Sambit Kumar
Scala Developer with Securities and Interest rates derivatives Technology
Mumbai
Summary
Experienced Scala Spark Developer with 14 years in the securities and interest rates derivatives domain. Skilled in designing data-intensive applications and analytics solutions using Apache Spark and Scala. Proven ability to develop scalable data pipelines and real-time analytics, optimizing trading strategies and risk management. Strong collaboration with cross-functional teams to analyze complex financial datasets and deliver actionable insights.
Overview
13
13
years of professional experience
3
3
Certificates
Work History
DIRECTOR, Senior Scala Developer
Morgan Stanley
8 2021 - Current
- Working with a Risk calculation engine core team for Risk measure calculations and PnL attributions which is backed by functional programming.
- Developed and implemented pricing models for Total return swaps with non accrual accounting calc.
- Optimized pricing models for Interest rates futures measure calculations i.e. PV, Spread, Basis etc. by collaborating with quants/strats and continuous follow up with finance.
- Migrated unrealized/realized calculations of Securities to help finance get most accurate numbers that helps trading decisions.
- Collaborated with cross-functional teams to optimize risk management strategies, by migrating old legacy systems into more accurate models.
- Working on a UI framework that is used by the developers and stake holders.
- Working on core and finance system integrations by understanding and developing upstream and downstream requirements and capabilities
- Used REST endpoints to receive huge amount of finance data, market data and accordingly use in calculating measures
- Leading a team of 5 members and freshers by training, breaking down the tasks and helping them to understand and achieve the solution
ASSOSCIATE, Apache Spark Scala Developer
Deutsche Bank
07.2019 - 08.2021
- Develop new and existing modules in Scala while working with developers across the globe
- Develop multithreaded applications/components using an Akka based actor model
- Scala programmed orchestrating framework for handling interaction between multiple components using additional technologies like JMS, ES, REST, Apache Camel, Akka etc
- Designed, Developed, Optimized Spark codes to make the data transformation process via pipelines much easier and faster
- Design and develop pipelines based framework to channelise a huge volume of data from upstream and transform it onto a tableau based business report and the core engine
- Develop excellent quality software using agile techniques such as Behaviour Driven Development and Pair Programming
- Responsible design authority for the team – Providing solutions and design ideas across teams
- Assist the PM, the Technical Lead and Technical Architect in the project planning process, provide detailed work estimates
- May act as a technical lead and/or architect for large teams working with the Project Manager to ensure timely delivery and execution of competed application
- Work on LeSS Agile process with a feature team
- Actively contribute in development, sprint planning, support (second line) & release management
- Closely collaborate with Product Management, Quality Assurance, Data Operation and IT Infrastructure on all stages of the software development life cycle
- Provide technical leadership to the development team
CONSULTANT, Scala Developer
CapgeMini India Pvt Ltd
04.2014 - 06.2019
- Company Overview: Client - Morgan Stanley
- Work to continuously improve web development processes and practices
- Work on multithread real time data refresh process from multiple data sources for business analytics
- Work on statistical mathematical model based on market volatility & Market Trend Analysis
- Test automation framework development for applications such as – Genesis, RICE using Selenium, Scala and ScalaTest
- Developed a comparison framework(DIFF tool) using Scala 2.11, JDBC and h2 database to compare the risk analysis results
- Based on the analysis of the type of the project provide inputs on project methodology to senior stakeholders (Project Manager / Architects etc)
- Consolidate inputs from developers and collectively provide inputs on activities/ tasks
- Extensive knowledge of Scala/Java development
- Research relevant technology trends and recognize trends that are relevant to the retail industry
- Implement solutions that can solve common problems
- Document designs and specifications
- Work with Agile process and adhere to CI/CD
- Client - Morgan Stanley
Senior Systems Engineer
Infosys Ltd
08.2011 - 04.2014
- Company Overview: Clients - Citigroups, Richo EMEA
- Administering development tasks to provide transparency for management
- Design & develop the blogging site by manipulating the movable type default at both functional and interface level
- Enhance the features by developing plugins and patches, using PERL code such as - Email notification, Poll features, Facebook connectivity plugin
- Fully involve in system development and support
- Being responsible for the design and development of high performance, robust software
- Work with support to investigate problems, perform root-cause analysis and deliver bug-fixes
- Transparent performance management process
- Test own code and peer-test other developers’ code
- Create plugins (added functionality) to achieve new functionalities to website
- Customize the themes of jive default, to give a user-friendly solution as requested by client
- Clients - Citigroups, Richo EMEA
Education
Bachelor of Science -
Silicon Institute of Technology
Bhubaneswar, ODISHA 04.2001 - 04.2011
Skills
Scala
Apache Spark
Dataframes
Spark SQL
Hive
Impala
HDFS
Shell Scripts
Unix Commands
Git
Continuous Improvement
Gradle
Interest Rate Derivatives
Securities
Machine learning
GCP
Certification
Machine learning specialization
Timeline
Machine learning specialization
07-2024
Databricks Apache spark associate developer
10-2023
ASSOSCIATE, Apache Spark Scala Developer
Deutsche Bank
07.2019 - 08.2021
CONSULTANT, Scala Developer
CapgeMini India Pvt Ltd
04.2014 - 06.2019
Senior Systems Engineer
Infosys Ltd
08.2011 - 04.2014
Bachelor of Science -
Silicon Institute of Technology
04.2001 - 04.2011
DIRECTOR, Senior Scala Developer
Morgan Stanley
8 2021 - Current