- Working with the Mortgage Trading Desk in support their existing analytics systems. Supporting Excel spreadsheets written by the traders or earlier developers. Updated the functionality of the sheets and improved the efficiency. Most work done in VBA. Also supported C# and Python processes developed by Quantitative Analytics Group

Sr. Programmer / Analyst. Trading Systems- Worked with the Trading Desks and Operations Group to develop and expand the fixed income/money market trade capture system into a broad market trade capture, straight through processing, analytics, position management, and funding system, optimizing performance and function in C/C++ using Sybase. - Added connections to external systems using IBM Websphere and FTP.- Expanded the system to include internal auto funding functionality, risk analysis capabilities and the handling of non-fixed income instruments such as FX, FX swaps, equities, options and swaps as well as money market instruments such as commercial paper and loans & deposits.- As part of the Broker Dealer Books & Records and Compliance working groups ensured that all S.E.C. 17a-3 books & records requirements were met. - Created specific trade-capture capabilities to facilitate Structured Investment Vehicles.- Wrote a system to identify and report unusual or dis-allowed activity to the risk control and compliance departments in C# using SQL Server.- Worked on Solaris, Linux & Windows platforms using C, C++, C# and some Java and Perl. Used Sybase and SQL Server databases and MQ/WebSphere and OpenServer messaging.- Did support for other system’s reporting functionality in Java and Perl

Senior Programmer / Analyst- Worked with traders and controllers to create a real-time system to mark all Repo and MMKT positions to market and calculate P/L for the desks, do hedge analysis, report funding requirements and match positions in C/C++ using both Sybase and Oracle. - Developed Global Money Market accounting system based on Kondor+ and other trading systems having both batch and on-line functionality in C/C++.- Wrote NPV cash flow and accrual reporting system for performance reporting for the global Money Market/Repo and Treasury business area controllers in C/C++. - Wrote Metals trading system in C/C++ using Oracle.- Provided basic database and C programming support for other desks.- Wrote GUI code generator for the X-Windows/Motif UIL files and the C interface, as well as SYBASE and ORACLE open DB. All work was on AIX machines using Motif.

Senior Programmer / Analyst- Designed, developed and operated a fund pricing system and associated analytics for Munis and taxable bonds that included a treasury and mortgage market monitor screen, market analytics screens and reports, live market price capture system for treasuries, price/yield calculation routines, various tolerance reports for price changes and maintained pricing for mortgage pools and corporate bonds in C/C++ and HTML.- Upgraded third party application to allow analytics for bonds other than U.S. Treasuries as well as to make it user-friendly and to produce output more in line with expectations in C on Windows. - Designed and created a Sybase database for intrinsic bond data and pricing information and wrote an interface to connect a third party application to it and a database maintenance interface. Wrote Windows NT based bond analytics package to demonstrate a newly developed network interface. - Wrote Mortgage Pool loan data analysis screen on Windows in C.

Senior programmer / analyst in the F.I. research department- Designed and coded portfolio pricing system to allow the CMO sales departments to present an up to the minute valuation report for their managed portfolios.- Developed an offerings system for the Adjustable Rate Mortgage desk.- Developed graphic prepayment projection analysis and yield analysis screens for CMOs.- Assisted in the programming of the basic yield analytic functions for CMOs and ARMs.- Developed specific trade capture and analytics for the Corporate Syndicate Desk.- Developed several client server functions to provide information for applications on Solaris.- All work was on DEC VAX/VMS using RDB .

Senior programmer and systems analyst in FX technology- Upgraded Fortran FX, FX swap and FX options trading system from RMS to an RDB based system.- Assisted in the design and coded a market risk analysis system for the FX trading system.- Upgraded a rates and position tracking system to increase throughput and accuracy of data.- Replaced the profit and loss reporting system, adding functionality and increasing speed. - All work was done in Fortran with Neuron Data Graphics on DEC VAX/VMS using RDB.

Project manager and senior systems analyst- Designed and coded the proprietary database package used for the Municipal bond system. Maintained and upgraded the other proprietary database systems.- Designed and coded the municipal bond intrinsic data system that stored and retrieved all the information needed to do price/yield analysis or to trade the bonds, various municipal market functions such as a new issue calendar, new issue statistics, called bond service, defaulted bond data and secondary market bid/offer systems.- Designed and coded the storage, capture and retrieval system for historical price and volume data for all financial markets worldwide, allowing analysis of trends and inter market relationships.- Responsible for designing, writing and maintaining the trade and price tracking systems.- Designed and coded the storage, capture and retrieval systems for third party data sources such as Extel, Compustat, Citibase and the Money Market Directory, allowing analysis of trade activity from various perspectives.- Managed in the Muni Bond and historical data systems groups. Was responsible for defining the projects, designing systems, setting priorities, coding and assigning projects to the other members of the group. - Developed various utilities, such as a command processor, a sort utility, a copy utility, a tape reading utility and various formatting routines. - All work was done in Fortran and Assembly on Perkin-Elmer computers.

- Designed and coded real-time interactive data retrieval and calculation routines for Treasuries. - Implemented automation of trading operations at a client including hardware and software installation and client training. Wrote a print spool utility for trade confirmations.- Maintained OS configuration utility and was responsible for operating system generation.- Adapted file manager, buffer manager, IO manager along with related task management tasks for multiple system environments.- All work was done in Fortran and Assembly on Perkin Elmer computers.