* EIQ Product Suite: It is product meant for ETL/Data Warehouse and Reporting Tool for clients. It runs on Windows and Linux environment. It has its own smart internal Database that holds key information of records and fetches all records from Data Source as needed by the Client.
Responsibilities: As part of India team, need to gather task requirements from US counterpart. Design/Develop and deliver the project. Involved in Design/Coding/Review and Unit Testing for the projects. Support the QA team for any issues they are facing. Project was executed with AGILE technology and JIRA issue tracker.
Lead team of 2 developers. Assign them tasks, mentor and assist them.
Skills Used: Visual Studio 2008 C++, Databases (MSSQL, MYSQL, PostgreSQL). Python for utility tools.
* IPOP Manager: Network Domain project, where the ICP server will send signals to IPOP agent via UDP socket. IPOP will perform on those signals and send response back to ICP server. Here signals sent are in form of commands, notifications or network events.
Responsibilities: Interaction with client, gathering requirement. Implemented Netlink and UDP socket programming using C. Wrote Python3.5 scripts that will execute the system commands and work as interface for the ICP and IPOP. Designed and implemented infrastructure to maintain the queue to store and modify the messages send across ICP and IPOP in C/C++. Used C++ Protobuf to send data from 2 systems on UDP socket. The basic structure of message used was in JSON format. Implemented TDD using CppUTest library. Implemented RESTful services for Vyatta router using Bottle framework + uwsgi service on Python 3.5 Lead team of 2 developers. Assign them tasks, mentor and assist them.
Skills Used: C/C++, CppUTest, IPCs, Socket Programming, Google Protobuf, Python3.5, Bottle Framework for Rest Apis and JSON format strings.
* VIX AFC: Automated Fare Collection, is system used to automate the ticketing production and collection of public transport network. Its 5 Tier Architecture, using Embedded devices as Front Office and Back End servers to collect the data, process it and store the information. Most of the application is written in C/C++ on Linux and Windows, Data repository is maintained using MS SQL Database. Build is done using Perl scripts. Automated testing is done using Python scripts.
Responsibilities: My current role as Technical Lead is to manage 7-member team. Gathering requirement from client, do design/analysis for the requirement and deliver the project with help of my team mates. I assisted my team members in development/testing related issues. Review their code. I was also individual contributor. AGILE methodology was followed as part of Project Execution being Scrum Master for my team. I have written code using C++, Python, Bash Shell Scripting and SQL Queries for MS SQL Server. Our team was also responsible for L3 support. Lead team of 7 developers. Assign them tasks, mentor and assist them.
* Risk Analytics(ACE): Risk Analytics Engine, used to calculate Market Risk and Credit Risk for organization and used for Reporting and Regulatory purposes. It uses Monte Carlo Simulation to calculate VaR, PnL and Probability of Default for all instrument types. Backend is written in C++ on Linux with Boost, STL, ZeroMQ, Google Protobuf for messaging.
Responsibilities: Implemented Valuation for different products in system. As a Technical Lead of 4-member team, I gathered requirement, did design and deliver the task with help of my team. Assist my team mates in development related issues. Review code. I have written code using Boost/STL C++, ZeroMQ and done user support for the application.
* Equalizer Kernel Architecture: Equalizer is Front Office Tool used by Banking Institutions for Portfolio Management System. It supports all day to day activities required for PMS, performing transaction, showing all positions for fund, client, calculating values of portfolios etc Its backend is written on C++ on Windows (VS 2005), and Front End was QT, C++ framework.
Responsibilities: Development to re-write Back End Kernel Caching Architecture from scratch. Implemented customized data structures and iterators to add caching mechanism. Extensively used, STL, templates for development. Maintenance of project to fix bugs. Handled 4-member team and assisted them in development and unit testing. Did estimation for the project, co-ordination with other project members/clients, Architect to gather requirement, design, develop and unit testing for the Project.
* Market Risk: Implementation, Development and Maintenance of Market Risk for Interest Rates/LMP, FX and Equity business. This project involved getting daily transaction from different feed data. Calculating Greeks, PnL and computing VaR using historical time series for specific business and creating reports as per User requirements. Backend is in C++ on SUN/Linux and Sybase Database. Front End includes Java.
Responsibilities: Implemented C++ code on Sybase database to generate PnL and VaR for IR, FX and Equity Assets and other Derivatives. Created Corba/C++ service for the same. Creating shell scripts, Perl scripts and stored procedures as per business needs for reporting. Was involved in daily L2/L3 production support and assisting team members to deliver quality project in given time.
Fixed Income Derivatives: Various Trading Online applications are implanted for Fixed Income Derivatives. It's used to quote the trading for the client online where there is software tool Murex. The backend is in C++ on SUN/Linux and Sybase Database.
Responsibilities: Development, support of existing project in C++/STL on Linux and Solaris and testing on Sun Solaris.
BAAIS: BAAIS - Broadband Assignment Activation and Inventory System is Activation and Provisioning tool for DSLAM and ATM switches. Application was to be written with backend C++ on UNIX (SUN Solaris) and front-end with Java Struts, JSP. Informix database was used.
Responsibilities: Development for backend application on C++ on Linux (extensively used STL) on Informix Database using Embedded SQL, and testing on Sun Solaris. Also written Java Servlets using Strut Framework for front end.
Skills Used: C++, Linux, SUN Solaris, Informix, ESQL, Shell Scripting. Java Servlets, JSP familiar with it.
* Client JP Morgan Chase. DD Messaging: DD Messaging is a Middleware messaging system having API's written in C++. It is used for publishing and subscribing messages for number of applications.
Responsibilities: Analysis and development for porting DD messaging to new Messaging system. My responsibility also included Development and Unit Testing to Port number of C++ applications from Sun Unix to Linux in the same group. Database used was Sybase, and had written scripts using PL/SQL to interact with the Database for testing. In Development used PL/SQL queries, triggers and procedures using C++ code.
* Information Grafting Involved in Designing and Developing Information Grafting (Test and Reference signal features are extracted and the Test signal is time aligned with respect to reference signal, so that features of Reference signal is grafted on to Test Signal).
Responsibilities: Development and Design on Linux system in C and C++/STL and Bash Shell Scripting.
Skills Used: C/C++, Linux, Perl, Shell Scripting
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