Environment: Sybase (ASE 12.5), Transact-SQL, Java, JSP webpages, Unix Servers, Perl scripting, Autosys scheduler.

Working with Goldman Sachs’ global compliance division on the enhancements to a trade transaction and position monitoring system that generates daily reports on trading activity, as required by the London Operations division for compliance, with the reporting function specified by the London FSA and London Takeover Panel.

The role includes:
1. Liaising with London Operations personnel to establish ongoing system requirements and enhancements, to comply with the evolving reporting requirements specific to the London FSA.
2. Development of new feeds to capture reportable trading activity from upstream systems and enhance existing feeds where requirements change. Skills used include Perl and Java scripts to prepare feed files for loading into the reporting database, Sybase stored procedures to processing the raw feed data and creation of new database tables and indexes as required. Also includes database performance tuning as required. Creation of Autosys Jil scripts to schedule the processing of the feeds as batch jobs.
3. Development of new JSP (Java Server Page) reports, such as the London Takeover Panel 8.2 and 38.5 trade activity reports and the enhancement of existing reports where requirements change. Skills used include JSP and java beans (get and set methods) and Sybase stored procedures.
4. Liaising with London Operations personnel during user acceptance testing, including preparation of the testing environment, assisting with the test cases and establishing UAT sign-off criteria.
5. Preparation of software releases to production, following the success completion of UAT sign-off and scheduling of these releases. This covers all environments (Unix deploy of Perl & Java, webServer (Tomcat & Apache) deploy of JSP & Java, Sybase deploy of stored procedures, tables, indexes and AutoSys deploy of Jil scripts)
6. Provide Level 3 diagnostic support to the production support staff. This may range from minor bug fixes to the redesign of existing modules due to changes in systems upstream.

Environment: Sybase (ASE 12.5), Transact-SQL, Java, Unix Servers, Perl scripting

Jan 2006 onwards, worked on various small projects to enhance existing BGI systems.
These projects cover a broad spectrum and use a variety of skill sets, such as:
1. Development of new stored procedures and performance tuning of existing stored procedures.
2. Development of new index feeds in to the global instrument database. Incorporating both perl & ftp (sftp & pgp encryption) and java & xml technologies. Main for BGI iShares (ETF) products.
3. Database redesigns and fine tuning of database models.
4. Enhancement to java class libraries and applications.

Jan 2005 – Dec 2005, worked on the Marshall Islands project at BGI. This project involves the out sourcing of BGI’s back office function to JP-MorganChase (JPMC), thereby allowing BGI to operate its front-desk trading and portfolio management systems in house, while its back office settlement and accounting are performed offsite by JPMC. To achieve this, BGI trading systems are being restructured to interface with the JPMC back office and accounting systems. The interface is a combination of XML message transfer over an MQ-Series stored and forward bus (ESB) and swift messaging. During my time on this project, I have:

1. written the “Transaction Capture (TC) Interface” technical specification. The TC interface captures all the BGI trade details, generates XML messages related to these trades and publishes these to the JPMC gateway (MQ-Series) and onto JMPC settlement and accounting systems;

2. implemented the TC Interface, specifically, the database model, (ddl and dml); the java XML producer, which publishes XML messages to the MQ-Series gateway and java consumer, which consumes the complex XML Ack messages used by the handshaking protocol;

3. implemented the database model for the Transfer Agent (TA) Interface. The TA interface receives incoming swift messages (MT509, MT515) related to client orders for offshore funds, monthly accruals on income funds and redemption of holding in offshore funds;

4. performed system and integration testing of the JPMC inbound gateway (JIG), ensuring that inbound messages (Accounting reconciliation records, NAV price records and Account Book of Records) comply with the interface specifications;

5. provided technical support for user acceptance testing and joint user integration testing of the TC and TA interfaces; and

6. written various database scripts to convert/reconfigure the trading systems over to the Marshall Island interface as part of the go-live rollout into production.

Environment: Sybase (ASE 12.5), Transact-SQL, Java & Perl Scripts, Unix Servers

During my time with Commerzbank, I have worked on numerous projects and performed various roles (development DBA, technical project manager and development team leader), covering all aspects of the project life cycle; from system specifications and detail technical design specifications, through implementation and system/integration testing onto user acceptance testing and handover into production support.
The major projects have been the development of core systems for the bank’s back office static data and settlements departments, and the integration of these core systems with downstream systems such as GlossHV, Fidessa, Martini and Murex.

Major projects:
IDDS (Instrument Data Distribution Service): Part of the ‘Global Investment Banking’ project, IDDS holds static data on Instruments (Equity, Bond, Certificate, Warrants …) at instrument and listing level. Data is sourced from vendors, Telekurs (VDF), Reuters (DataScope), Bloomberg, and WM(WertpapierMitteilungen), plus manual entry by the Static Data department via front-end editors (VisualBasic gui). Instrument data is published as XML messages to downstream systems (GlossHV, Fidessa, Martini, Murex) using an MQ-Series store & forward system. A stored procedure interface (API) is provided for access by client applications using ODBC/JDBC connectivity. The data feed scripts are written in Java and schedule by AutoSys. IDDS is a 24hr/7day system (available to London, Frankfurt, NY and Tokyo), requiring disaster recovery; optimisation of data retrieval and insertion and deadlock handling.
My key area on this project has been that of development team leader; database model design and implementation; design and implementation of all the core stored procedures; controlling low level ISUD functionality (Insert, Select, Update & Delete); audit & history logging and the 4-Eye validation mechanism.

IDDS VDF data feed: The design and implementation of the Telekurs VDF data feed. The data feed comprises of a pre-processing database, a collection of stored procedures and a set of generic Java classes (aka the data feed driver). Earlier data feed drivers had been written in Perl, but I discovered problems with SybPerl handling of deadlocks. The Java JDBC library proved to be more robust when handling Sybase deadlocks, so I developed the new driver using Java. The driver controls the datafeed process, downloading the source files from the data vendors ftp site; formatting the source files for upload into the processing database; performs the upload and launching the database stored procedures. The Java data feed driver proved to be so robust and flexible, that it has been adopted as the standard driver for all new data feed and has replaced some of the existing Perl drivers.

AMDS (Account/CounterParty Master Database System): The Accounts database is the bank’s master repository for all counterparty data. The Static Data Department maintains the database using front-end editors (VisualBasic gui). Once the data has been verified using the 4-Eye mechanism, data is published as XML messages to downstream systems using an MQ-Series store & forward system. Daily reconciliation reports are used to check for data inconsistencies between AMDS and the downstream systems. AMDS is similar in concept to IDDS and a lot of the IDDS functionality has been re-employed in the AMDS design. AMDS continues to evolve and I have since been engaged with several projects to enhance AMDS to facilitate the integration with additional downstream systems.

CADS (Corporate Actions Database System): Designed & implemented a corporate action reporting database system. A data feed, written in Perl, sourced from Telekurs (TB2000) and Bloomberg is scheduled by AutoSys and processed by a stored procedure interface (API). Corporate events are available to global users via an intranet corporate actions browser, enabling access to corporate events for individual stock or baskets/books of interested stock (equities or derivatives).