Description
Summary * Extensive hands-on experience as a senior data architect, data modeler, ETL master, and SQL developer across a broad range of financial, medical, document, and subscription management systems in low latency, large transaction volume, distributed environments. * Comfortable dealing with senior management across both business and technology. A strong track record of innovation and leadership with multiple successful, large-scale, strategic implementations. * Strong focus on the business, partnering to deliver robust, efficient and maintainable systems on time and on budget. Continuously targeting evolving business objectives: entering new lines of business, increasing revenue, reducing costs, managing risks and enhancing organizational efficiency. * Expertise in the full software development life cycle from initial concept, thru brainstorming, requirements gathering, white boarding, presentation, garnering business sponsorship and funding, team building, mentoring, design and development, vendor negotiations, documentation, testing, data migration, global deployment, and on-going enhancement. * Team builder, problem solver, relishing intellectual challenges. Insistent on clean designs, well structured, clearly commented, robust, and maintainable code. * Significant Accomplishments * Served as the data architect, data modeler and developer of the databases, abstraction and access layers used in the product definition, trade capture, valuation, real time position keeping and risk management system used for equity derivatives, convertible bonds, program trading, statistical arbitrage, structured products, swaps, equity finance and a half dozen other desks at a leading investment bank. * Designed and managed the implementation of a high performance, object oriented, robust, versioned, transactional, distributed, multi - master, replicated object database, data API and caching layer managing terabytes of relational and image data over multiple regional data centers. * Architect of the gold standard, open architecture, fixed income indicative and valuations database used by a major information provider and of the legal entity, account, trade, position and product reference data model used by a major investment bank. * Extended a widely used risk management system to the full range of derivatives using a combination of rules, templates and metadata to capture product terms and bind analytics and valuation parameters. * Implemented a foreign exchange risk management system for commercial contracts, representing and storing terms as Lisp expressions, evaluating them under user defined scenarios and computing risk based on historical volatilities and correlations. * Led the development of the bank wide distributed computing architecture for a major financial institution spearheading the adoption of what are now commonly used technologies: desktop computing, relational databases, UNIX, high speed broadband networks, and file, print and compute servers. * Financial applications have run the full gamut of the trade life cycle: sales and marketing, pre-trade analytics, order management, automated hedging, program trading, trade capture, position keeping, confirmation and reconciliation, market and credit risk management, middle office, P&L, regulatory and client reporting, and physical delivery. Asset classes have included equities, foreign exchange, fixed income, commodities, asset backed securities, and contracts. Instruments have included cash, listed options and futures, swaps and the full range of OTC derivatives, structured products and contracts. Accomplishments * Served as the data architect, data modeler and developer of the databases, abstraction and access layers used in the product definition, trade capture, valuation, real time position keeping and risk management system used for equity derivatives, convertible bonds, program trading, statistical arbitrage, structured products, swaps, equity finance and a half dozen other desks at a leading investment bank. * Designed and managed the implementation of a high performance, object oriented, robust, versioned, transactional, distributed, multi - master, replicated object database, data API and caching layer managing terabytes of relational and image data over multiple regional data centers. * Architect of the gold standard, open architecture, fixed income indicative and valuations database used by a major information provider and of the legal entity, account, trade, position and product reference data model used by a major investment bank. * Extended a widely used risk management system to the full range of derivatives using a combination of rules, templates and metadata to capture product terms and bind analytics and valuation parameters. * Implemented a foreign exchange risk management system for commercial contracts, representing and storing terms as Lisp expressions, evaluating them under user defined scenarios and computing risk based on historical volatilities and correlations. * Led the development of the bank wide distributed computing architecture for a major financial institution spearheading the adoption of what are now commonly used technologies: desktop computing, relational databases, UNIX, high speed broadband networks, and file, print and compute servers. * Financial applications have run the full gamut of the trade life cycle: sales and marketing, pre-trade analytics, order management, automated hedging, program trading, trade capture, position keeping, confirmation and reconciliation, market and credit risk management, middle office, P&L, regulatory and client reporting, and physical delivery. Asset classes have included equities, foreign exchange, fixed income, commodities, asset backed securities, and contracts. Instruments have included cash, listed options and futures, swaps and the full range of OTC derivatives, structured products and contracts.
Accomplishments
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