To seek a position (Spark/Python analytics, java development) that offers professional challenges utilizing interpersonal skills, excellent time management and problem-solving skills.
Overview
19
19
years of professional experience
Work History
Technical Specialist
Citi Grp
Toronto, ON
09.2021 - 05.2022
Development and upgrades on Citi Velocity portal, AWS API Gateway REST APIs.
Hands-on experience in AWS, EC2, ECS, AWS concepts Lambda, Kinesis, AWS Python SDK programming and CLI tools, continuous integration and deployment, IAM, AWS analytics.
Define and document high level business requirements
Work with quantitative group on mathematical pricing algorithms
Development (C++, J2EE) and support of Counterparty Risk Management project: pricing of IR/FX and commodity derivatives with simulated futures and (commodity price) curves to estimate exposure in future (time buckets) using Monte Carlo simulation
Development included the areas of pricing, reporting and parsing of portfolio and market data
Newer project development included equity and fixed income counterparty risk; in addition to IR/FX and commodity and collateralized risk exposure.
Worked on the commodity system (parser, Monte Carlo diffusion engine and the pricing engine,) rewriting of the commodity parser and parts of the pricing code (C++) to port to a new server
Completed system design and development of the authentication and authorization subsystem using the relevant J2EE API (JAAS Authentication and Authorization, JSP, Servlets)
Signal Processing Developer
AT&T TELECOMMUNICATIONS
Somerset, NJ
05.2000 - 11.2006
Responsibilities include implementation, design, integration and testing of advanced signal processing solutions [FIR, IIR, FFT algorithms, C, C++]
Signal detection and estimation (Weiner and Kalman filtering algorithms)
Implementation of Kalman filter in Matlab and C
Implementing the latest FIR, digital modulation and sampling methods used in different sensor systems to improve the networking of the organization
Other responsibilities include algorithm design/research, direction finding, etc
OOD, design and coding of the credit card authorization process and remote database queries (implementing the company’s proprietary protocol) in C/C++ (Design patterns,) sockets API.
Trainee Signal Processing
Muller Software
06.1996 - 11.1996
Implementing the latest FIR, digital modulation and sampling methods used in different sensor systems to improve the networking of the organization
Planning for the implementation of new technologies used in the enhancement of digital signal processing algorithms
Checking beam forming and geolocation areas used in direction finding searched by different users.
Education
MSEE - Electrical Engineering
Columbia University
Digital Signal Processing Certification - undefined