December 1, 2010 - December 20, 2010 – Citibank @ 390 Greenwich St, NY, NY and Warren, NJ – Rio Message Project – Senior Programmer Analyst
Wrote Documentation to specify how existing and new FIX Protocol Type messages would be constructed, possibly modified and delivered via an MQ Series Message Bus in order to report on Security types, some not previously handled and to facilitate additional Data Processing and Functionality with existing security types.
Discussed with Developers how a series of existing Applications would or should be changed in order to handle new Security types, as well as suggesting new ancillary applications necessary to pre or post process new fields and the data associated with them.
October 4, 2010 - October 14, 2010 – UBS @ 1000 Harbor Blvd; Weehawken, NJ – Production FIX Systems Migration Project – Senior Programmer Analyst
Wrote a Project Plan using Microsoft Project in order to:
· Know what Tasks must be completed for the project
· Label all Prerequisites tasks.
· Define the Critical Path for the Project.
· Coordinate the tasks, via time, for work to be performed by various groups including the Network group, Production Support, Software Developers (Software implementers), etc.
Held discussions with managers of existing applications which consisted of C, C++ and Java programs in order to add communications routines to handle the new Production and Backup locations. These locations were in different cities and coding for them was done by local programs. I handled the local programs in Weehauken, NJ.
11/29/06 – 06/15/10 - Hudson Securities, Inc. – Senior Programmer Analyst – 111 Town Square Place, Jersey City, NJ 07310
Performed Fix Engine Compatibility tests. Responsible for implementation and production support of all FIX Interfaces. FIX Engine used was FIXEdge. Used QuickFix/J for development.
Worked with Network Engineers to establish connectivity to New Customers who would be Routing Order Flow either towards or away from the firm.
Production support for FIX Interfaces included analysis of In and Out Bound Fix Logs in order to troubleshoot Order or Executions issues, OATS reporting problems or any type of problem originating with FIX Orders and Execution messages.
Production Support for a Profit & Loss System, which was MySQL on the database side and C# on the Front End using Sybase’s Data Window product. MySQL was running on the Ubuntu Linux Operating System. This system was used primarily as a Trader payment calculator.
Wrote, maintained and supported a Problem Resolution System using 100% Java, Swing and MySQL.
Wrote Java Programs to Parse Bloomberg EOD Data to create Composite Pricing Data in user specified time intervals for Trading Analytics applications running downstream.
Modified Existing C++ program to incorporate Multiple Threads to facilitate generation of Orders from incoming Natural IOI messages. Objective was to exhaust existing Liquidity identified in IOI messages.
Wrote HTML Web applications which allow for the selective extraction and translation of raw FIX Messages into paragraphs of English Sentences. This was done primarily for use by Help Desk personnel to resolve Trading problems on an as needed basis.
Environment: Java, Sybase, Transact SQL, Java Swing, C++, C#, DataWindow, Visual Studio, Eclipse, MySQL, FIX Protocol, FixEdge Fix Engine, QuickFixJ, Windows Batch Files, BASH and C Shells, vi within Cygwin.
Over 25 Years of Wall Street Experience.
John Perez & Co., LLC