Trading Analytics Platform (TAP) is the next generation data and analytics engine for AQR

getting designed and developed from scratch. I joined as a first member for the team in India and was involved in all design and requirement gathering discussions at the initial phase. TAP consists of a Datastore on S3 , ETL Framework (EVMP and Loaders) , Validators and Analytics Engine on EMR for performing Trading Cost Analysis.

Tools & Technology : Java, Spark,S3,EMR,Redis,HOCON config

Responsibilities:

● Involved in analysis, design discussion and development TAP from scratch.

● Working directly with Researcher and Trades for gathering and analysing requirements of TCA

systems.

● Designed whole framework architecture from scratch supporting various asset classes.

● Designed and Developed EVMP (EXTRACT-VALIDATE-MAP-PERSIST) Framework based on Spark

which extracts, transforms and persists data to S3 from various data sources.

● Implemented specialised S3A committer to reduce latency of loaders

As part of Global Research Team(AWM) in JPM I delivered below two projects.

InvestX: provides Exposure,Benchmark Comparison and Risk data for various funds and

Portfolios modelled/un-modelled under Hibiscus Platform.

HEAT( Hedge Fund Exposure & Attribution Tool) which is used by AWM Due Diligence Team to monitor and benchmark performance of all hedge funds JPM invests in.

Tools & Technology : Spring Boot, React JS, Hibernate, Zuul, Eureka, Microservices Design.

Responsibilities:

● Involved in analysis, design discussion and development of HEAT.

● Migrated existing InvestX monolith to Microservice architecture using Spring boot.

● Developed HEAT from scratch and did end to end deployment to business users.

● Individually developed and deployed OpenID based authentication framework which is used across

AWM now.

● Worked directly with PM’s for gathering requirements and getting feedback on system.

● Setup of generic CI/CD pipeline for the whole team using JULES.

● Led requirement gathering , analysis and design discussions.

I was part of Investment Management Team in Morgan Stanley I worked on Datalink Platform.

Datalink is a centralised middleware framework which provides data from different data sources to high frequency trading and also reporting applications in real time.

Tools & Technology :Java, Spring, CXF Restful and Soap Web Services,

Hibernate, Spring-data-jpa, SYBASE,Jetty ,Ivy as dependency management, Ant as build tool, GIT as Control Version System, Agile-Scrum Development Methodology.

Responsibilities:

● Involved in analysis, design discussion and development Datalink.

● Designed and developed database schema and framework architecture from scratch.

● Involved in end to end development of various critical processing components such as

authorization, query generation and aggregation of data from different data sources.

● Individually developed and deployed business rules framework which is one of the critical

components of Data Link request processing.

● Led Code review, QA cycles and enhancement request analysis with business.