developed the following list of Calypso Java/Swing API Panels and User Interfaces:

Calypso  API Architecture ,Development, and Technical Lead in the following areas:
   OTC FX Architecture and Development 

1. FXNDF (FX Non-Deliverable Forward)
2. FXCSF (FX Cash Settled Forwards)
3. FX Swap Development
4. Development in CME HVAR Margin Calculation
5. ERS Development for CME EWMA Scaled Returns
6. Customized Calypso CME Event Engine
7. FIXML Message Development: Parsing, Validation, FIXML Message Generator
8. Calypso Trade Workflow Development with event handling
9. Calypso / Spring Message Validation implemented using Functional Programming for grid extensions
10. Calypso /Spring Event Handler (Reactive Programming implementation)
11. Spring/JMS MQ Message Handler
12. Calypso Multi-Threaded Trade Processor implemented using Functional Programming for grid extensions

Swing/Cash Management

• PositionHandlerBackoffice

• InventoryWindowFO

• ReconciliationReportWindowHandlerBackOffice

• AccountStatementSetUpWindow

• AccountSweepingSetUpWindow

• TransferAgentSetUp

• SwiftMessageWindowSetUp

• IncomingStatementSetUp

• SwiftBankAgentSetUp

Swing/FX

• FXInterestRateView

• FXBulkTradeCaptureWindow

• FXOptionForwardTradeSetUpWindow

• FXArbitrageSetUpWidow

• FXImportTradeSetUpUserInterface

• CustomizedTradeTermination

• CustomizedFXTradeBlotterUI

• FXDerivedZeroCurveSetUp

Swing/Clearing

• TaskManagerNettingManager

• NettingReportSetUpHandler

• FutureContractsSetUpWindow

• CustomizedThird-partySDIUI

Swing/InterestRate

• TradeInterestAccountDisplay

• AccountInterestDialog

• AccountInterestSettleAdjustmentViewer

• QuantoSwapTradeCaptureUI

• CustomizedLoanDepositSWIFTUI

• CustomizedConvexityAdjustments_VolatilitySurfaceSetUp

Swing/Collateral Manager

• Customized CSATabViewer

• CustomizedMarginCallFeeDefinitionUI

 SCRUM structured Quantitative Development and Analysis in Calypso V12  in the following areas:

  Calypso Collateral Management Hedging

·         Haircuts

·         Margin Calls

   

    Calypso Collateral Management Agreements

·         Viewing Collateral Agreements

·         Portfolio Reconciliation
·          Position Matching between counterparties using ISDA standards

    Calypso Stock Loan and Repo Mgmt

·         Managing credit risk exposure for a specific collateral Agreement

                     or collateral pool   

  

Modeling and Design of Portfolio Change Process:

·         Implementing the steps necessary to change a portfolio of names underlying a CDO/CDO2 in    

           accordance with the contract rules.

·         Delta for Adding a name

 Defining and using Calypso Limits Reports on Cash Pool and Securities Pool collateral

SCRUM structured Java Spring Quantitative Development and Analysis in Calypso V12 Risk control and Risk Management in the following areas:
Calypso & ERS Integration

·         Integrating Calypso ERS with Calypso  Front Office solutions

·         Scenario methodology:

Ø  Application of methodologies in Calypso ERS

Ø  Historical simulations

Ø  Stress testing.

SCRUM structured Calypso v12 ERS analysis and development in the following areas:

·         Risk factor sensitivities

·         Historical Value at Risk simulation

Ø  Constructing ERS deals using historical simulation VAR engine methods

Ø  Repricing Portfolios based on the simulated results

Ø  Revaluing Trades using  PE to get a P&L vector of changes in the trade's net  present value

Ø  Calculating VAR from P&L vectors

·         Back testing showing:

Ø  The actual P&L

Ø  The no-action (hypothetical) P&L.

Ø  The number of times the actual P&L exceeds the VAR

·         BaseI II , Basel III

Ø  Checking the Calypso VAR model

·         Limit Engine

Ø  Limiting Portfolio Risk by placing limits on the following Market Risk Factors:

ü  Risk factor sensitivity

ü  VAR limits;

ü  Stress limits.

Ø  Placing Limits on Credit Risk factors including:

ü  Exposure limits per counterparty

ü  Legal entity hierarchies are applied to counterparties;

ü  Availability of assets (liquidit

SCRUM structured Credit Risk  Analysis using Calypso V12 Marking to Market methods in the following areas:

·         current value of the credit exposure;

·         ensuring no approximations or price mismatches come from the risk system

·         potential future exposure market that includes

Ø  volatility of IR and FX products

Ø  accounting for increasing risk over time. 

Ø  Basel II compliance

SCRUM structured Calypso ERS Stress Testing and Scenarios Analyses using the Scenario Editor

·         Using RiskMetrics to revalue portfolios

·         Shocking the portfolio

 

Trade and Position management tasks

·         Analysis and development to validate automatic imported MarkIt data

·         CalypsoTrade Workflow rule Analysis in the following areas:

Ø  Validation

Ø  Trade workflow rule development to check for trade keywords that are required for  proprietary trading.

·         Analysis ,development and modification of Event Filter Handling for

Ø  Bond

Ø  Equity

Ø  Future

Ø  Future Option

Ø  FX

Ø  CA

·         Analysis and Modification of the Liquidation Engine position processing for products that are position-based in the following areas:

Ø  Economic Position

Ø  Settled positions

 

Messaging

     ·   Market Data Feeds to Bloomberg to import:

Ø  Volatility Surface Market data

 ØCommodity and Future Quote Market Data

Reporting

·         Calypso Price Movement Reports

·         ERS limits report

·         Enhancing Audit Report with additional trade information

Integration feeds

·         File downloader from MarkIT

·         SOA  report writer to Oracle Data base

·         Java class to build Yield curves from imported  Bloomberg Commodity market  data

Workflow Rule Development in the following areas:

·         Trade Workflow rules triggered by trade events.

·         Transfer workflow rules triggered by transfer events.

·         Message workflow rules triggered by message events.