Audible

Senior Software Engineer

Bank of America Merrill Lynch

Trade Capture in Trading and Position Management System
•	Developed trade booking system for mortgage backed securities using the strategic platform in Python
•	Added bulk trade booking feature to book hundreds of trades at once 
•	Improved the single ticket trade entry performance of Trade Manager from 13 seconds to less than 1 second
•	Enhanced trader’s usability experience by improving subpar bond data to match market standards
•	Wrote extensive test cases using Python unit testing and mock framework

Trading and Position Analytics 
•	Designed and developed a distributed trading analytics system in Python to price bonds using publisher subscriber architecture
•	Created REST api to calculate risk metrics for bonds using external pricing apis like Intex, Bloomberg, Sofia
•	Implemented various clients like UI/Excel plugins to display these risk calculation metrics to help traders take informed decisions
•	Scaled this system to handle increasing number of calculations using distributed processing

Automated Trade Allocations
•	Designed and developed automated trade booking systems to allocate TBAs/Stipulated TBAs to AgencyPools using program and coupon 

Developer tools 
•	Developed web utilities using Python, Flask in the backend and HTML, CSS, JavaScript, Jinja templates on the frontend to fast track incident investigation and resolution
•	Developed health monitoring system to proactively detect delays, failures and alert dev teams

Dilip Oak's Academy

• Analysed the requirements and the approach to develop the University prediction algorithm which predicted a students’ probability of getting into the desired school given a number of factors like GRE score, undergraduate score, work experience etc
• Developed the algorithm using huge amount of past admit data. The mean and standard deviation of admit data for each of the factors like GRE score was calculated considered the base score. The incoming students score was compared by checking how far it is from the base score and points were assigned accordingly.
• The addition of final points decided the probability of getting an admit, after applying few business rules on it.
• Wrote the algorithm and supporting scripts in Perl. The output of the algorithm was a JSON object which was further used on the academy’s website, developed in Java.
• Used statistical computing tools like R to check the performance of the algorithm.

Software Engineer Intern

Persistent Systems

• Worked as a part of the Yahoo team to facilitate transparent advertiser migration from Yahoo to Microsoft.
• Understood the end to end workflows involving several components like Ycrm(central database), AMMD; portal for account managers, Migration portal; UI for advertisers, Task execution Engine (creates advertiser account and invokes Transformer and Uploader), Transformer (transforms Yahoo advertiser data compatible with Microsoft adCenter using specific rules)and Uploader  (it uploads the transformed data into the Microsoft adCenter system).
• Worked on the UI for the US and India migration and was shifted to more complex components like transformer and Uploader for UK migration.
• Wrote Perl scripts for user creation, server connection to reduce much of the manual work.

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