Software Engineer
Managed a team on developing an forex trading desk analysis system on VaR risk and Greeksmonitoring. (Java, Oracle DB, Excel VBA)● Shared finance domain knowledge and provide assistance to other IT team members.● Led a team of 3 full time software engineers working on daily profit & loss, value at risk report.● Validated various derivative pricing models, including bond, interest swap and option,implementation with the forex trading desk.