A synopsis of projects:
Big Data Application
- Contributor in developing Content Delivery Network for Weather Data at MIT for Federal Aviation Administration (FAA) and Quality of Service
- Enterprise Common Service API to delivery weather data to FAA Towers and Control Centers
- A monitoring tool based on JMX to the virtual and metal machine and their through puts and data for Quality of Assurance (QoS) architecture and its implementation
- FAA Weather overlay on runway maps and 3D maps based on Lucid, google earth
- Contributed to reference implementation of Web Coverage Service and Web Feature Service
- Received a 3 year funding to collaborate with MIT on campus Principle Investigators (PIs) to research and develop a tool to extract and discover Knowledge from Unstructured and Structured information
- Net Asset Value (NAV) dissemination to Markets
- Designed and Developed cloud architectures for Weather Systems for FAA
- Conducted extensive experiments on various Cloud Architecture to find optimum virtual machine size for scale and performance for the Weather Systems
Investment Management Systems
- Designed and delivered a Real-time Cash Management System, a core system at Putnam, which facilitates trading strategies and portfolio decision-making capabilities. It is a highly scalable advanced system built on distributed cache and application servers.
- Designed and delivered an FX trading management System, which became the primary platform at Strong Capital (Wells Fargo). This system enables Foreign Exchange forwards and futures to be executed. The executed trades are then communicated to prime brokers and custodians through SWIFT messages using SWIFT communication.
- Successfully designed and deployed various components of Equity, Future, Fixed Income Trading Systems at Strong Capital, Wellington Management and Putnam Investments.
- The electronic trading platform based on FIX messages using the FIX protocol is the primary gateway for Putnam to communicate all their trading (Equity and Fixed Income) activities to brokers. These activities include IOI, orders and executions.
- The Automated Derivatives Trade Confirmation process at Putman won the “Best Post-Trade Technology Implementation Of The Year Award” in 2007
Delivered Vended System Integration and Customizations as follows:
- Customized Charles River Trading (equity and fixed income) for Strong Capital and Putnam
- Integrated Charles River with Market Access and TradeWeb for Fixed Income trading at Putnam
Electronic Trading Platform/Gateways
The electronic trading platform based on FIX messages using the FIX protocol is the primary gateway for Putnam to communicate all their trading (Equity and Fixed Income) activities to brokers. These activities include IOI, orders and executions.
- FIX based messaging Equity, Fixed Income (Mortgages), Indication of Interest
- Designed and Implemented Electronic Trading (FIX) for Equity, Fixed Income, and Derivatives. Used Transacttool for the FIX engine
- SWIFT based messaging – settlement instruction for Foreign Exchange, Corporate Action
- Integrated FIX messaging in CRTS with Market Axcess and TradeWeb
- Webservice to service various types of trading data requests both transactional and reports for trade, taxlots, positions, accounts, and so on (AFC)
- Corporate Action
- Settlements Processing (Equity and Fixed Income)
- DTCC matching Utility – enhanced processing to minimize false negative that reduced the work load by 80% and significantly increased the efficiency.
- Security Lending
Investment Management Domain Knowledge (How investment business works)
Subject matter expert in the investment management business processing.
- Knowledgeable in Equity/Fixed Income Trading and their work flow. Understanding of various securities trade processing from end to end (This was recognized by my superiors with a highest rank in my reviews at Strong for “Functional/Business Knowledge” category)
- At Strong played an instrumental role in STP processing of trades – equity fixed income. Gathered requirements, developed work flow and also implemented the post trade system
- Took a Straight Through Processing (STP) initiative at Strong and was instrumental in educating and building STP group in the company (Strong)
- Gave presentation at various levels in the organization (Strong)
- At Strong worked closely with traders in gathering requirements and capturing the work flow for implementation which I implement
- At Putnam worked closely with Fixed Income traders and trade associates to implement electronic trading with Market Access and TradeWeb with CRTS system
- Understanding of SWIFT and FIX messaging
- Understanding of STP and T+1 requirements
- Understanding of Virtual Matching Utility and their impact on trade processing