Fixed Income Modeling. Fannie Mae Multi-Family, Intex CMO explode, Ginnie Mae Reverse Morgages, Private-Label CMBS, Commercial Real State, FHA loan subsidies to the Enterprises

Automated Risk (RMBS, CMBS, CDOs) Jobs and error reporting (Intex/LoanPerformance/Python)Automated loading/reporting CMBS loans. Automated load/reporting of Non-Performing Loans and Broker Offerings (Python/SybaseIQ)Migrated jobs from crontab to AutosysReplaced LIBOR for TSY in Total Carry calculationsImproved performance by parallelizing jobs (Linux IPC)Performed impact studies on requested changes/enhancements.

Loaded and curated Prime Mortgages (Sybase/Bloomberg)Developed Mtge Prepayment Reports (Unix/C++/Sybase).Automated reports on Mtge supplemental, delinquencies, foreclosures,tradeable float (ex-FED)Generated ad-hoc reports when requested by Mortgage Analytics Desk (Sybase/CPRCDR).----------------------Supported/enhanced the Night Cycle (Unix scripting/Autosys). Supported the FIX forwarders to the Exchange Links (Solaris/C++). Team developer of the Position Server backend (Solaris/C++/Oracle).Adjusted equities and options on Corporate Actions from OCC files (Perl).Implemented Single Stock Futures reconciliation (Visio).----------------------Interacted with traders adjusting/cancelling orders pending modification.Supported the nightly recon between and Back Office to Front Office feed (Unix Scripting/Perl)Supported the Static Master Database of Equities products across all European Exchanges.Supported Order Routing Systems and Position Server (C/C++)