Multi-threaded, socket-based Java™ 1.2 TCP/IP servers utilizing the following APIs:

• multiple threads to handle client connections, database polling, &c;
• multiple sockets to communicate with various trading systems.

XML Data Provider Service A service that encapsulates & hides all JDBC interaction with Sybase & uses JDOM & XPath to expose XML data to consumers.
Give-up Matrix Server A multi-currency "name give up" credit management service that exposes risk management information about specific counterparties to electronic trading systems. See UML diagram.

IT Chargebacks EJB prototype application This is a proof-of-concept prototyping application designed to evaluate EJB 1.1 technology. It is an internal application that allows the IT department to charge business units for development costs. It utilizes the following tools & technologies:

• SilverStream 3.0 application server.
• entity beans with both bean-managed & container-managed persistence.
• stateful & stateless session beans.
• declarative transactions.
• declarative security.

Commercial Mortgage-Backed Securities Rating Model application. This application is used by structured finance analysts to determine credit ratings for securitized pools of commercial mortgages. The data model & program logic capture all aspects of FII's CMBS credit rating model. Application features include:

• Data staging. Using Excel VBA & ADO 2.1, exports data from Excel to Oracle8i staging tables. Using PL/SQL & Java stored procedures, moves data from staging tables to permanent storage tables.
• User-friendly client. Using Visual Basic 6.0, ADO 2.1, & Sheridan controls, provide user-friendly client for data manipulation.
• Global temporary tables for model calculations. Using PL/SQL, Java stored procedures & denormalized Oracle8i temporary tables, performs property- & loan-level business calculations.
• Triggers for model relationships. Using Oracle8i database triggers written in PL/SQL, preserves correct relationships between model values.
• Browser-based reports. Using Visual Basic 6.0, DHTML & Microsoft's ShDocVw.dll WebBrowser ActiveX control, provides browser-based reports with pool-level summary information.
• Historical logs. Using PL/SQL & Java stored procedures, stores results of each model run in log tables.

XML-to-Oracle utility. This application uses Sun's Project X Technology Release 1 for transformation of partner's data. Application features include:

• Allows user to choose XML parser (Sun, IBM or Oracle);
• Allows user to choose output (csv, SQL or HTML); &
• Utilizes DOM interface.

Asset-Backed Deal Tracking application. This client/server work flow application uses Visual Basic 6.0, ADO 2.1 & Oracle 7.3. The application is used by structured finance analysts to enter data about current deals.

Credit Card Surveillance workbook template. This Excel data entry template has dramatically increased the efficiency of monthly surveillance of credit card deals. The workbooks use VBA & ADO 2.1 to send Excel-calculated data to an Oracle 7.3 database. Application features include:

• Allows analysts to view familiar Excel formulae, while storing data in centralized database;
• Exposes macros through floating toolbars;
• Allows insert, update & delete operations;
• Allows users to toggle simultaneous views of related worksheets;

Equipment Maintenance Insurance Premium Estimator application. Using Visual Basic 5.0, designed & wrote EMI premium estimation application, utilizing:

• Win32 API to read from & write to System Registry;
• OLE automation; &
• sequential file access.

WPG Database. Using Access 97 & VBA, designed & implemented database used to model & track dynamic warranty products business. The database:

• is split into front end & back end components;
• utilizes OLE & MAPI to send business users e-mail notifications of changes, & to send IT staff e-mail notification of VBA errors.

Profit sharing workbook. Using Excel 97, developed profit sharing application with easy-to-use GUI. The application:

• dynamically assigns pro rata or reverse rules earnings curves for appropriate number of years;
• divides premiums & profits across arbitrary number of warranty products; &
• allows adjustment of expense & interest rate calculations.

Other duties

• Provided VBA automation, support & troubleshooting for insurance accountants, actuaries & lawyers.
• Developed quality assurance test scripts for SQL Server 6.5 database application.
• Performed SQL queries against DB2 database & SQL Server 6.5 database.