Master of Science – Computational Finance
• Financial Concentration: Accounting, Economics, Corporate Finance, Investment strategies, Portfolio Management, Analysis and Pricing of Derivative instruments.
• Technology Concentration: Monte Carlo Simulation, Time Series Analysis, Scientific Computing, Software Engineering for Financial Markets, Artificial Intelligence.
• Independent study-Developed: Exchange Engine to be used as teaching tool for Finance Classes, Eurodollar spread analysis tool, Bond Pricing & Analysis application, Stock Pricing Calculator based on the Dividend Discount Model, comprehensive accounting system for personal use.
• President, Student Council- Computational Finance.
Technologies Used:
C++, Linux, SAS,MATLAB,WEKA,Web2py, AJAX, XML,C#, Visual Studio(2005,2008), SQL SERVER(2005), LINQ,WPF, Python 2.5.
DePaul University, Chicago, IL 2001-2005
Bachelor of Computer Science with Concentration in Data Analysis & Database Development.
• Minor in Finance
Technologies Used:
C++,JAVA SAS, C#(1.1,2.0), Visual Studio(2003), SQL SERVER(2000),Access, VB6.0, VB.NET.
PROFESSIONAL EXPERIENCE
Neva Consulting, Mundelein, IL 2009-Present
Co-Owner, Developer
• Consulted my services to small proprietary trading firms within Chicago-Land area.
• Developed event driven components for real time market tools.
• Developed algorithmic trading strategies and calculations.
• Designed and implemented database systems for real time application.
• Developed theoretical value components used as algorithmic trading strategy.
• Built front end components utilizing WPF used for risk management.
• Developed end day reports analyzing current trading session.
• Built numerous custom controls used as analytical tools.
Technologies Used:
C#(2.0,3.5),C++, Visual Studio(2005,2008), SQL SERVER(2005), LINQ,WPF,ASP.NET, Infragistics, Xceed, , SQL Server Reporting Services 2005, SQL Server 2005 (stored procedures, views, table functions, UDFs, triggers),VBA.
JPMorgan, Chicago, IL 2007-2009
Investment Bank Technology – Associate Application Developer
• Lead development effort of Wind Energy Enterprise Application utilizing C#, T-SQL.
• Worked very closely with end users and business analysts to establish project timelines and resource allocation.
• Developed forecasting tools used for future wind farm investment analysis .
• Implemented Business logic algorithms used for historic data analysis of wind farm production.
• Analyzed existing core algorithms for potential performance improvement.
• Generated T-SQL objects used in reporting for Three Enterprise Applications.
• Implemented C# analytical classes used in business logic layers.
• Designed and developed Market analysis tools requested by adjacent groups including private equity and hedge fund organizations within the firm.
• Developed front end components utilizing ASP.NET, Window Forms and WPF technologies.
• Adhered to best practice design by following design pattern methodology.
• Conceived applications aimed at enhancing the development process.
• Participated in development of core C# Framework components used across all applications within the group.
• Responsible for report writing logic using Reporting Services and VBA.
• Developed Portfolio Valuation Management System & Tax Oriented Investment Management System both on the frontend and SQL backend.
• Participated in development of SQL Server Systems used by all applications within the group.
• Programmed Leveraged Leasing analytical components based on underlying business model in both C# and T-SQL.
• Enhanced development cycle by incorporating scheduling, unit testing and documentation of all development work.
• Produced report and application elements for Asset Valuation & Investment Analysis.
• Delivered pricing model modules for investment instruments.
• Participated in Data Conversion efforts from acquired corporations.
Technologies Used:
C# (2.0,3.5), SOAP Web Services, IBATIS,Visual Studio(2005,2008), SQL SERVER(2005), LINQ,WPF,ASP.NET, Infragistics,SQL Server Reporting Services 2005, SQL Server 2005 (stored procedures, views, table functions, UDFs, triggers),VBA, ACCESS, Lotus Notes, Team Foundation.
Accenture, Chicago-IL 2005 - 2007
Data Services – Developer
• Responsible for development and Analytics of custom built data warehousing application.
• Participated in data analysis projects requested by internal clients.
• Developed stored procedures for internal clients database systems.
• Performed in-depth analysis of validation errors of data within data warehouse.
• Created T-SQL Logic used for updating metadata tables.
• Participated in development of scripts used for data extraction purposes.
• Conducted root causes & data integrity analysis, modified DTS packages, VB scripts
when table built process was not executing under normal working conditions.
• Developed export XML files used for data migration functionality.
• Implemented DTS packages used for People Table build Process.
• Generated Views underlying Mapping Tables Data in the Master Reference Data Repository environment.
• Developed core stored procedures used for the table build process.
• Responsible for creating search query logic that would help track interfaces executing in the production
• environment.
• Developed Production Support Execution Management Tool utilizing C#.
• Involved in migration of development environment from SQL 2000 to SQL 2005
Technologies Used
C# 2.0, Visual Studio(2005), SQL SERVER(2000,2005)( stored procedures, views, table functions, UDFs, triggers), Crystal Reports, DTS, VB Script, XML, AUTOSYS
DevPoint Solutions, Buffalo Grove-IL 2002 - 2004
Application Developer
• Participated in all stages of the development life cycle.
• Conceived object pattern, data flow and architectural plans.
• Involved in development of financial applications utilizing C++,JAVA, VB,C#, SQL Server
• Analyzed and abstracted core algorithms for development and testing use.
• Responsible for development test case scenarios, unit testing.
• Worked as a member of agile team.
• Performed extensive testing of developed application upon roll out.
• Had direct coordination with clients, responsible for requirements gathering, user training.
Technologies Used
C#1.1,C++, Visual Studio(2003), SQL SERVER(2000)( stored procedures,UDFs, triggers) , Crystal Reports, DTS, VB6.0, XML, JAVA, ASP.NET, JavaScript, VISIO
INTERNSHIP EXPERIENCE
Allstate Financial Technology, Northbrook-IL Summer 2005
Allstate Financial Technology Intern
• Participated in development of two Allstate Financial Applications utilizing VB 6.0, C#
• Created and analyzed reports of annuities time value.
• Responsible for developing database logic using SQL*Plus.
• Provided testing of developed application and created testing documentation based on results.
Technologies Used
Visual Studio(2003), Oracle, VB.NET, VBA
Washington Mutual, Vernon Hills-IL Summer 2004
Information Technology Intern
• Responsible for development of a SharePoint Portal Site used by investments technology group.
• Met users for requirements gathering used in architecting the SharePoint Site.
Conceived data flow and architectural design plans.
• Presented SharePoint Site to upper management.
• Provided user training.
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Technologies Used
Visual Studio(2003), SharePoint, Visio.
