Responsible for developing Financial Software, requirement analysis , technical implementation, Unit Testing and communication with onsite Manager. I was working for Cognizant Client Location Credit Suisse (India) –Pune in BFSI/Trading domain.
1. ICE Instrument Feed Development
This project is used for downloading all Instrument Data from ICE Exchange. ICE Exchange (www.theice.com ) provide their FIX Protocol Messages and Rules. According to their FIX Messages We need to Connect ICE Exchange, Send them FIX Message and get required Data from Exchange. After getting all data from Exchange we need to Store this in Sybase Database. Instrument Feed Run Every Morning in Server using cron job.
Language: C++, SQL, FIX Protocol, Sybase
IDE/Tool: Linux, Visual Studio 2010
Roles and Responsibility: Designing and Developing Instrument Feed. Communicating with ICE Exchange and Onsite Manager. Functional and Unit Testing of Project.
2. Session Manager
This project is Intermediate part between Trading GUI and Exchange. Order Processor Send all Buy/Sell Orders to Session Manager. Session Manager Validate data and convert that Messages to FIX protocol, which is understand by Exchange. After Create Order to Fix Message, Session Manager Send it to Exchange and receive all Messages from Exchange. All received Messages from Exchange pass back to Client GUI.
Language: C++, SQL, FIX Protocol, Scripting
IDE/Tool: Linux, Visual Studio 2010
Roles and Responsibility: Maintenance and Functional Implementation of Session Manager. Functional and Unit Testing of Project.