Greater New York City Area
• Work with business analysts to analyze and understand different kinds of trade flow like DMA(Direct Market Access), voice and care , strategies like calendar spread and algos used for trading.
• Analyze the fix messages received from the vendor system. Study the data in the fix tag to find out if any mandatory tag or data is missing for the regulatory reporting.
• Identify different kinds of trade data streams like client side and market side data to design the table structures for mapping data in Oracle database.
• Create MQ consumer and wrappers classes to consume and process the MQ messages.
• Develop classes to translate MQ and fix messages to the gateway event classes.
• Design XML based configuration to create multiple events out of a single event based on the business logic.
• Create classes to persist the generated event or xml messages into persistence storage files.
• Develop class to process the message and store into Oracle database using JDBC.
• Develop class to read the messages from the persistence files and load into the gateway just like the vendor system sends to the gateway. This prevents data loss in case of any production issues.
• Design MQ producer class to send MQ messages to the outbound systems.
• Develop Mock JUnit Test cases to mock Business functionality testing. Did JUnit data validation against database.
• Shell scripting to build, deploy and run the gateway, reports. Schedule crontab jobs to start, stop the application and run and upload reports.