● Lead strategic direction and vision of the firm’s global technology platform.● New Desks: Onboarded Macro, Rates, Credit, Converts, Relative value, Risk Arbitrage, Event Driven, Index Events and Quant PM’s from ground up as part of US office launch.● Data Platform: Implemented Data pipelines and onboarding of vendor datasets in a systematic manner for Quant desks. Interfaces: Snowflake, flat files, API’s, GUI.● Quant Tools: Built Portfolio Optimization, Hedging and BackTesting system for Quant desks.● Barra Models: Onboarded MSCI Barra Multi-factor models to power a number of firmwide Risk decomposition and P&L factor based attribution Quant Tools.● AI: Lead Tech team on new AI initiatives: Internal Chatbot, Broker Research parsing, sentiment analysis, SEC Edgar database company filings NLP processors.● Execution platform: Led design, architecture and implementation of low latency trading system● Build valuation, real-time P&L, market data feeds and risk management platform for all desks.● Vendor Systems: Implemented progressively designed business system landscape including new OMS/EMS (EZE, Instinet Newport) and real-time portfolio valuation system (Orchestrade)

Responsibilities include software engineering, architecture, product management, application support, vendor management, business intelligence, data engineering, data science, cloud, operations and all supporting infrastructure platforms. Improve delivery speed, accuracy and integrity of data to users. Leveraging best-practice data engineering to fully enable large scale data sets for informed business decision making. Partner with business to enable well informed build vs. buy decisions • Research: Consolidated front office research, exposures, and price targets and integrated with other internal and external systems.• PM: Built Real-time/EOD/Historical Portfolio Management, Risk/P&L capability with self-service customizations.• Trading: Built Scenario Analysis, Calculators (MTM, Opportunity Cost), Portfolio and Market Movers, P&L alerts, Pre-Trade self-services. • Front Office: Built Real-time Order, Trade, Position Blotters, Exposures/P&L/Qty vs. Price/Targets vs. Price over time. Created ability to customize data visualizations• Operations: Built robust End of Day Jobs- Pricing, Rollover, Reports, Reconciliations with PB's, Fund Admin, Syncing portfolio management info with external counterparties. • Accounting: Built EOD jobs to feed P&L into accounting system to calculate investor allocations, fess , investor reports and take ROR's back to portfolio management system.• Compliance/Legal: Management of various restricted and watch lists, Ownership% calculations and various EOD compliance monitoring jobs. • Audits: Prepare and complete documentation requested by Auditors on various exchange and market data audits.• Administrative: Manage Bloomberg, Refinitiv, FactSet, Data Feeds, Stock Exchanges, entitlements, attestations and other firmwide needs. Licensing, SOW, Recruiting etc.• Technologies: Python, C#, React, Javascript, TeamCity, JFrog, Octopus, Docker, AWS, Azure, SQL Server, Snow Flake, Hadoop, Redis, Celery, Kafka, Zookeeper, RabbitMQ

CLO PM/Trading• Built various tools and processes for front office that provide better understanding of CLO portfolios, Cash balances, equity ownership, and economical changes that affect holdings to help scale out with firm’s $12B CLO business. • Built Loan security Master: Full repository of Loan instruments/Issuers traded in the market (including New Issues) setup and integration with OMS/Loan Trading system.Compliance/Legal● Built RMS (Regulation Management System) from scratch that is able to handle all types of trading/investment restrictions: firm wide restrictions (such as MNPI related), fund restrictions (investor mandates/constraints), and regulatory restrictions (such as short sale prohibitions). RMS is fully integrated firmwide (OMS/Trading etc.)● Built real-time and EOD surveillance engine processes that runs various algorithm aims to detect a specific type of pattern associated with certain potential manipulative or insider trading activity.Finance● Built internal accounting platform and websites from scratch that supports various Finance teams: Investor Relationship, Fund Accounting, Tax, Management Company and PWC Audit.● Build Fund Historical AUM system at both the Firm and Fund level. System contains lead class return information which is the historical record of what was communicated to investors in monthly return communications.Operations● Implemented block trades and allocations, dividends, bond and loan cash flows, futures lots, repos, credit event processing, realized cash, option expiry, cross-currency swaps and clearing in firm-wide trade model.● Created pricing tools for equity total return swaps, variance and volatility swaps, and credit index tranche default events. Built funding requirements projection tool to optimize repo activity.● Created numerous tools and scripts to streamline and automate trade booking, amendment, affirmation and settlement.

Led team of 20 developers in the design and implementation of the exposure aggregation system in Quartz, bank’s strategic python based platform. Aggregation is set of processes to take Monte Carlo based simulation and valuation scenarios and apply various collateral, margin, netting, roll up business logic rules. The system produces PE (Potential Exposure), EPE (Expected Positive Exposure), EEPE (Effective Expected Positive Exposure) on various levels counterparty, legal entity, product etc. The system written in JAVA and Python leverages Hadoop based big data solution and Grid Map Reduce to process terabytes of simulation results. The system was designed to be modular and reusable. Its components were were used in Independent Amount calculation process by CVA/FVA/Capital desks, What IF/Scenario Analysis Tool (Margin Modeling), Concentration Risk (Country and Industry) and number of other production systems. Worked with CVA and Credit Quants to deliver major BASEL regulatory projects.Reduced memory usage > 20% in several JAVA based systems by fixing memory leaks with use of MAT Profiler.Made high volume overnight batch that calculates 4 million deals and produces 150 million exposure profiles faster significantly with JVM garbage collector tuning and adding Apache web server.Worked with Data Synapse Grid Engineering to add significant enhancements and fix bugs in Grid Infrastructure. This made our distributed computing applications more robust.Led close collaboration with Quartz Core head and leads about improving core Quartz components such as job scheduler and distributed grid system. The implementation of these resulted in better scalability and increased robustness.Initiated and hosted bi-weekly Technology Educational series program attended by more than 150 people. Led publication of several Quartz credit risk technology monthly newsletters.

Responsible for Bond and CDS QuoteSheet's Real-time Risk and P&L analytics. Major Accomplishments:• Built multiple real-time pricing and trading platforms for various fixed income products – Cash and Credit Derivatives. Decommissioned large legacy software systems. • Worked closely with fixed income desks - Investment Grade, High Yield, Distressed, Short term and Sovereign to get requirements and develop features.• Participated in global rollout and on-site user training new credit derivatives platform. • Assisted in college recruiting / interviewing, mentored new hires and worked with Enterprise Application Infrastructure teams to test new components.