Build and Support of Flavor Builder
Flavor Builder is a tool that allows end-users to manage sets of parameters (flavors)
that algo engines consume during trade processing. Leveraged JSON schema for dynamically
generating UI elements allowing for paramaters to be added and removed dynamically
without requiring code releases. Also includes a home brewed approval process for
auditing changes made.
Technologies used: React, Redux, OpenFin
Build and Support of Xenon
Xenon is ETT's strategic service for persisting, maintaining and distributing
non-instrument client reference data for electronic
trading through a SPA web front-end. Migrated existing MVC code to RESTful Web API
Introduced the team to DevExtreme UI toolkit that leverages Knockout. Implemented
different data management screens. Implemented fully configurable
using AOP techniques with real-time monitoring with Splunk. Mentored junior
on the team.
Technologies used: C#, ASP.NET Web API, Knockout, DevExtreme, NHibernate,
Build and Deployment of Catalyst
Catalyst is a trader facing OMS built on top of internal proprietary framework
Phoenix. Assisted as a SME for re-designing
critical elements of the application for visual performance. Used lightweight
templates in conjunction with dynamically generated binding proxies to greatly
perceived UI performance of the application. Acted as a release manager to
delivery of application binaries to end users.
Technologies used: C#, WPF, Prism, Telerik, AMPS
Client: Morgan Stanley: Stix re-write project
Stix is a trader facing, cross asset, global GUI application for ticket entry and
stewardship originally written in WinForms.
Assisted as a SME for re-architecting key features of of application with WPF/Prism
adding new functionality demanded by traders. Provided guidance to overseas
on the team on best practices. Setup continuous integration and associated processes
to provide key code quality metrics to management.
Technologies used: C#, WPF, Prism, Infragistics, Cps Pub-Sub
Build and Deployment of Insight Trader Workstation
Insight Trader Workstation is a real-time trader facing GUI that facilitates ticket
entry, position and PnL monitoring. Implemented
required functionality and contributed to overall architecture with emphasis on
and quality metrics. Served as an SME for DevExpress controls focused on heavy user
Implemented an expression based styling engine. Implemented custom editors for
bond prices in fractions of 32's.
Technologies used: C#, WPF, Prism, DevExpress, Reactive Extensions, ActiveMQ
Setup distributed infrastructure across on-premises and external cloud
Setup and managed various environments for on-premises using Hyper-V, Amazon AWS and
Rackspace to be used for on-demand client
demos, Exchange, Subversion and Confluence servers. Performed P2V, V2V migrations.
Technologies used: Amazon AWS, Amazon EC2 API, Hyper-V
Business Activity Monitor
Designed and developed a business activity monitor front end to Alloy OTC Trade
Lifecycle Framework. Using the observer pattern
applied to JSON messages sourced from either TibCo/EMS or Oracle, BAM allows for in
analysis/debugging of various different activities that can be performed by Alloy.
Technologies used: C#, WPF, Prism, Reactive Extensions, Oracle, TibCo/EMS,
Client: Cantor Fitzgerald: Client portal website for Prime Brokerage
Provided performance enhancements to an existing client portal for Prime Brokerage.
Enhanced existing functionality by allowing
end users to define and persists custom grid layouts across sessions.
Technologies used: C#, Silverlight, Prism, Reactive Extensions, WCF/RIA Web
JBoss, and SQL Server 2005
Client: JPMorgan Investment Bank: System for calculating counterparty
Lehman Brothers Bankruptcy
Designed and developed (in collaboration with the Business Head on the Desk) a
Bankruptcy Valuation System for Credit settlement
of Lehman trades with LamCo: around 75K distinct trades covering all derivative
and spanning most trading systems at the Bank. The system was used to:
* Establish portfolio valuation for a particular counterparty as of a point in
* Sourcing and extracting complete trade set across fragmented trading group
* Converting formats and enriching with appropriate market data
* Feed Risk systems to calculate sensitivities, aggregating and providing user
Technologies used: C#, Excel VBA, Sql Server, RiskMetrics
Client: Citigroup: Built a custom WinForms UI front end for GemFire cache
Designed and implemented a WinForms application that allows for managing existing
GemFire cache installations. The application
handles all serialization/deserialization with dynamic objects that are created at
and allows for basic CRUD operations to be performed on cached entities. Users can
arbitrary OQL to the cache and inspect the results in real time along with the
to upload XSD’s that represent metadata for cached items.
Technologies used: C#, GemFire NativeClient.
Integrated real time sales tax rates to a popular e-Commerce package
Designed and implemented a real time online tax rate lookup service to accurately
calculate sales tax amounts based on buyers
shipping address in compliance with the local tax jurisdiction that is in effect.
service uses an external web service interface coded in C# which is called from a
assembly hosted by SQL Server 2008. Resulting architecture also includes caching for
improved performance and requires zero code changes on the e-Commerce source code.
Technologies used: C#, SQL Server 2008, ASP.Net, IIS7
Delivery of technology solutions to clients and internal teams
Served as an SME for evaluating and ultimately implementing technology solutions
proposed to clients. Managed in-house team
of developers providing technical strategic direction and guidance within budget and
schedule. Established coding standards and extensible architectures with focus on
quality and re-use. Designed data models for various one-off projects using SQL
2005 and ADO.Net Entity Framework
Design and architecture of Mr.Youth's main LOB web application
RepNation is Mr.Youth's main line of business application that connects its 70k+
end-users to various marketing and advertising
opportunities. Replaced the existing search algorithm to take advantage of lambda
to allow structured and serializable search criteria to be used. Architected a
e-mail system that allows users to communicate with each other and their managers.
data models, tables, views, stored procedures and UDF’s to meet business and coding
Performed various database optimizations to improve query times. Managed database
to production servers.
Technologies used: SQL Server 2005, Linq to SQL, ASP.NET, C#, AJAX Toolkit
Client: Intuit Real Estate Solutions: Re-engineered client data import
IMPACT is Intuit's web based real estate investment management software. It enables
companies to model multiple investment
scenarios and estimate the financial impacts of alternative decisions. Re-engineered
the existing client real estate data import portal to be orders of magnitude faster
an improved user experience. Replaced existing multiple SSIS packages for importing
user provided data with bulk import for vastly improved performance.
Technologies used: SQL Server 2005, SSIS, C#, NHibernate, Spring Framework
Client: Banc of America Securities: Designed and built Middle Office PnL
Consolidated existing MO PnL generation and reporting process from approximately 50
scattered Excel spreadsheets into 1 unified
process. The system allowed users to edit attributions and make allocations to the
numbers generated by the trading system before the numbers are published to
ledgers with fully integrated workflow capabilities such as automated trader
Created a SQL Server database to store PnL data across multiple ledgers and books.
server hosted SQLCLR components to gather trade data from Sybase servers on demand
daily PnL generation from Excel spreadsheets. This allowed the Excel sheets to
with a single database connection to SQL Server with no deployment requirements for
drivers at the desktop.
Technologies used: SQL Server 2005, Excel, C#, Sybase ASE
Client: Banc of America Securities: Architected an extensible reconciliation
Making use of Set Theory designed and implemented an extensible architecture for
reconciling different trade capture systems
to various existing sub ledgers for Bank of America Securities in their efforts to
a SEV-1 level issue in the Equity Financial products space. The reconciliation
uses SQL Server 2005 as its main aggregation engine with data flowing from various
sources (Sybase, Oracle, DB2). Wrote server side ETL components to gather reference
from Sybase and DB2 using Linked Servers. Wrote server side SQLCLR components to
64bit/32bit mismatch between Sybase drivers.
Technologies used: SQL Server 2005, C#, and Excel
Selected for the Expert Engineer (E2) Development Program
The Expert Engineer (E2) Development Program is designed to establish and develop a
network of expert engineers across the
organization, enhancing the business value of technology solutions. It is a key
initiative aimed at developing and retaining key technical talent across IB
Database migration project for Bond Sensitivities Tool
Bond Sensitivities Tool is a daily processing utility that generates credit
sensitivities based on daily trade information
from Bloomberg for the Bonds that JP Morgan holds a position. Re-designed and
the backend data store for the tool using SQL Server and a custom built ADO Data
Layer resulting in an increase in reliability and quicker EOD processing times.
Technologies used: Excel, ADO, T-SQL, SQL Server.
Built a dual interface COM component that allows easier consumption of
Services from Excel
Coded entirely in managed C# with extensive use of interop, the DLL allows easy
access to Java based web services that cannot
be easily consumed by the SOAP Toolkit. The component provides standardized
with full Intellisense support for the VBA developer.
Technologies used: C#, COM Interop, Web Services.
MS SQL Server Development and Administration
Responsibilities included designing database schemas, coding stored procedures and
views, designing custom DTS tasks and
educating other team members on the capabilities of MS SQL Server.
Built an OLAP Cube for Risk Analysis
Replaced the existing Access/Excel Pivot Table based Risk Analysis Tool with a more
robust SQL Server/Analysis Server based
OLAP cube, resulting in much faster and responsive front end with extensive
capabilities that were not possible before. Custom MDX queries can be executed
the Cube which also provides time-series capabilities.
Technologies used: Excel, SQL Server, Analysis Services.
Interest Rate curve monitoring utility
Monitors and reports in real-time any and all activity that occurs with a user
specified interest rate curve file for a given
Technologies used: C#.
Built a fully automated analysis process around a previously developed trade
The process allows for infinite number of user defined what-if scenarios and Monte
Carlo style simulations to be performed
on the various parameters used to calculate the net value and risk associated with a
given foreign trade.
Technologies used: Excel, VBA.
Built a Web Service that returns the results of a given SQL Query as an Excel
The web service can run any SQL Query on any data source and e-mail the results to
any given address.
Technologies used: C#, OWC.
Built an advertisement spending and ratings tracking system
This system tracks dollars spent and ratings received on any given advertised brand
and its parent company across all cable
networks and across all broadcast quarters. If an advertisement ever ran for a brand
in cable TV network it is included in the report. The information is displayed to
user in an OLAP data-cube metaphor with the capability to instantly pivot and
based on columns chosen for display. This makes it possible to instantly view and
historical spending and rating patterns for any given brand/advertiser over time
selected cable networks. The data for this system is updated every broadcast quarter
and is currently being used by the entire sales force at Turner Broadcasting.
Technologies used: VB6, OLAP, SQL Server
Designed and built a system for generating, managing and tracking electronic
This system interfaces with the corporate invoicing system to generate industry
standard invoice documents for cable buys
which are then delivered electronically to agencies. In addition the system also
Functional Acknowledgements (997's) and feeds a real-time, web based user interface
complete tracking and reconciliation. Formerly this operation was being outsourced
a third-party vendor with a cost of over $100,000 per year.
Technologies used: VB6, ADO, COM+ and SQL Server 2000 using 3-tier
Created a departmental corporate intranet website
Built from the ground up to build departmental presence within the enterprise the
website provides round the clock training
to end users in the form of business flow-charts, FAQ's, How-To's and streamed
training presentations. A password protected section allows authorized users to view
various dynamic real-time processing reports (number of contracts processed, average
time for completion etc.).
Technologies used: ASP, COM+ and IIS 5.0
Enhancements to the existing advertisement broadcast schedule system
Enhancements include, automatically generated status update e-mails (via SMTP) to
the salesperson that originated the request,
web based real-time online request status tracking, componentized business logic for
easy maintenance and adaptability to changing business requirements. This system
approximately 800 contracts per month with the average value of a contract around
Technologies used: VB6, ADO, COM+ and SQL Server 2000 using3-tier
Built a system for generating and managing advertisement broadcast
This system is used to electronically submit advertisement schedules to various
advertising agencies for orders they have
placed on all of Turner's cable networks. The electronic documents are generated as
standard X12 (850) and other proprietary file formats based on agency preference.
Technologies used: VB5, RDO and SQL Server 6.5 using 2-tier client server