Anupam Malviya

Working as an Independent Senior Java Developer in Credit Risk IT Division.

• Migrated various applications to Java 17 version
• Worked upon migrating existing feed processing engine to Spring Batch to ensure reliability and resiliency.
• Worked upon various generating various reports critical for Credit Managers.
• Worked upon various optimization of sql queries to make them performant.
• Took care of production queries and issue

• Working as Senior Java Developer in SABRE intra-day risk team
• Migrated the project from Java 11 to 17
• Performance tuning of Commodity risk calculations
• Investigating memory leaks and fixing them
• Taking care of production support, answer Trader's query related to risk numbers
• Working on on-boarding commodities risk on cloud(AWS).We use AWS spot instances for running our risk compute calculations
• Technology Used: Java 17, Ansible, AWS, Apache Spark

• Worked as Independent Java contractor in Regulatory Engineering team dedicated for MIFID-II regulation
• Created microservice to provide reporting status which ops could run and see the status of reporting as well as configured it to run twice a day(mid day, end of day)
• Technology Used: SpringBoot, Java 8, Microservices Architecture, Git, FIX Protocol

• Worked as a senior java developer(Associate Director) for credit risk team calculating counterparty risk associated with all the trades executed at UBS(across divisions/ across product lines)
• Created a microservice to group risks by counterparty and other criteria's
• Technology Used: SpringBoot, Java 8, Microservices Architecture, Git, Kubernetes, Helm charts

• I was part of Interest Rate Derivatives Pricing Team which was responsible for price and risks for derivatives product to Trading desks &Sales
• Roles & Responsibilities: I worked as a senior associate in the team
• I was responsible for delivering the tasks assigned to me and also help other team members with their work
• DO NOT TRADE Rest service: I developed do not trade rest service which will read data from reference data team and tell if a particular derivative trade with certain counterparty allowed or not
• Discounting reforms: Onboarding new pricing curve was a tedious and error prone(due to legacy setup)
• I successfully refactored existing setup and onboarded new curves
• Apart from development I took care of various queries coming from traders & sales regarding pricing issues or application issue
• Onboarding of CI/CD tools: When I joined the team the production release process was manual and error prone
• I automated the end to end release procedure and also automated the test harness process
• Technologies used: Java8, Spring boot

• Goldman Sachs Asset Management business users (Fund Controllers) used an application to maintain reports (Fund Specific data, NAV(Net Asset Value of the Fund), reconciliation, sign-off, filings, variance reports etc.) of funds
• Roles & responsibility: I worked as a developer in this project and my role in this project is to develop the modules assigned to me
• I also take care of production support
• Technologies Used: Java 8, Spring MVC, JAXB, .NET(UI Development), Hibernate

• Automated Brokerage Accrual (ABA) calculated the brokerage accrued for a fund and used to send a message to Morgan Stanley internal accounting system to book the trade of same amount
• Roles and Responsibilities: I was the only member in this project so my role in this project was to lead the design and development of various modules
• I also took care of production support
• Technologies Used: Java, Spring, Junit, Sybase, Slf4J for logging purpose, JMS for message purpose