Rahul Gaba

Technology

• C++ 11 , C++14, Template Metaprogramming, Parameter Packing, Type Traits, SFINAE, Compile time programming, Interoperabiliy, RValue references , Move constructors , Lambda functions , Functors , Sharedpointers , STL , Exception Handling , Python, Pytest, Scala, Scala Tests

• Tools
• Visual Studio 2022 , VS Code, Pycharm, Intellij, JIRA, Confluence, Jenkins
• Project Detail
• Make a framework in c++ to be able to expose the functions to be called by the clients in different languages like scala, python, java & excel
• We do the compile time template metaprogramming to store the information or metadata about the classes, its functions, parameters stored in the cache which we later use using MIRROR api or introspection mechanism in c++ to query the classes and its details from client languages to build objects and classes at their end
• We are enriching the POC done in python and scala at the moment
• Role and Responsibilities
• My role is to add the enhancements and fix the issues in the POC’s and make it enriched for all the possible types.

• Technology
• Enhancing c++ code using new c++14,c++11 features to meets the business requirements , our library is used for derivative pricing and used by various upstreams and downstreams system to calculate end of day pv/delta risk measure
• Also we communicate with clearing houses in order to meet regulatory compliance and update the code according to their scheduling benchmarks, New C++ 14 Features, C++ 11 , RValue references , Move constructors , Lambda functions , Functors , Sharedpointers , Boost framework , STL , Exception Handling , Python
• Database
• Oracle
• Tools
• Visual Studio 2012 ,Incredibuild , VTune ( Profiling Tool ), Static Analyser , Integration Tool ( TeamCity ) , JIRA , Confluence , Sharepoint , Jupyter , Spyder , Anaconda , PyCharm editor , Tortoise SVN , Tortoise GIT
• Project Detail
• I work in Quant Analytics Team of RBS which basically make changes in the code to provide support to Traders / Clients to calculate the best possible present value of derivative product , So in short we deal with derivative pricing , some of the products are like , Swaps , Swaptions , FRA etc
• We in India Own DMP Process where-in clearing houses ensures the banks which Bid in their process does the fair valuations of the products in case actually required , so we as a partner bank participate in the bidding process by ensuring them our system price in sync with what clearing houses prices , we ensure by first pricing on their own market data and then using our market data to actually submit the bid which must be within a predefined threshold
• Also I am currently working on Project which is to migrate all the production trades onto the Risk free rate ( daily rate ) rather than 3,6 month projected rate
• I am making the python automated tool which would publish the timing stats of such trades and can act as a baseline for the fresh results to see if there has been modification in the code which has led to any bump in the timings
• Also I am working on Internal Project to convert the FPML trade representation to RBS specific trade representation which is more compact to deserialise ,process and valuate
• Role and Responsibilities
• Optimisation of the current project by introducing a smarter approach
• Using python scripting , making changes in C++ Coding
• Pricing the trades attaching excel to visual studio code using XLA file , loading the trades from FPML Trade format into RBS trade format which is much faster and enriched with more data
• Responsible for Reconcillation of our pricing with prices received from clearing houses which is semi annual activity

Technology

C++ , Oracle OCCI Connections , Socket Connections , Design Patterns such as Singleton and Factories, Multithreading , STL UNIX/Linux/Perl Shell Scripting, SED , AWK (Advanced Unix) , Unix Commands , MIS Reporting (SSRS) , PL/SQL , C++, Triggers , Stored Procedure Development , Views , Indexes

Project Description

EE-Nexus is a billing tool that take care of prepaid billing of customers subscribed to 4 telecom service providers ( Virgin , Telecom Plus , T-Mobile, EE) end to end , rating and charging ,adding of customer etc.

Responsiblities

· Development and modifications of C++ , Multithreading , STL , data structure Code and modifications in existing one .

· Code tweaks in web services , Shared memory.

· Generate revenue reports using C++ Oracle OCCI libraries .

· Development of New Unix Shell Scripts ,Sed , Awk (Advanced Unix) Stored Procedures, Triggers ,Views , Indexes , Inline Views , Cursors , ISQL, BCP Utilites etc.

· Being a Senior member of Team also conduct business level meetings with stake holders from all different teams directly or indirectly in link .

· Provide Solutions for Client Requirements.

· Coding ,Changes to the code & Unit Testing

· Code Review

· Making IIA ( Initial impact Analysis document ).

HLD ( High level design document )

DD. ( Detail Design document )

• Everything Everywhere ( Telecom Domain ), – EE-Nexus
• Objective:Telecom Billing of EE UK Client for postpaid customers subscribed to them and provide end to end solution

• Technology
• UNIX/Linux Shell Scripting, SED , AWK (Advanced Unix) , Unix Commands , MIS Reporting (SSRS) , PL/SQL , C++, Triggers , Stored Procedure Development , Views , Indexes etc
• Database, Tools, , Subversion, Client Simulator, FTW, FDA, Service now, ngchp
• Project Detail, uses Fidessa-trading platform for its sell side operations in Asian as well as European Markets
• CTS is involved in enhancement, customisations, system testing, maintenance and Level 3 Support for following sub-systems: PMAC, TMAR, FDA, FTW, etc
• Role and Responsibilities
• Development of New Unix Shell Scripts ,Sed , Awk (Advanced Unix) T-SQL Stored Procedures, Triggers ,Views , Indexes , Inline Views , Cursors , ISQL, BCP Utilitesetc
• Code Changes in C++ etc
• Coordinating with BAs & Analysis of new requirements
• Provide Solutions for Client Requirements
• Coding ,Changes to the code & Unit Testing
• Level 3 Bug Fixing
• Code Review
• Fidessa health checks in Production and Other environment
• Debugging the issue found during health check and provide the solution
• Coordinate with the L2 support team if issue found during pre-open market
• Support user queries and Environment
• Preparing the health check report
• Preparing the production release notes

• TRAINING EXPERIENCE
• 4 Months of Training in Oracle 9i ( Including PL-SQL ) from Gateway computers
• 3 Months of Training in C++ from Gateway Computers
• 3 Months of Training in Unix from Gateway Compuers
• 3, of Training in Core Java from CMC TATA Subsidiary, To make a framework for the clients in different languages like Python, Scala, Java & Excel to be able to call C++ marked-up or exposed functions from their client or target languages