exposures

EMGASIA Offline Risk Report – Worked on development of new report to provide the Daily PnL numbers for offline trades which due to complex nature couldn’t be booked in Murex.

FX Spirit Performance Analysis and Profiling - Did the complete analysis of all the FX Options Pricing and Risk management system for performance profiling which was used as a proof for need of moving / deploying components of FX Spirit Pricing Servers to Asia.

MDJY_BAR Murex to Cobra Migration – Worked with Global FX Spirit Team and Asia Risk Team to migrate the MDJY_BAR book as a proof of concept for future complete migration to Cobra Risk Management System.

Trader Automated Estimate – Worked on Development of Automating Daily Trader estimate using MUREX Server Script and Linux Server Side components development.    

Operating System

Linux

Languages      

C++,STL

Java , spring, ANT

Perl , Shell Script

Organization/Client

Merrill Lynch

Period

2005 – 2007

Position

AVP

Responsibilities

As Part of very strong hardcore C+ Development Team was responsible for deployment of high throughput, low latency and scalable new FX Trading Platform from scratch. Involves interacting to Business Analyst and Back office team for getting the requirement, developing, unit testing and integrating with back office system

The Project

Panther is an FX electronic trading platform that offers internal/external clients streaming prices and trade execution utilizing the FIX protocol and via a GUI. It provide a high throughput, low latency and scalable application to trade  FX Spot, Forward and Swap executions

As Part of strong server side worked on -

          Panther Trading Release 

                                - from scratch development

                                - trading infrastructure release

                                - implements Spot Forward Trading

         Panther Swap Release

        Panther Auto hedge Release

Operating System   / Languages   

C++  Linux

Organization/Client

Merrill Lynch

Period

From Oct 2005  to May 2006

Position

Project Lead/ Team Lead   

Responsibilities

Manage day to day project activities &

Maintenance & Development of RAM C++ AppServer  

The Project

RAM (Risk Analysis and Management)

RAM support global trading activities within Equity-Linked Trading, Portfolio Trading and Global Equity Finance and Services (GEF&S), and Cash Trading in Hong Kong.

RAM is used for:

Trade capture and position keeping for equity derivatives;

 Calculation of Profit and Loss;

 Settlement;

 Database interrogation for reporting and management information purposes; and

 Risk calculations and scenario analysis using models.

OS/ Languages  

Linux , C++ , Java

Organization/Client

SunGard – Pune / SunGard Israel

Period

From Jun 2005  - Oct 2005

Position

Project Leader  

Responsibilities

Responsible for managing and Leading the project, Coordinating Project development with Client, Guiding All Team Members Functionally and Technically & Handling All the business, technical and other QA Aspect of the project.

In Very short duration I was able to Initiate the project, build the team got the requirement & training in Israel and worked with 4 member development team for first 2 successful deliveries of MINT SWIFT Validation Rules (VC++) & MMQA (C++/Linux) enhancement work. 

The Project

MINT Knowledge Broker (MINT) serves as a central hub that provides connectivity and integration to in-house applications and external financial networks, such as SWIFT, SIC, SECOM, CREST, FIX, and OASYS Global Direct (OGD), utilizing guaranteed message delivery and content-based processing. MINT enables business integration for financial services organizations. By employing a hub topology, MINT reduces the complexity and cost of integrating disparate applications. Through its integration functions and tools, MINT enables financial institutions to streamline their operations, improve customer service, and reduce the time-to-market for new products and services. MINT also manages the financial message flow of the entire organization. 

Operating System  

SUN OS 5.8 , HP

Languages      

C++

Organization/Client

TCS / Morgan Stanley - NY

Title

ETS Parts (ETS Infrastructure  )

Period

From Jan 2005 onwards

Position

ITA – Tech lead

Responsibilities

Design  & Development

The Project

Design & Development of core equity infrastructure components

Refactoring, Redesign of

FIX Session : Used for Client Connectivity  Development & Enhancement

FIX Client : Internal MS Net Persistent Connection library

ETS Router : Message Routing Library

New Infrastructure Development of Automated Testing System

Operating System  

SUN OS 5.8 , LINUX

Languages      

C++, XML,. UML

Special Software                 

MSDE ( Morgan Stanley Development Environment  )

MSTK ( Morgan Stanley Tool Kit )

Morgan Stanley ETS Infrastructure Libraries

Morgan Stanley Fix Simulator , trade-XL , OMWD

Rouge Wave Standard C++ Libraries , tool.h++ , threads.h++

Organization/Client

TCS / Morgan Stanley – NY , London

Title

Exchange Connectivity (ETS Infrastructure  )

Period

From June 2002 to Dec 2004

Position

ITA – Tech lead

Responsibilities

Design  & Development

The Project

Interface Development between Morgan Stanley and group of Stock Exchanges: Developing C++ shared objects (libraries) on UNIX environment, which are plugged to Morgan Stanley Order Router to connect Exchanges.  

Interface Development includes

I.     Providing Interface Based on FIX Protocol For Internal Morgan Stanley Applications

II.    Understanding different Exchange Protocols and behaviors   

III.   State Management , Session Management and Connection management 

 Designed & Developed Generic library for Message Transformation called Exchdata library.  Also developed C++ Code Generator to help Automation of creating Message parsing Class’s using XML, XSLT. 

Designed 4.0 & Re factored orcontrol:  This is common layer for all the Exchange Interfaces which support Trading, Market Data & Product Data Interface with exchange & integrates them with Morgan Stanley Application.

Exchange Interface Developed  :  

I.       NWII - NASDAQ  ( The NASDAQ Stock Market ):SUPERM , ACT, ACES , SOES API Interface & NASDAQ FIX Interface

II.     CMS – NYSE ( New York Stock Exchange ) Protocol :  CMS

III.    CMS -Options Exchangtes

a.      AMEX ( American Stock Exchange )

b.      PHLX (Philadelphia Stock Exchange)

c.      PCX (Pacific Stock Exchange )

d.      CBOE  

Protocol      : CMS Message

Connection : TCP/IP , X25  

V.     LIFFE Connect  (London International Financial Futures and Options Exchange -  Euronext.Liffe) : Euronext.liffe is the international derivatives business of Euronext, comprising the Amsterdam, Brussels, LIFFE, Lisbon and Paris derivatives markets

VI.    E- CBOT ( Chicago Board of Trade ) : ACE (values ) & LIFFE API Interface

VII.   LSE ( London Stock Exchange

           Protocol      : XTRNX  LSE Proprietary Specification

          Connection :  TCP/IP

VIII.         Euronext Paris – Protocols:

            MMTP  - Market Message Transfer Protocol

            MATIF  - Messages exchanged between SLEs and the NSC-VF  system

           MONEP – Messages exchanged between the SLE and the NSC-VO application       

VIII.     Spanish  market - MEFF : MEFF is the futures and options Spanish official market

Protocol      : MEFFGate Message

IX.               Also worked on  :  ASX ( Australian Stock Exchange ) Interface Design , HEX Trading ( Helsinki Stock Exchange ) Interface Design & TSX ( STAMP )  

Operating System  

SUN OS 5.8 , LINUX

Languages      

C++, XML,. UML

Special Software                 

MSDE ( Morgan Stanley Development Environment  ) ,MSTK ( Morgan Stanley Tool Kit ) , Morgan Stanley ETS Infrastructure Libraries , Morgan Stanley Fix Simulator , trade-XL , OMWD

Rouge Wave Standard C++ Libraries , tool.h++ , threads.h++

Organization/Client

Opus Software Solutions / Capital Securities Taiwan

Title

m-Talk  Generic Message Translator

Period

From Jan 2002 to Jun 2002

Position

Sr. Software Engineer (Technology and Architecture Group)

Responsibilities

Development / Design

The Project

Developed Message translator using C++ & XML, XSL. Supported Message Types Binary, Fix Length (like Structures used in Securities in NSE BSE Exchange Interface), Name value pair (like FIX Message), Delimited (used mostly in banking application), XML (OFX Message) and support for conversion into any format.

Operating System  

SUN OS 5.8 , AIX , HP , Win2000/NT/98

Languages         

C++ / XML / UML

Special Software 

Rational Rose

Organization/Client

Opus Software Solutions  / Jihson Securities, Capital Securities, Polaris Securities TAIWAN

Title

mTalk Communication middleware

Period

From June 2001 to June 2002

Position

Sr. Software Engineer (Tech Lead)

Responsibilities

Development / Design

The Project

MTalk is the Communication middleware with support to all kinds of communication protocols. As a Technical Lead done the low-level design / analysis using UML / OOA /OODS. And done development work / programming, unit testing of the core C++ Programming part and TCP, UDP layer and (using ACE- Adaptive Communication Environment

Library) COM layer NT Side mTalk API and Developed NT Service. MTalk is fully portable to NT, Non-Stop Tandem and the mTalk Core part and TCP layer can be fully ported to HP, AIX, Sun also. It uses the pattern like handlers / adapters / proxy / singleton and many more to take care of the maximum flexibility at the programming level. Presently this Product has been Successfully implemented at jihson Securities (Taiwan). It has communication support for COM (ON NT / WIN2000), TCP, UDP and PATHSEND (on Tandem), Guardian Write Read (on Tandem)

Operating System 

SUN OS 5.8 , AIX , HP , Win2000/NT/98,Tandem-OSS

Languages   

C++ , XML

Special Software                 

ATL Com, TCP, UDP, ACE (adaptive communication Environment), RPC , MTS

Organization/Client

Opus Software Solutions  / HDFC Securities – Mumbai

Title

Trade Now –OMS, RMS, Bank, DP, NSE ,BSE Interface

Period

From June 2000 to June 2001

Position

Software Engineer

Responsibilities

Development / Design

The Project

TradeNow™ is a state-of-the-art e-commerce system for brokerage companies and other financial institutions. The product enables these institutions to set up powerful on-line trading web-site(s) with support for online banking and online DP. As a lead developer worked on Order Manager ,Risk - RMS, HDFC Bank/DP Interface, SMS, NSE, BSE Interface Modules.

Languages & OS     

VC++,ATL COM/DCOM,MSMQ , C++ / XML on Win 2000 / NT