Sashidhar Muthyala

• Head of End of Day Pricing Reference Data group that is firms one stop shop of End of Day and regional pricing information for all securities. The team is responsible for acquisition, cleansing, storage and distribution of global pricing data across organization
• Consolidated historical data repository, decommissioned redundant market data feeds and realized 800K yearly cost savings
• Currently executing data consolidation strategy to achieve cost savings of 2MM+ per year by reducing the footprint of mainframe product & pricing masters
• Re-engineered and modernized legacy applications while delivering business value to MS businesses, Operations and Production management. Migrated to current and emerging technologies such as J2EE/Spring, Angular, Cloud (internal), Apache Spark/Cloudera, Gemfire, BI tools
• Achieved 20% YoY reduction in production incidents in initial 3-years by addressing long standing thematic issues

• Led a global team of 24 people (Managers, Tech Leads, BAs , Developers) and executed several major initiatives encompassing ground up development, systems re-engineering and decommissioning
• CCAR Stress Testing - Designed and developed Trading book stress testing platform to support Federal Reserve CCAR regulations and banks internal Corporate Stress Tests. The platform provides analytics on huge data sets, reporting, GUI and BI interface. Decommissioned legacy manual processes and reduced the monthly stress test process time from weeks to days
• Counter party exposure analytics services - Built stateless on-demand analytics services and decommissioned monolithic legacy application. Re-engineered the Basel flow based on new services and reduced the process run-time from 4 hours to 30 minutes
• Market Risk Limits Management - Oversaw the development of Market Risk Limits Management system that enables risk managers to define risk limits at various levels (Corporate/Legal Entity/Business/Desk), calculates limit utilization and initiates automated workflow process upon limit breaches
• Permitted Product List - Oversaw the development of the system to maintain the list of products a business or desk is permitted to trade and facilitate periodic reviews

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VP / Dev. Group Manager
Mortgage Reference Data, 2005-2010

• Headed mortgage reference data re-engineering initiative to support growing MBS business needs. Led 10 member team to consolidate data repositories and GUIs into one system
• Created a common GUI with 50+ screens to support the maintenance of various products (Commercial/Residential/FHA loans, CMO Deals, CDO's, ABS and Pools). Decommissioned three fragmented out-of-date GUI's
• Standardized data distribution. Utilized vendor feeds to reduce manual entry. Provided rest API for trading systems to create securities at order entry
• Improved client satisfaction by establishing strong QA process, rigorous post production checkout process, production support SLA's and escalation procedures
• Interfaced with senior business leaders and clients in multiple areas to plan yearly Book of Work and funding requirements

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VP / Project Manager

Global Security Master, 2003-2005

• Led the development of security master GUI consisting of nearly 50 screens and replaced legacy Power Builder GUI
• Re-engineered data quality, extraction and distribution processes. Replaced stored procedure based processes with java based multi-threaded processes and reduced the overall processing time from 2 hours to 20 minutes. Assisted in migrating C++ based data loading process to AbInitio
• Managed several projects to enhance product coverage and to provide indicative and pricing data to custody and fund administration systems within Citi

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AVP / Technical Specialist

Historical Pricing Database & Bond Pricing System, 2000-2003

• Designed and developed data processing components for various vendor data products - Bloomberg Back Office, Reuters DSS, IDSI, Markit, GICS etc
• Developed Java and Perl API based on legacy C/UNIX Time Series API. Made the product available on Linux, Windows and Solaris platforms
• Developed web application to display indicative data, benchmark data, identifier cross reference and time series charts. Provided price upload utilities and enabled various groups to post end of day marks to historical time series database
• Enhanced bond pricing system to support additional bond features, curves and calculations. Rewrote parts of pricing engine and reduced the run-time from 45 to under 5 minutes
• Provided Level 3 production support

• Developed and maintained several calculators (Net Worth, Taxes, Education, Retirement, Estate, Survivor, Savings, Investment, Cash Flow) used to generate financial plans for high net-worth individuals and small to mid-size companies
• Developed scalable multi-process server using C++, Rogue Wave API and Socket API. Provided mechanism to plug in new calculators using name/value based SPI. Developed generic COM based client API to let Windows programmers use the calculators in Web applications

• Developed various functions with in foreign exchange module of Quartz banking software to handle the life cycle of foreign exchange orders (Deal creation, Settlement, Accounting ...)
• Integrated foreign exchange module with other core banking modules
• Maintained TUXEDO server environment

• Historical Pricing Database & Bond Pricing System, Hands on, , responsible for design, development and maintenance of various time-series database components - Data loaders, Analytics, Reporting and Data extractors
• Introduced new technologies and provided real-time data access to multiple platforms via API and Web
• Supported fixed income batch cycle in production
• Supported clients in various business units - Bond analytics (Yield Book), Fixed Income Research and Equity trading
• Managed 1 onshore and 2 offshore resources
• Designed and developed data processing components for various vendor data products - Bloomberg Back Office, Reuters DSS, Markit, GICS etc
• Asset classes include equities, fixed income, plain vanilla derivatives, indices, MBS and ABS
• Developed Java and Perl API based on legacy C/UNIX Time Series API
• Made the product available on multiple platforms (Linux, Windows, Solaris) by redesigning the binary data exchange protocol between client and server
• Developed web application to search and display indicative data, benchmark data, identifier cross reference and time series charts
• Provided price upload utilities and enabled various groups to post end of day marks to historical time series database
• Enhanced bond pricing system to support additional bond features (call/put/sinking fund/redemption schedules), curves and calculations (ytw, oas, duration ...)
• Rewrote data extraction and driver part of the pricing engine and reduced the runtime from 45 to under 5 minutes
• Technology - Java/J2EE, JNI, JSP, Tomcat, C/C++, Perl, Perl XS, Shell scripting, TCP/IP Sockets API, ISAM, Sybase

• Devised plans to expand the system to support businesses groups across various geographies and time zones
• Replaced aging fat client with web application
• Optimized various system components to improve performance and meet SLAs
• Managed 4 member team
• Led the development of security master GUI consisting of nearly 50 screens and covering all aspects of reference data maintenance - search, update, interest list maintenance, price scrubbing rules, data quality reports, data distribution settings and entitlements
• This new GUI replaced power builder based GUI and is being used by 200+ users globally
• Redesigned the data extraction and distribution process to address system capacity and SLA issues
• Replaced stored procedure based data distribution process with java based multi-threaded process and reduced the run time of each extract from 2 hours to 20 minutes
• Instrumental in migrating C++ based data loading process to AbInitio based process
• Managed several projects to enhance product coverage and to provide indicative and pricing data to custody and fund administration systems within Citi
• Technology - Java/J2EE, JSP, JSTL, AJAX, Velocity, Struts, Axis Web Services, JMS, JRun, MS SQL Server