Supported, primarily, the openlink endur application, but also several other applications and custom processes including EOD

Responsible as the contact for the primary repository for currency rate, discount rate, forward price curve, settles price, volatility surface, and skew information as well as calendars and configurations for MLCI.

• Designed, implemented, and maintained trade handling process which utilized python, sql, and some Unix utilities to extract trade data from all the various trade systems (OpenLink, Solarc, and several other in house systems), de-normalize and transform, store, and finally feed the trade data into the Algorithmics RiskWatch risk calculation software.• Designed, implemented, and maintained market data pulls (using Python, SQL functions, SQL stored procedures, and Unix) for utilization by the risk calculation scenario generation engine as well as calculation results post-processing.• Optimized schedule and performance of VaR calculation process to provide end of day VaR.

• Performed Software development and maintenance using C, FORTRAN, Python, and Unix/Linux tools.• Delivered software through all phases of NASA’s industry-leading software lifecycle process - led meetings and technical reviews accordingly.• Rehosted several mission critical C and FORTRAN applications from an AIX/PowerPC architecture to a Linux/x86 architecture.• Maintained and developed critical software for use in the mission control center and provided quality assurance by writing, performing, and analyzing the results of test cases using Python and Linux/Unix tools.