Saurabh Desai

CitiVelocity Market Data: A single source of data for charting, research, traders and sales across rates, bonds, equities, CDS, Indices, CDX, MBS and Securitized products.

• Implemented Citivelocity Data Platform supporting diverse financial products.
• Developed spring boot framework for quick and efficient data onboarding
• Designed spark executor for SQL transformations and data ingestion
• Created spark kafka stream for data transformations to S3
• Led a team of engineers in Shanghai for data onboarding
• Led the team to create elastic search based kibana dashboards for visualizing and troubleshooting data
• Devised data onboarding strategy with stakeholders.
• Engineered Hbase infrastructure and web service distribution
• Designed and implemented reference data framework
• Designed and implemented monitoring framework for prompt alerting
• Reduced data compliant incidents by 80% using monitoring tools

• Company Overview: BUCS - A sub-ledger system responsible for loading/merging/reconciling the PnL and funding data from upstream systems and displaying them to Middle Office users.
• Responsible for all Asia support issues/queries that arise from the MO user/BA or the application support team.
• Building archive database and tables and check constraints so that they hold monthly data.
• Delivered a new flow for BASAL HK from the upstream file loading till GUI display and adjustments.
• OPEN Bond trading platform - A java-spring integration based global bond trading platform processing inquiries and orders from ECNs like BBG, MA, Tradeweb and doing STP.
• Delivered the on-boarding of the Tradeweb ECN for the Asia business and coordinated the testing along with the BA and Tradeweb vendors.
• Delivered the pioneer broker bridge which takes the prices from AMPS in raw format and massages and transforms it to open compatible format in python.
• Delivered the upgrade of the message communication from AVRO format to JSON format for communication between ECN adapters and Trade execution engine.
• BUCS - A sub-ledger system responsible for loading/merging/reconciling the PnL and funding data from upstream systems and displaying them to Middle Office users.

• Understanding the ullink platform with a very steep learning curve and delivered 6 projects in 6 months.
• Created multiple Tabs, Improved memory consumption of the swing-based GUI using single data model having multiple blotter tables as listeners

• Led the initiative of designing the utility for sending large number of orders (9K-10K) to the exchange with efficient memory management and speed of user actions.
• Improved the system performance manifold by throttling the market data, order, position updates smoothly supporting almost 10 times its original capacity.