Consultant1994 - PRESENTIndependent Incorporated Consultant
- Independent Incorporated Consultant for major financial companies in the greater New York City Area.
Consultant2005 - 2011Merrill Lynch/Bank Of America
Technologies: C++, Perl, Java, , PostgreSQL, LDAP, Linux
- Designed and developed a library of C++ classes and APIs: multi-threading APIs and objects; Unix/Linux /POSIX resources; Oracle Call Interface, and PostgreSQL; XML parser, based on Gnome's libxml2; HTML/XML generator; LDAP client; HTTP application server.
- Designed and developed an XML-over-HTTP service that offered access to data in Oracle and PostgreSQL databases. Automatic generation of technical reference documentation using HTTP, XSLT, Docbook XML, and HTML.
- Worked with the system engineering team to develop a new global software turnover/release deployment infrastructure offering a wide choice of free software development tools: multiple versions of C and Java compilers (gcc, Sun Studio 11, Sun Java VM), a large library of Perl modules, and many popular Linux development tools. All software was built and deployed for multiple supported hardware platforms (32 and 64 bit Linux, and Solaris). Designed and developed software tools for managing deployment of third-party and homegrown software into the newly-built infrastructure.
- Designed and developed comprehensive infrastructure (Perl scripts) for handling and archiving a wide variety of vendor data feeds, received via FTP, HTTP, and IMAP: Compustat Xpressfeed; MSCI Barra; Capco; FinancialCalendar; LSE Director Deals; Reuters-Multex, Markit equity index composition, and many others. Designed and developed infrastructure to download and archive daily tick data from production market data servers.
- Coordinated migration of production infrastructure from Red Hat 3 to Red Hat 4 (2006) and Red Hat 4 to Red Hat 5 (2009). The RH4 migration was an upgrade in place. The RH5 migration was a parallel upgrade.
Consultant2003 - 2005Morgan Stanley
Technologies: Perl, Java, XML, SOAP
- Development and support of a high-profile, firm-wide, middleware multithreaded server application that disseminates market data from multiple data sources via an XML/SOAP interface. Maintained a Solaris and Linux platform.
- Reviewed internally-developed XML/SOAP API infrastructure and conducted performance analysis. Developed proposals to improve the system response time and internal software architecture.
- Developed regression tests for quality-control purposes.
- Designed new XML/SOAP message formats. Created new multithreaded classes.
- Developed Perl modules for client access to the XML/SOAP server.
Consultant2002 - 2003Instinet/Reuters
Technologies: Perl, C++, Oracle, Sybase, Unix, Linux, Solaris, HP/UX, TCP/IP, Perl, Java, Swing
- FIX reporting: worked with Oracle DBAs to analyze the performance of the real-time FIX support tool; redesigned the tool's SQL to gain a five-fold improvement in performance.
- Reporting: developed real-time web-based reports that report on missing/lost data in Instinet's internal ECN, after network failures or other production problems.
- FIX reporting: worked with the business unit to design and develop a prototype for a new reporting tool that monitors the status of all client FIX sessions in real-time. Used by customer service in handling client inquiries.
- Converted the customer service support tool to a Java/Swing applet/Java-WEBSTART application.
- Systems/IT engineering: Built, verified, and certified custom configurations of the latest Perl release to be used as a foundation for a future heterogeneous (Linux/Solaris/HP-UX) IT development platform. Built, verified, and certified add-on Perl modules (including the Perl Oracle driver).
Consultant1997 - 2002Morgan Stanley
Technologies: C++, C, Sybase, Unix, TCP/IP, Perl, INFORMIX, Java, Swing, JDBC
- Web development: created and installed web/CGI applications which generate real-time risk management reports for portfolio managers. Created a web-based reporting infrastructure for the GEAC SSR application used by portfolio managers to reconcile GIM2's ledger against custodian SWIFT statements in real-time.
- Data warehousing/database architect: designed a database used to archive historical accounting records. Converted and loaded mainframe data extracts. Developed a user interface to implement historical inquiries in real-time.
- EMU/Y2K conversion: participated in multiple consecutive cycles of acceptance-testing of new releases of the GIM2 application. The scope of new releases included: SunOS/Solaris upgrades, EMU/Y2K upgrades. Worked closely with the business unit to develop GIM2 acceptance/regression testing tools in order to verify and validate the accuracy of the new portfolio management system release. Ported company-specific GIM2 enhancements to the new releases.
- Y2K effort: extensively participated in producing the necessary documentation for the firm's auditors to certify GIM2 as Y2K compliant. Scope of work involved development of regression testing tools; development of tools to reconcile and certify the simulated post-Y2K environment.
- Reviewed, corrected, and enhanced a web application developed by a subcontractor.