Enjoying life.

Sole dedicated developer for the MTG equity trading desk; I have written several API's to collect data and deliver data to different types of applications; Wrote dll's to provide software developer tools to accelerate the development process. I have created Excel add-ins, using C#/.Net and ExcelDNA, that allowed the team to off load data from Excel into our relational database, extract time series into their Excel workbooks and provided proprietary Excel functions that allowed our traders to run statistical analysis on those times series across several equities to aid in our trading strategy. Provided functionality to run sophisticated filtering on a database of 1200 banks. Other responsibilities included providing daily support for legacy Linux applications, legacy window applications and database maintenance.

A senior member of the Analytics team building front office trading applications and utilities for the Credit, Fixed Income, Equity and Commodity trading desks. Applications and utilities I have designed, built and managed:• Real-time access to track our Asset Utilization and Liquidity throughout our firm across both our internal and external platforms.• Analyze butterfly spreads for emerging market swaption volatilities and Japanese Government Bonds. Employing flexible statistical analysis on time series to create a view for the best/worst case spreads.• Automated daily process that inspects the validity of the emerging market ATM swaption volatility data we use to build our volatility surfaces.• Automated data loaders to read data ( from email, excel, pdf, and html files ) and to store this data to Sybase and/or AssetControl on a daily basis. Much of this data is used for our analytical modelling and pricing of the many asset types we support.• Excel add-ins( XLL ) using C#. Add-ins provide access to our Analytical library, time series data, security master, vol surfaces, yield curves, calendar data and business logic.• Designed and developed our automated Test Harness for our in-house analytical library to ensure recently changed code did not compromise our valuation models• Designed and developed our in-house Risk Reporting framework whose reports get delivered daily to our trading staff. Leveraged this Risk framework to deliver an Excel application to provide our fixed income traders with a What-If Risk analysis tool.• Developed Excel framework (XLL) using C# that provides developers a simple mechanism to add proprietary functions that can be easily exposed in users Excel sessions.• Designed and developed our in house Excel access to our External Management system, allowing users to quickly retrieve any and all information on multiple funds.

Developed a C#/.NET framework for BlackRock's Aladdin system that allows end users to securely access data and analytics from Excel-based interfaces.Designed and implemented a C# library (.dll) to process encrypted credentials between disparate systems for authentication. Leveraged named pipes to manage access between systems.Collaborated with several BlackRock development teams to integrate the new Windows frameworks and libraries into their standard source code project repository and build process.

As hands-on member of 7 person team responsible for the design, development and delivery of the primary suite of front-office trading applications that are used by the Traders, Marketers, Risk Management, Operations and New Products groups globally. Team is also responsible for development of all software that is used in the nightly processing of all trades. All projects required collaboration with Quantitative Development Group (QDG), Risk Management, Traders, New Products and Oracle DBA’s. Lead architect in an effort to design, develop, document, and deliver AIG-FP’s proprietary Excel based add-in software. The software provides users with access to the firm’s business logic, analytics and data. This software contains a large suite of functions, including pricing and hedging capabilities, that cover Interest Rates, Equities, Equity Baskets and Commodities products. This Excel plug-in is deployed globally on every desktop computer in the firm and included support for real-time market data feeds (such as Bloomberg and Reuters). The software is used by the New Products group to aid in the prototyping new pricing models. All of the software components are written in C. The components are comprised of XLL’s, DLL’s and statically linked libraries. All database access code is written using Oracle’s OCI layer.

 Lead Member of technology team responsible for driving the software development for the front to back office suite of technology. The Principia Analytic System (PAS) application specialized in fixed income, equity, foreign currency and fixed income derivative instruments.

Led the design, development, and implementation of a Treasury Trading System (Tracker) that provided traders the ability to price off-the-run treasuries based on real-time movements on the on-the-run Treasuries. Direction for the Tracker software was guided by the direct communication with the traders on the Treasury desk. Tracker calculated implied cash via bond futures and bond basis, implied repo, cost of carry and cheapest to deliver. Software was written in ‘C’.

Software Developer of MBS trading and research applications that were used by the Fixed Income Research department and the MBS Trading desk.