Sanjay Das

sanjay_at_sanjaydas_dot_com



  • 12 years of experience in Equities, Futures, Fixed Income / Interest Rate, OTC Derivatives.

  • Experience/knowledge of front, middle and back-office processes in buy-side/sell-side environments.

  • Experience in working with Trade Management platforms (e.g. Calypso) .

  • Design, Architecture, Development, QA & Deployment of Financial Software Systems.

  • 25 years of hands-on experience in C++, Java, J2EE, XML, XSLT, multiple scripting languages. Middleware: ESB, JMS, Corba, Tibco Adapter SDK.



Experience

03/05 – now

Chenoa-Comtel

Edison, NJ




Technical & Strategic Advisor to design/develop/deploy a high frequncy trading platform for prop-desk of Brokers to trade equity and commodity futures.

Technical & Strategic Advisor to evaluate a range of solutions for buy-side institutions, such as:
- a Partnership Accounting package for an Asset Management Unit of a large Investment Bank
- an Accounting package for Fund of Hedge Funds
- a Data Bridge to interface Bloomberg Market data with Advent accounting system

Consultant to a New York based Investment Bank to implement a Credit Derivative front office solution based on Calypso. Gathered business requirements and implemented the requirements. Followed up with the users to test the implementation and achieved sign-off towards go-live.

Consultant to a New York based Hedgefund to design & develop the front-end for a trading platform based on a generic security model to support daily trading and hedging activities for both front/middle office handling a wide range of products.

Consultant to a Los Angeles based Insurance Company to develop a Pricing Application.



07/03 – 03/05

Morgan Stanley – Equity, FX & Futures Trading

New York



Server-Side Lead

Led the PassportWeb product development team.

  • PassportWeb is Morgan Stanley's web based Equity/Futures/FX Trading product using Java/Swing/J2EE

  • Responsible for delivery, deployment, performance optimization, continuing enhancements and day to day issue resolution.



09/01 – 06/03

SunGard –Energy Trading Risk Management

New York



Integration Development Lead

Integrate Caminus/Zainet commodity trading system with Commodity Exchanges & 3rd party software using XML/XSL, Corba , Tibco RV & J2EE middleware. Leader of a team that consisted of multiple ‘Product Managers’, Programmers, Testers & Documenters. Extensive interaction with clients for Spec gathering & shaping the product architecture.

  • RealTime Adapter (for Exelon Corp. PA) imports/exports Trade/ Counterparty/ Bid-Ask Price data to/from the SunGard Zainet system using XML/Corba. The product was designed after extensive design sessions with the client that resulted in creating new XML schemas & XML transformations from Zainet XML to the newly designed XML dialect. The product was subsequently sold to another major client in Europe. (XML, Xerces, Xalan, Tibco, JMS, SOAP, J2EE, Corba, XML Spy)

  • RealTime Adapter (for Hetco, NY) imports Trade/ Bid-Ask Price data from Zainet system using XML/Corba; transforms data using business rules & XSL and sends data using various transports to Document Repositories. (XML, XSL, JSP, J2EE, XML Spy)

  • RealTime Adapter (for Shell Corp, UK) imports Trade/ Bid-Ask Price data from various commodity exchanges to the Zainet system using XML/Corba/DCOM. (C++)



04/99 – 06/01

WIT Capital – Investment Bank

New York



Senior Technologist

Server-side Team Leader for a continuous on-line Auction System for Secondary & follow-on offerings in collaboration with ITG Inc. This site entertains thousands of persistent clients (via applets) and HTML clients to participate in a live auction. The back-end is entirely developed in Java on NT platform and deployed on a Unix platform. Interfaced the Auction System with US Clearing Corp’s Order Execution System & ADP’s BPS Advantage. I was responsible for technical design decisions, scalability, deployment, stress testing, coordination with outside consultants and every other conceivable server-side technical issue. (Java, JSP, Weblogic, Websphere)


Hooked up an Internet Based Equity Trading System

  • To a Feeding Service to receive live quotes/news & historical data via Corba/Java/C++.

  • To an AS-400 based Account Verification service via Java/JDBC

  • To encrypt & authenticate data transmission via SSL Encryption & Digital Certificates



09/97 – 08/99


Goldman Sachs -Asset Management

Princeton, NJ



Architect

The project aimed to distribute real-time trading reports that are resident in one of 2 databases: Informix 7.x (Hosted on Solaris) and Btrieve 5.x (Hosted on NT). My mission was to achieve this goal and in the process setup an infrastructure for future Web-Based projects. To that end, my achievements are:

Come up with a basic underlying design that is highly scalable & portable. It can scale to multiple Web-Servers, multiple Application Servers and access multiple Data-Bases. Business objects running in Application servers can be interfaced with both web & non-web clients. All servers can be run on either NT or Solaris platforms. (Java, Weblogic).


  • Identify, Evaluate, Recommend and Adopt tools such as Application Servers, Source Code Control etc.

  • Come up with a basic set of Java & JavaScript objects that are reusable across other projects.

  • Setup source-code control , Build mechanism, Coding & Documentation standards

  • Setup Software Operational Management hooks, Error Logging & Event Logging framework

  • Setup Testing tools/mechanism for large-scale Java testing & Stress testing HTTP servers

  • Come up with Security issues, Firewall configurations.

  • Come up with set of constraints so that web pages can be run on Microsoft Explorer 3.x,4.x & Navigator 3.x,4.x.

  • Evaluation & Comparative study of Software Development tools.



Education

BITS, Pilani, India

  • M.S., Computer Science [‘83].




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