➢ 13.8 years of progressive experience in Information Technology with a sound background in working on C/C++, C++11/C++14 data structures, Design Patterns, STL, Unix, Jenkins/Bamboo, Chef,Oracle and Sybase database, Pro *C, GCC and XLC Compiler.
➢ Five years of hands-on experience in analyzing financial data products which include equities and derivatives reference data, market and pricing data, and fundamental research data from major exchanges like LCH, CME, CBOE etc.
➢ Solid knowledge on equities, derivatives and fixed income securities; Excellent performer in assuming project ownership; Detail-oriented and self-motivated with a learning attitude and a passion for success.
➢ Hands-on development experience on quantitative strategy models with quant teams and market risk teams.
➢ Enhancement of a VaR risk management and Greeks(Delta, Gamma, Vega etc.) monitoring system
➢ Contributed routines to WCF .NET application SMO(span margin optimizer), which used to optimize the margins calculated by SPAN for the US regulatory body CFTC(commodity future trading commission)
➢ Working with globally distributed agile teams and following scrum methodology to ensure delivery of high quality work with every iteration of fifteen days
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