- Worked in highly complex application environment (500,000 lines of VB6 code, 1400+ stored procedures in Sybase) involving more than 600 funds and billions of dollars in AUM.
Responsible for all design and build efforts related to currency valuation processing.
- Recognized need for and promoted, designed and built global calendar to resolve FX discrepancies.
- Wrote complex Sybase stored procedures to valuate both spot and forward contracts.
- Correctly pointed out the dangers of using incorrect data types (float vs. numeric) in existing table and in other on-going development work.
- Rapidly responded to dynamic requirements to meet very tight deadlines.
- Designed and developed VB6 and VB.NET (2005) forms for various business functions.
- Worked closely with both business analysts and in meetings with the business users to determine the true needs of the end user. Used knowledge garnered from trading experience to drive requirements.
- Worked closely with QA to resolve and eliminate defects quickly.
After adding the ability to track custodial funds, the main project consisted of creating a new form for currency valuations and a new form for the global calendar required to correctly value forward (FX) contracts.