Amol Didore

Hands on experience in working with Server Side and Client-side applications. Experience in Middleware messaging system like TIBCO EMS, MQ, SOLACE. Experience in Azure Cloud services, Web Apps, Service Bus, Azure Table Storage. Well versed programming methodology of Agile. Hands on experience in developing applications following TDD. Experience in Investment Banking, FX Options E-Trading, Market Risk, Post Trade Services.

• Proven track record of quality deliverables.
• Designed and developed cloud service projects and deployed to Web Apps, Paas, Iaas

• Currently working as Senior Lead Software Engineer with Virtusa from Aug-2022.
• Worked as Lead Consultant with Crisil Ltd. from July-2021 to Aug-2022
• Worked as Analyst with Barclays from Sep-2018 to July-2021
• Worked as Senior Software Engineer with Mindtree Ltd July-2015 to Aug-2018
• Worked as Software Developer with Interitechnology from Oct-2014 to June-2015.
• Worked as Software Developer with Reflection Software from Jan-2014 to Sept-2014

Current Project

Citi – VOLT & Velocity Options eTrading

Description: VOLT is a application used internally for FX Options eTrading and supporting functions. VOLT is used to model and maintain the FX Options Volatility Surfaces which are then used in all FX Options Price Distribution. VOLT also contains a comprehensive FX Options pricer which is used by Trading and by Structuring., Velocity a market leading FX electronic trading platform. It offers electronic streaming prices and single click dealing for FX-derivatives products. It offers streaming prices and vols over FIX API and proprietary in-house built API. It supports electronic manual RFQ flow and dealing. It caters streaming prices to institutional clients, trading venues, hedge funds and brokers.

Role: Senior Software Developer

Responsibilities:

1. Communicate with client for requirement specifications.

2. Analysis, Design and implementation of client’s requirement.

3. Migrate tech mandatory messaging brokers.

4. Modernized system architecture, remediated vulnerabilities.

5. Established code quality standards, conducted code reviews, and managed BAU changes for system stability.

6. Delivered feature enhancement and improvements in trading capabilities.

PAST Projects

Credit Suisse-OSCAR-Credit IT Trade Management System

Description: Oscar is an in-house Credit Suisse Trade Management, Position and Price Engine. Consolidated view of position and P&L over all regions and desks. Multi-currency system keeps track of P&L in local currency and USD. Real-time feeds downstream to Ops, Settlement, reg reporting, marketing reporting etc., The systems are responsible for order management, position management, PnL and reporting covering cash and listed derivatives products for GCP, globally risk production. Message format needed by downstream system – e.g., FIX, XML, structs, CSV etc. It includes all the downstream process required to pass trade/position information to a variety of subscribers including settlement systems, product control, Risk, Legal and Compliance etc.

Role: Senior Software Developer

Responsibilities:

1. Communicate with client for requirement specifications.

2. Analysis, Design and implementation of client’s requirement.

3. BAU and production support for client and internal User

4. Schedule and execute the application deployment in Production

5. Development of user stories and unit testing

Barclays-Control Framework (CFW)

Description: Control Framework is a tool that retrieves consolidated data and generates key risk data where internal workflow controls are applied for Value-at-Risk (VaR) production. Control Framework is an inter-enterprise application comprising of data, logic and presentation tiers. It hosts a SQL-DB server, business logic is implemented in .Net and presentation tier is a graphical user interface for users to view the various controls., A system for Risk Managers. Risk Service used to monitor the various controls tasks, signoffs, Risk Numbers, Control Framework consolidates controls for DVaR production. It is a Market Risk end user computing (EUC) tool, used by the Reporting & Eng team to check reporting requirements and extract data from MAPS and performs reconciliation and other checks.

Role: Senior Software Developer

Responsibilities:

1. Analysis, Design and implementation of client’s requirement.

2. Communicate with client for requirement specifications.

3. Providing the Time estimation to Product Owner.