Work on infrastructure supporting Mid Office, Risk, Valuation, Research and Trading teams. This includes report generation, pricing, post trade checks via FIX messaging among others.

Technologies used: SQL, VB.NET, C#, FIX protocols, Excel COM Object, SQL Server Reporting Services (SSRS),N-Unit, CruiseControl, Selenium, Jenkins

Had worked on setting up the backend infrastructure from scratch using bash scripts and on UNIX boxes. Had developed UI components and developed the back-end process to consume data from different data sources. We had around 25 million trades per day and this was done as a multi-threaded java process with multiple JVMs on multiple machines. Worked on performance improvements of our servers which are used for slicing, dicing and aggregating millions of rows of data. This entailed among other things fine tuning Garbage collector settings of the JVM. Worked on end to end automation of manual reports using java spring batch. Worked on calculating “Stress” calculators for different stress scenarios for different asset classes.

Technologies used: Java, SQL (Oracle), Java Spring Batch, JUnit, Mockito, Jenkins, Git