Risk Management Multi-Factor Analysis & Portfolio Generation System
Client: Chicago-based investment firm
Worked with the management and quantitative staff to develop a Client/Server application to analyze, model, back test, and administer multi-factor based
portfolios. This application handled the logistics of applying massive amounts of return data to libraries developed by the quantitative staff. This
application managed the calculation, back testing, modeling, and reporting processes for the life cycle of the portfolios. This application was the primary
analysis tool for the test portfolio which was funded with ten million dollars.
Technology: WinForms, C# 2.0, C++/CLI.Net 2005, MSSQL Server, Windows Services, Crystal Reports, .NET Remoting, NHibernate, Spring.Net,
Bloomberg .Net API, Microsoft Excel
Trade Reporting Application
Client: Chicago-based investment firm
Worked on an extremely compressed schedule with client and the development staff of their external partners to design an
application that reconciles trades from both partners for review and approval by internal staff. Internal staff
used this Client/Server application to review and communicate the approved information to the external partner via secure Ftp (sFtp).
Technology: WinForms, C# 2.0, MSSQL Server, Windows Services, Crystal Reports, .NET Remoting, NHibernate, Spring.Net, Microsoft Composite
Application Block (CAB), EDT sFtp Library
Custom Portfolio Management Application
Client: Chicago-based investment firm
Worked with internal development staff to prototype, architect and develop new custom framework to support all internal development. The portfolio management
client supported user viewing of all historical changes and integrated seamlessly with the existing legacy application. The reporting client is designed to
deliver new Crystal Reports without changing the client.
Technology: WinForms, C# 2.0, MSSQL Server, Windows Services, Crystal Reports, .NET Remoting, NHibernate, Spring.Net, Microsoft Excel
Customer Relationship Management (CRM) System Integration
Client: Chicago-based investment firm
Created a new application to coexist with the current custom software, including creation, maintenance, and delivery of the new information to the CRM application.
Technology: WinForms, C# 1.0, MSSQL Server, Crystal Reports, Microsoft Excel