Designed and developed pre order risk margin system that calculates the real time risk exposure of various firms and their traders. This application has allowed ICAP's broker and market control team to act on the various firms’ risk in real time. Whenever the risk exposure is breached, alerts are sent to Market control and to the risk manager.

Developed the user interface, for brokers and market control to view the various firm level exposures and act on the alerts in real time.

Designed and developed DataWall, that displays the current trading information for multiple products including interest rate swaps, repos and on the run treasuries. Feeds from Bloomberg, Reuters, and NASDAQ OM are received and processed. Various traders and floor brokers are dependent on the Datawall to determine the current level of trading and handle various client requests.

Designed and developed, market data latency to measure the latency of various markets and the corresponding latency graph is generated.

Developed trade monitor server to measure the trading activity of both voice and electronic trades and maintain the history of trades. Whenever, a trade is not being received on time, the market control gets the appropriate alerts and allows them to take necessary actions.

Designed and developed various PD - API tools to save the time and effort of market control team. Developed the PD API library for the same.

Re-designed and developed auth server moving from flat file to oracle database. Authserver, is the key component of all trading system applications that permits the various levels of authentication for market control and floor traders. This allows, all users to access the information in real time.

Involved in all stages of development life cycle including implementation module working closely with traders and other teams.

Working on risk management system for a major investment bank. The system uses various methods and stress results to calculate the risk of the portfolio of clients and calculates the margin that can be provided to the clients.

The system uses various types of strategies and products, including derivatives to find the risk exposure of the portfolio of clients.

Developed an XML Reader to read from the web service like Product Master, Prime DB and PUMA, using TCP/IP client services.

Developed an Xerces-C++ XML Parser, that reads XML messages from PUMA web service and converted them to the relevant C++ Object.

Developed the ODS library to connect and work with Sybase from C++ applications.

Designed and developed the strategies involving reducers and chargers like   High Yield Concentration, Index Arbitrage, Issuer Concentration, and Convertible Arbitrage for risk margin calculator.

Developed multiple stored procedures, to interact with the risk based margin calculator to write the results to the calculator table in Sybase.

Involved in the design of strategies using advanced design patterns like facade, factory and implemented the same in the development using C++.

Designed and developed an advanced templated data manager library for various entities including legal entities and clients to pull data from XML Parser and create an in memory database.

Designed and Developed the feed application to read from the services like Product master, PUMA and Prime DB and write into the database using the ODS library.

Designed and developed and tested , a successful Tibco listener utility, to listen to changes from Product Master and update the client database. This process runs 24 * 7, and feeds the details to risk based margin application.

• Currently developing equity order management workflow. The workflow is being used by portfolio managers, traders and brokers to execute the order.

• Developed the requirement analysis, design and development for repo rolls at the collateral levels. The repo rolls is being done by multiple traders at the same time. Used multi threading techniques and locking mechanism to implement efficient handling of various tasks.

• Developed an offline, for repo rolls, that matches the list of trades based on the terminating trade dates and other criteria.

• Developed and implemented handling of haircut and margin for the collateral level for repo securities.

• Designed and developed the system for position management of swap products. This includes credit default swaps, index swaps and interest rate swaps. The swap products and its positions are handled in the memory using different STL data structers.

• Developed the necessary feeds and FIX protocols for buy side protection for credit default swap transactions. This project was done as per the recent federal mandate for market participants to implement solutions that facilitate buy-side clearing protection for CDS.

• Implemented the solution to communicate the trade to the street dealer and to the exchange using FIX protocols, Worked with CME/ICE to make sure that the trade had been sent to them successfully.

• Designed and developed an effective way to improve the performance of account level monitoring tool (OA3 Monitor). This offline stored the securities that were ticketed and other relevant data in a linked list. Took the responsibility of improving the performance, and changed the access method from linked list to hash tables.

Trade Viewer is the largest dealer to customer trading platform for fixed income. It facilitates various customers including investment firms, bond dealers and many other financial institutions to trade different fixed income instruments with multiple dealers.

Major Responsibilities:

• Designed the architecture for Agency inventory that retrieves the various inventory feed from different agencies and allow the customers to trade with them. The customer can choose between long, short and callable agencies to trade.

• Developed the various modules for agency inventory that includes ticketing, negotiation and security description.

• Developed the architecture and designed the workflows for credit derivative trading system. This includes designing and developing credit default swap’s quote feed, ticket pages, description pages and negotiation pages. Also designed and developed the roll trading pages that enables customers to roll one CDS instrument with another.