
20+ years of experience in Fixed Income Derives IT. Hand on knowledge of EOD risk and P&L batch metrics and components. Reliable team player with focus on collaboration and adaptability. Skilled in software architecture, coding, and agile methodologies. Well familiar with financial math and HJM/FHJM pricing models.
Designed applications for Municipal Derivatives Trading Desk.
Developed JobManager framework for End-of-Day risk and P&L batch process.
Performed support functions for EOD production batch and Front/Middle Office ad-hoc requests .
Developed analytical tools and on-demand web portals for traders.
Developed backend applications for Fixed Income Derivatives trading.
Supported EOD production batch.
Implemented and added deal library support for FPA trade agreements. Collaborated with QA in implementing and testing BMA FHJM pricing model.
Tested Quote Server for equity trading.
Developed automated tools to customize software testing.