Profile

User Profile

Skills Summary
C#, .NET, ADO.NET, WPF, WCF, SQL Server, MySQL, ASP.NET, Java, C,
XML, XSLT, HTML, CSS.
Bloomberg API integration with C#, Crystal Reports, RIXML (www.rixml.org).
Windows XP, Linux.
OOP, Design Patterns, Pair Programming, RAD, Full Product Life Cycle including Testing, Quality Assurance, Deployment, first and second line support.
Front Office: Trading Signal Generation, Black-box Simulation, Risk Systems.
Reporting, P/L Systems, Trade Allocation.
Back Office: Reconciliation (Activity & Cash), Net Asset Value (NAV) Calculator.
Equity Research Technology development.
Managing multi-party operational set up in hedge funds, and developed technology solutions to stream line processes and managed junior fund’s operations personnel.

Periodic Freelance: QuantMetrics Capital Management, London (a previous employer).
Development and re-engineering of the back office Reconciliation System for futures' position and activity to cater for new brokers (Merrill Lynch being the latest).

Oct 2007 – Dec 2008: Trading System Engineer at Trafelet Delta Funds, London.

Main responsibilities:
Liaising with New York division technologists to propose firm-wide solutions (Risk, Portfolio Management Systems and Portals) and their subsequent design, development, deployment, together with London division specific testing and enhancements.
Greenfield Trading Signal Generator design, development and support. Originally the system was in Excel, which was unmanageable.
Managing expectations for the London traders and communicate their requests to remote developers and IT managers in New York.
First line support for London division’s trading related applications.

Achievements:
Trading Signal generator: designed and developed a desktop application which generated real time trading signals (using C#/SQL Server/Bloomberg API C# integration) based on historical and real time last prices, 90 Day Volatility, long/short, bet sizes on equity positions. With the user interface, users also have ability to override these signals with actual trade prices, alter long/short positions, create & modify portfolios and download of historical prices. The system also calculated real time unrealised P/L at stock and portfolio level. The signal generation involved displaying real time Bloomberg data in Winforms.
Security Categorisation Tool: designed, developed and supported a desktop application (in C# / SQL Server) which allowed traders to associate bespoke thematic risk category to stock positions and produce exposure reports.
Portfolio Management System development: added code base (in C#) for the Portfolio Exposure calculations tab; end of day report generation code; historical trade report generation.
Designed and developed a Correlation calculator in C# for finding correlations between basket of stock and their hedges. For downloading prices, Bloomberg C# integration was used.



Nov 2006 – Oct 2007: Technologist at Quantiva Capital Limited, London.

Main responsibilities:
Front office: Technical lead for the ongoing development of Quantiva's black-box model for trading (signal generation based on long/short historical prices, volumes, trend, local maxima/minima of prices and momentum rules); development of P/L system.
Back office: ongoing development and use of in-house NAV calculator and reconciliation system.
Ensured daily and month reconciliation was done in timely manner, where I liaised with traders, brokers and fund administrators to do reconciliation and signing off NAV.
First line tech support for traders; working with external IT infrastructure support personnel.
Achievements:
Re-architecting, debugging and verifying of Quantiva Capital's black box trading signal generator named PARIS (desktop application written in C#, MySQL, Crystal Reports, Bloomberg API C# integration); I decoupled signal generation code and user interface code base, thereafter I verified the signal generation algorithm and resolved inconsistent buy / sell signals. I have also extended the black box simulation with new rules of exiting trades. Also implemented moving averages and fed that in the price graphs. I put stock split logic into PARIS.
Evolved PARIS into a High Octane Strategy (worked in smaller window of time and alteration in the exit strategy), and ran it in parallel with normal signal generator.
Re-engineered the database schema to cater for tracking of futures (price and volume) and options in PARIS, Position Monitor tool and the back office NAV system.
In Position Monitor tool, I have also tracked dividend adjusted returns on stocks.
I have extended the C# / MySQL desktop reconciliation system for futures and options; made the reconciliation flexible such that it could be done between dates.
Done month-end reconciliation with operations personnel and the fund administrator.

Mar 2005 – Sept 2006: Technologist at QuantMetrics Capital Management, London.

Main responsibilities:
Greenfield design and development of Reconciliation System and Front desk application.
Headed the day to day fund’s reconciliation/operations and build relationships with middle offices, execution brokers, clearing brokers and with technology/service vendors to streamline processes. I also also trained and managed a junior operations person.
Trader support - trading system support, allocation of trades, dealing with trade breaks (continual engagement with execution/clearing brokers), automating spread sheets, IT infrastructure support, dealing with operational requests from investors and Fund of Funds.

Achievements:
Successfully design and developed (without any business analysts and minimal of specification) a desktop C#/SQL Server reconciliation system (with multi broker support) for doing position and activity reconciliation for futures and equities. The system also connected to the Trader back office system using ADO.NET. The system allowed for historical reconciliation between dates and allowed searching functionality on historical trades.
Developed a Trade Allocation software which instructs an execution broker where to give up / allocate trades.
Developed C# / SQL Server desktop application to monitor allocated positions in the funds and managed accounts; this was especially useful to catch whether any of the traders were doing wrong future contracts by mistake.
Developed a database system for storing tick data and presented traders with C# GUI to effectively query to pull data from the data set.
Successfully built operational processes (including trade allocation) between seven different brokers (both execution and clearing) and QuantMetrics Capital Management.
Mar 2003 – Dec 2004: Software Engineer at Seventh Wave Systems, London.

Main responsibilities:
Lead developer for server side development.
Deployment and support at clients’ infrastructure.
Support the hosted services to clients.
First line of support for users requests.

Achievements:
GUI design and implementation (from specification to implementation) of the flagship Equity Research Distribution product named ReachIS using Windows Forms, event mechanism, MVC Pattern and Win32 programming.
Developed parser for RIXML and transforming it at run-time using XSL style sheets.
Prototyped ReachIS help in .NET HTML Help and developed the client’s cache manger.
Played an active role in architectural design of the server and, under the guidance of the CTO, I was in a team of two who carried out design and implementation of the server in C#, involving multi-threading, database design, ADO.NET, SQL (Oracle 9i).
Developed algorithms to fix broken RIXML documents.
Co-developed with CTO SASL Digest MD5 for user authentication and implemented tunnelling of the XMPP protocol through HTTP 1.0.

Education
MSc in Operational Research - London School of Economics, London, UK (2001-2002).
MSc in Computing - University of Leeds, Leeds, UK (2000-2001).
BEng (Hons) in Computing (2.1) - Imperial College, London, UK (1997-2000).
A-Level - St. James School, Grimsby, UK (1995-1997)
Mathematics (A), Further Mathematics (A), Chemistry (A), Physics (B).

Interest
Helping start-up companies in developing business idea, formulation of strategy, marketing and technology. I generally meet entrepreneurs through opencoffeeclub.org.
Building a marketing strategy for a gumtree / craigslist type of company but aimed as South Asian community.
Interested in micro-credit and training for ½ marathon 2009 (runtothebeat.co.uk) and hope to raise money for micro finance organisation.
Interest in finance, web 2.0.
Travelling: Adventure travel - Inca Trail and white water rafting in Peru; scuba diving in Egypt; Extensive travel in India and also travelled in USA and Europe.

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