Hastings-On-Hudson, New York, United States
Technical Project Manager with a Computer Science and Mathematics background working in the Financial Services field. I have 15 years of experience in software design and development and have worked on various front and back end platforms. I specialize in technology solutions while working closely with the business units. Specialties: Java, C++, XML, Servlets, Perl, SQL, FIX, FIXatdl, Bloomberg API, Reuters RFA, Crystal Reports
Member of the Board of Directors and Treasurer for MorDance
Technical Project Management for Market Risk Technology
Participating in Cohort 4 of the Climatebase Fellowship
Operating Systems Microsoft Windows XP/2000/2003, DOS, Linux, Solaris; Led technical team reporting to Program/Algorithmic Trading Desk supervising two programmers and supporting 6 traders. Designed and developed trading algorithms (VWAP/TWAP/Volume Tracker/Buyback/Pairs) in Java using the Portware Trading System. Wrote RMI application bridging Portware Java API with Bloomberg C++ API. Implemented EOD compliance reporting (OATS/DPTR/OTS). Wrote and supported overnight batch jobs sourcing data from numerous data sources. Developed Pre/Post trade reporting. Performed database administration and handled various networking issues. Passed Series 7, 63 and 55 license exams.
Developed risk management software using C++/Sybase for the Imagine Trading System, a real-time equity and fixed-income derivatives trading system. Responsible for implementing Portfolio Projections, Monte Carlo simulations, VAR and Risk Matrix snapshots of a portfolio's risk. Wrote IDL and server-side implementation of interface to the Risk Tools.