Jul 2013 – Jul 2016 · 3 yrs · Singapore

• Worked for BARX FX real-time risk generation system. Responsibilities involved development and enhancement of RISK gen platform including various sub-components(trading/market data components, risk gen, aggregation, PnL attribution, and Intra-day and EOD report generation). I worked on extending system capabilities to process massive data on distributed data grid & calculation grid for real-time (ticking trade and market data) PnL generation.

Apr 2010 – Jul 2013 · 3 yrs 3 mos

• Responsibilities involved the development of S2BX (multi-asset e-commerce trading system ) for pricing, trading, and infra for FX spot, outrights and Swaps trading. This was a greenfield project.
• Developed pricing server (discovery, spreading, client tiering, P&L calculations etc.) for money market (MM).
• Development of in-house distributed in-memory cache (PDS).
• Development of components trading/pricing components of multi-currency IRS platform (C++ pricing engine that can use Haskell based quant scripts and API for pricing, global distribution infra for Interest Rates curves publication)
• Implemented very dynamic and comprehensive Value date Service (a centralized value date calculation system that aggregates multi data sources for calendars (currency, location, asset class) and calculates value date in real time. The thin client for value date service provides any dynamic update due to introduction or removal of holidays based on currency, location, asset class and source.
• Implement complex and dynamic rules for value date calculation for MENA currencies, and other exception rules.

Aug 2009 – Mar 2010 · 7 mos

• Responsible for development, enhancements, and maintenance of Interest Rate Swap pricing components. The system provided capabilities to price generic curves in real time (mainly for Interest Rate Swap and FX rate changes) using a pricing grid. The application had capabilities to create curve definition(based on generic templates) & disseminate price to different internal systems and middleware.
• Worked on enhancements of core pricing servers and curve scheduler to support different curve definition(templates). This involved enhancing existing pricing and curve scheduler components and use of internal quant libraries (GDA)
• Worked on enhancements and maintenance of Trading framework (PANTHER)
• Worked on fixes for front end GUI (in Java)

Sep 2007 – Jul 2009 · 1 yr 10 mos

• Responsible for development, enhancement, and maintenance for low latency equities trading infrastructure components (messaging, rule engine, routers for fix-message and others).
• Major Enhancements in fix Router (Fix Message Multiplexer) which distributes fix Messages on different interfaces for performance.
• Development and enhancements in rule engine and trade enrichment components.
• Maintenance and enhancements of existing of C++ low latency equities trading components for DMA and OMS flow.
• Development and enhancements in other messaging components using SOAP messaging and internal protocols.

Jun 2005 – Aug 2007 · 2 yrs 2 mos

• Responsible for creating a prototype for VOIP enabled mobile handsets based on Ad-hoc On-Demand Routing on MESH network. Worked on development and enhancements and LAC (Layer2 Sublayer) for cdma2000 systems for Base Station Controller and then developed the Mobile Station side CMDA protocol stack.
• R& D in VOIP enabled Ad-hoc On-Demand Routing on MESH network.
• CDMA -2000 3G Protocol stack development. Development of LAC (Layer2 Sublayer) for cdma2000 systems for Base Station Controller
• Development of Mobile Station instance (protocol stack for mobile station) that maintains different sub-layers for call set-up and data transfer.