Consultant

Tasked with high priority/profile
assignment of creating a framework to make almost two years worth of
trading data stored as complex JSON objects in Cassandra accessible for
analysis as requisite skills were not available in-house. This was done
using a combination of Spark JSON parsing libraries and JSON binding
libraries to create the set of basic and derived data tables accessible
via Hive.

Responsible for reviewing and providing
recommendations on improving existing in-house Hadoop clusters installed
by a third party consulting company.

Set up of ELK
(ElasticSearch/Logstash/Kibana) POC and Logstash Ingestion pipelines for
real time metric analysis of group's enterprise servers
Updates and modifications to Spark Streaming application and investigating rewrite from Java to Scala

Designed AWS cluster for the Marketing
Science team. Scripted solution to launch ad-hoc , auto-scaling
clusters using spot instances which bootstraps R-Studio. This allows
members of the Marketing Science team to launch clusters using SparkR
for investigation and analysis through a familiar R Studio environment.
Since clusters are launched on as needed basis using spot instances
this provides a very significant cost savings over the traditional
method of an "always on" cluster solution.

Developed Annalect’s
first Spark ETL process and associated framework for record processing
on AWS using Scala, including the Python BOTO cluster launch and job
submission script which is run as an AirFlow operator. This became
the template for all future ETL workflows.

Redesign of HBase DataBase Access layer for UK Immigration Application Framework.

Currently
investigating/prototyping table schema and row key design, use of
native HBase testing tools, access API design, coding and testing,
performance strategies i.e. salting and investigation of third party
tools such as Apache Phoenix and DataNucleus and monitoring strategies
with JMX and DropWizard.

Designed, planned, setup and tuned
Cloudera (CDH 5) Cluster on Amazon AWS for Intels Internet of Things
(IoT) Smart Cities Project.

Investigated use of Spark Cluster as
a parallel computation engine for real-time Singular Value
Decomposition of streaming sets of complex valued matrices.

Prototyped Play based web application for SparkSQL queries.

Introduced Apache Phoenix as Hive replacement and Apache Flume for data and log aggregation.
.
Led
the design and development of the Data Analytics Lambda Architecture
using the Apache Spark Stack: Spark, SparkSQL, Spark Streaming, Spark
MLib, Scala and OpenTSDB.

SME Internet Banking Portal.
Java , Spring MVC, XML , JSP

STP Framework Developer. Sole
developer reponsible for the initial roll out of banks new STP
component, a Java Based JMX monitored framework. This application
parses Ion Trade Records, updates and applies the necessary business
and mapping rules to generate an XML payload for transmission via MQ to
banks Trade Capture and Risk Management Application. Currently rolled
out for Tradeweb Bonds and Allocations (Pre and Post) . Bloomberg
Bonds, Bloomberg TOMs Trades , MTS/EBM Bonds and BrokerTec Basis and
Repo Trades. Made extensive use of annotations for database
persistence via Spring based DAO , XML mapping for payload generation
and JMX monitoring.

Developed a standalone STP for Tokyo Office for Tradeweb Japanese Government Bonds.

TestNG
Parametric Trade XML Unit Test Framework used extensively in the test
and development of the STP framework to ensure the accuracy of Trades
generated.

Maintenance and Modifcation of Swing Based Trade Monitor existing C++ STP components and Front office excel report generators.

Responsible for developing Straight
Through Processling (STP) Rules and Swing based Trader screens for
TradeWeb Broken Dated, Bloomberg Curve Spread and Outright Swaps.

Ramped
up quickly on the STP Framework. Currently responsible for all
modifications and updates for this critical and heavily used portion of
trading platform.

Implemented JUnit Framework for automated testing of XML messages received from Ion MarketView application.

Credit Asset Management, pricing and workflow tools, J2EE application development, Eclipse RCP, OSGI.

Overhaul of Fidelity’s
Equity/Option/Mutual Fund Trading Portal. Currently converting to a
Struts framework and adding functionality to allow for multiple order
entry and complex options (i.e. straddles, spreads, butterflies etc).
This was/is a high visibility project as the portal is re-branded by
Fidelity’s’ enterprise clients for use by their customers.

Update
and modification of portal administration applet. This applet
administered user trading permissions and portal customization using
Tibco Messaging Service to communicate with an Oracle Database.

Design
and implementation of and XML based Alerts configuration web based
application. This was built using the Struts platform for the user
interface and Tibco Messaging System for message handling.

Participated in design, costing and feature implementation of several major versions and numerous point releases.

Led
development effort for integration of Ariba Enterprise Sourcing and
Ariba Analysis. This involved defining the appropriate data sets in
Sourcing, retrieving these data through predefined APIs and customized
SQL queries against an Oracle 8 database, generating template reports
for end users. This allowed end users to build up an historical record
of sourcing event data for qualitative analysis.

Implemented a
Java/XML API Framework for modifying XML templates for 38 different
sourcing event types. These templates are responsible for defining
market rules for Ariba’s industry leading auction engine, the core of
Ariba Enterprise Sourcing 3.0.

Introduced and implemented Market
XML migration framework using XSL transformations. This allowed users
of Ariba Dynamic Trade 2.0 and following versions to seamlessly migrate
their auction XML templates to Ariba Enterprise Sourcing templates.

Introduced
and implemented JSP/Java Bean/XML framework for the Designer Interface
in Ariba Dynamic Trade 2.0. This was extensively used for the design and
market validation of Exchanges, Forward and Reverse Dutch, Japanese and
English Auctions, Sealed and Open Request For Quote Events and Online
Negotiations.

Designed and coded sophisticated
analysis spreadsheet using Swing, This a central component of Incytes
commercial DNA Protein Analysis Applet. This tool allows web access to
remote databases for the investigation of drug/cell interaction.