To take a challenging and managerial role in the field of Computer programming and implement the expertise and experience gained in this field to develop complex project with efficiency and quality.

C#.NET, WinForms, VB.NET, ASP.NET, Bloomberg .NET API, Intex VB Wrappers, Markit.com API, Java (JSP/Servlets, JavaBeans, JDBC, JavaScript), Tomcat 4.1, Visual Basic, C/C++,  XML/XSL, HTML,  SQL Server 2000, Oracle PL/SQL, Sybase SQL, Unix/Linux, Photoshop, StyleReports, MS-Office, Project Management

Fortis. New York, New York 08/06-Present

Lead Developer/Business Analyst – Structured Finance Group

• Ensure branch has adequate funding and borrow or lend as appropriate.
• Run the morning monitor,  create and send the daily P&L. The process involves snapping the curve in Polypaths and then running a process that extracts information from Polypaths and places it in the P&L spreadsheet. The process also pulls in data from IDC.
• Created a module to update partial durations and automatically send to targeted list of people. Created in .NET (C#) it reads from the polypaths files and generates appropriate files via automation.
• Created an ASP.NET application for the entry of Synthetic CDO (CDS on ABS) trades.  This system was called CDS Net and was created as an interim solution while waiting for the bank’s firm-wide valuation software (Sophis Risque) to complete the CDS module.  No module was available for CDS at the time.  CDS Net calculated accruals and allowed traders and trader support personnel to track credit events.  Traders were able to enter and update spreads which would then update marks to market.  Cash flows used for the mark to market calculations were generated using INTEX desktop and later automated through Intex’s VB wrapper subroutines.  Used SQL Server 2005 as the storage engine and stored procedures for the inserting/updating of the data.
• Managed the creation of a Windows Forms application using C# and SQL server 2005 that tracked CDO cash transactions.  Created the specification and design for an external programming resource to handle the input and validation for the form.  Managed an internal programmer for the incorporation of the input module and any changes requested by the front office.  Created a Bloomberg interface for the capture of any Bloomberg data that is part of the CDO cash transaction.  Reviewed the process for capturing credit events from Markit.com’s RCD file that was sent on a monthly basis.
• Created a C# Windows Forms application for firm’s middle office that allowed users to enter prepay and default rates and generate cash flows that would be uploaded into the bank’s valuation system (Sophis Risque).  This program used Intex’s VB wrappers to obtain those cash flows and it wrote the results to comma-delimited formats.
• Created a Windows Forms application called Brussels P&L that read the daily spreadsheet that the bank’s middle office produced from Sophis Risque.  This information was needed by the bank’s head office in Brussels.  It was extracted and reformatted into a tab delimited file and automatically sent via email to the risk group in Brussels.
• Worked directly with front office traders and structurers to create a Windows Forms Application that tracked assets of CDO portfolios that the bank owned.  The system was called Portfolio Asset Manager (PAM).  The system retrieved much of its data from INTEX desktop using Intex’s VB wrapper.  The data provided by Intex included such items as 30, 60, 90 day delinquencies, foreclosures, real estate owned (REO) and bankruptcies as well as 1 month, 3 month CPR, and credit enhancement information.  The system used this information to calculate coverage ratios among other statistics.  Intex’s tracking of rating agencies ratings were not reliable so the Bloomberg API was used for this information and integrated within the system.  SQL Server 2005 was used to capture the data.
• For the PAM system, created a Windows Forms application that loaded both portfolios that existed in Intex’s database as well as custom portfolios that the traders wanted to track based on a list of CUSIPs.   The user would create a spreadsheet with CUSIPs that were either CDOs or a custom set of CUSIPs that contained the various assets that made up a portfolio according to the trustee reports.
• Worked on a team of two implementing a project called Spartan which monitors exposure to Structured Credit portfolios.  The system was responsible for obtaining nightly feeds from Markit.com, Bloomberg API, Intex via VB Wrappers and from Sophis.  It reported to management the Sophis, Broker, and Markit.com marks.  It also allowed management to view rating changes from Bloomberg and historical credit spreads.  The system was written in C# with SQL Server 2005 as the database.

ABN-AMRO.  New York, NY 02/05-05/06

Sr. Developer – Asset-Backed Securities

• Implemented compression logic given by Sallie Mae to consolidate large amounts of individual loan data into representative lines. Used MS-Access as the database and Visual Basic for Applications for the compression code.
• Created a structuring tool with functionality similar to Intex Dealmaker but geared towards Sallie Mae’s student loan model.  This model was developed in Visual Basic 6.0 Enterprise Edition. The source database is MS-Access and imports the compression database to use as the input to the model. It also allowed assumptions such as CDR and loss curves to be entered.
• Started the migration of the Sallie Mae student loan model into .NET 1.1 framework using VB.NET.
• Added the ability to create MS-Excel spreadsheets from student loan model. The created spreadsheets contain full formulas that make up the cash flow model.
• Created a Web-based tool in Java/JSP/Java Beans for the purpose of sharing deal information with the ABS department.  This replaced the current method of creating multiple copies of a MS-Access database and sharing those copies among the group members.

TDP Software, Inc. 07/03-01/05

Architect/Lead Developer/Coordinator

• Implemented a web-based order entry/truck dispatch system. The system captures orders to later route and dispatch for a large manufacturer of food products and uses Tomcat 4.
• Constructed a multi-tier architecture using JSP/Servlets/JDBC and SQL Server 2000
• Built data transfer components using Java/XML and ASCII-based transfers to and from legacy ERP package.
• Led development team on approach and proof-of-concept for reports.
• Responsible for the setup, configuration, and tuning of Tomcat Web server.
• Created the data model using proper normalization procedures.
• Responsible for DBA activities. Created all database instances, tables, views, indexes. Designed stored procedures for the system.
• Managed the outsourced companies that were used to assist in the development of the components.

Beginning To End Computing, Inc. Sloatsburg, NY 11/02-06/03

E-Commerce development.

• Show product categories and highlight those categories accessing rollover menu items using JavaScript.
• Shopping cart using JSP sessions and JavaBeans for saving cart information.
• Product display using XML/DOM (in Java).
• Orders and shopping cart information are stored in a PostGreSQL database.
• JavaMail API used to send order confirmation and details to customer.
• Merchant account enabled via third-party commerce exchange (2Checkout.com).

JP Morgan/Chase. 5/01-10/02

Performance/Risk Management system

Lead Developer of performance-reporting Web-based statistical package

• Gathered requirements, and completed analysis, design and architecture of components and technology. Used the Model/View/Controller pattern.
• Developed middleware components (JavaBeans) in Java and JDBC to access Sybase stored procedures.
• Developed EJB components for the statistical interfaces
• Developed statistics modules for use in performance measurement.
• Wrote stored procedures in Sybase for the custom tables created used in reporting.
• Wrote reports using Inetsoft’s StyleReports package.
• Used ant to deploy all packages and code to WebSphere application server.
• Integrated XML and developed DOM modules to report footnotes in reports.
• Performed analysis and design for rewrite of a Visual Basic performance system.
• Reverse-engineered the Visual Basic system including all two-tier (direct database connection) modules that required integration into the middleware tier.

Analyst Performance input tool

Belvedere Country Inn. Stamford, NY 2/01-4/01

Hotel Reservation System

• For JSP, used Jakarta Tomcat 3 servlet engine.
• Used Apache Web Server for intranet access to system.
• Created JavaBeans for business logic and database access.
• Used JavaScript for input validation.
• Created MS-Access database to store guest and room information.