- Risk Analyst and DeveloperGIC Private, Ltd.2014 - PRESENT
Technologies: Python, C#, SQL, VBA
- Created a fully automated batch reporting and analytic engine for weekly and monthly reports. The analytical layer is written in Python with Pandas, NumPy, and SciPy API. The analytical engine is linked with various front-ends like Excel (using some VBA) and TIBCO Spotfire. The VBA front-end was written by me.
- Built an internal website using a Python Django-based web framework to enable users to view the reports.
- Wrote utility apps using C# to provide the operations team with the ability to encrypt and decrypt their credentials and read the configuration file from Excel to run on-demand jobs.
- Developed Fix-Engine in Erlang.
- Built a market data framework using RabbitMQ.
- Supported a C#-based GUI.
- Front Office DeveloperStandard Chartered Bank2012 - 2014
Technologies: C++, Haskell, Erlang
- Worked on a web framework to display reports and market data.
- Understood the procedures followed daily by the energy traders sheets (contract rolling, vol-marking, etc.) used by various traders to provide a better automation process using VBA, C++, and Haskell scripts and faster response time.
- Developed a framework to be used on top of the Excel development SDK for creating an easy-to-use Excel add-in with C/C++. The add-in uses market data APIs from Reuters and Bloomberg. The whole package uses various design patterns for creating efficient and reliable code.
- Did end-to-end development involving the creation of an installer using NSIS and an open source Haskell library (NSIS). Wrote automated scripts to fully automate the deployment process.
- Front Office Quantitative DeveloperANZ Bank2011 - 2013
- Created bond pricing and inflation-linked instruments and developed an interest rates library.
- Developed software written mainly in C++ and MS SQL (interface with Excel and C#) for ANZ, which runs across four geographical areas (London, Sydney, HK and Singapore). Handled all the new development and supported the project alone.
- Developed a graphical browser application in C#. Wrote scripts in Python that are callable by C.
- Built robust regression tests for implementation of the quant library across various asset classes.
- Software EngineerIBM India2008 - 2010
Technologies: SQL, Python, C++
- Wrote Python and C++ scripts for building small utility programs.
- Prepared technical and functional specification for business objects for an oil company.
- Developed a business application in SQL and VBA.