Steve Golub

Forest Hills, United States

Summary

C# / SQL developer who recently added Python to tool belt by graduating from Python immersive boot camp
Greater New York City Area

Languages:

English

Experience

Abel Noser Solutions, Ltd, New York, N.Y.	2/2014-9/2017
Senior Developer

Transformed prototype multithreaded C# application that captures Bloomberg B-Pipe equity market data into SQL Server 2008 database to production worthy application.This application captures every equity trade worldwide using Bloomberg messaging APIs

After capturing every equity trade worldwide during trading hours there are multiple SQL Server stored procedures that I maintain, update, improve and tune to process 80M+ equity trades

Design, develop and maintain 100+ market data jobs that download (SFTP), decrypt, decompress and process (extract, transform and load) exchange traded funds (ETF), equity (funds & stocks) and future trading and reference data from Bloomberg back office and per security using C#, VB.Net and SQL Server 2008

Design, develop, maintain and implement SQL Server database objects (stored procedures, functions and views, queries using DDL, DML) as required by business logic

Design, develop and maintain 200+ SQL Server data structures, T-SQL scripts, stored procedures, functions and tables that interface with C# and VB .Net ETL jobs

Automated process for back filling futures trade data from Bloomberg Data License using C# WinForms application.Upgraded existing VB.Net job scheduling & monitoring WinForms application

• Saved company $25K / month on Bloomberg market data costs

Opportune, LLC., Houston, TX	10/2012-11/2013
Manager (onsite at PBF Energy, Parsippany, N.J.)

Implemented custom reports using RightAngle’s reporting framework to monitor integration solutions in addition to implementing custom reports as required by business demands

Developed RightAngle C# application to implement enhanced credit module with Televent DTN

Developed SQL Server stored procedure and tables to interact with RightAngle C# application

After writing technical specifications from functional specification, designed, developed and implemented both custom C# batch applications and Crystal Reports as reports and invoices within Allegro

CREDIT SUISSE, New York, N.Y.	1/2006-5/2012
Assistant Vice President

Responsibilities included requirements gathering, prioritizing and scheduling projects and managing client expectations and interactions for applications to identify and correct inaccurate market data that was creating PnL and risk discrepancies.Worked directly with traders to provide technical support and maintenance for risk and PnL spreadsheets for index trading business.Supported multiple production Python and Perl scripts

• Worked with middle office clients to gather requirements and developed Price Testing [Winforms application to submit energy and commodity forwards and volatilities to third party for validation] C# .Net application using ADO.Net and Oracle databases
• Worked with front office clients to gather requirements and developed Exchange Loader [Batch application to capture official energy and commodity forward settlements from exchanges (CBOT, CME, COMEX, ICE, NYMEX, etc.)] C# .Net application using EMS and Oracle databases
• Using C#, EMS and Oracle T-SQL worked with front office clients to gather requirements and developed batch application to reconcile forward curves between 2 internal systems
• T-SQL stored procedure, table and functions development for multiple production applications

• Saved oil trader $10M margin call
• Allowed natural gas traders to accurately report end of year profit and loss
• Grew energy trading business by adding over 20 new products to forward curve marking tool
• Resolved over 50 critical production issues
• Deployed over 50 market data feeds and reconciliation applications
• Mentored and trained junior team members.
• Developed and supported multiple Excel trader workbooks with complex VBA macros using Oracle and SQL Server databases

• PnL and risk spreadsheets using live market data (Bloomberg) and quant models
• Forward curve marking and saving spreadsheets
• Saving and retrieving time series data from database

CREDIT SUISSE, New York, N.Y.	10/2005-1/2006
Consultant

Completed entire software life cycle development (from requirements gathering through support to decommissioning) of reconciliation applications for startup commodities business

• Delivered six tactical MS Access applications (Endur Adjustment Entry, Emerging Issues Task Force (EITF) Amortization, Flash versus Official End-of-Day PnL reconciliation, PeopleSoft versus Endur General Ledger reconciliation, Structured Trade Review Tracking and Month End Posting Comparison)
• Deployed one tactical MS Excel application used to download & upload Endur prices, volatilities and fixings daily for monthly end price testing

JP MORGAN CHASE,New York, NY	6/2004-10/2005
Consultant

Responsible for complete software life cycle development (from requirements gathering through support) for MS Access reconciliation application between front office trade capture and risk system to back office trade booking systems.Maintenance, support and enhance existing front office real-time risk management system

• Visual Basic for Applications (Access & Excel)
• Bloomberg and Reuter live market data feeds
• Back-end to Front-end design, development, implementation, testing and support

KENMAR ADVISORY GROUP, Greenwich, CT

2/2004-6/2004

Programmer/Analyst

Migrated proprietary risk analysis prototype from MS Access 2000 VBA to production VB 6.0 application using MS Access and, SQL Server 2000 databases

Designed, developed, implemented, and tested database T-SQL design, stored procedures & triggers.

CONSTRUCTION ESTIMATING SERVICE, Great River, N.Y.	3/2003-8/2003
Lead Developer

Design, develop, implement, and test Visual Basic for Applications programs in Windows 2000 and Windows 95 environment using AutoCad 2000, MS Excel and MS Access

These programs provide builders and lumber suppliers with accurate, complete and reliable material take-offs that allow them to bid on construction projects in a timely and secure manner

• Designed, developed, implemented, and tested database design, stored procedures, and Graphical User Interface (GUI)

GLOBAL ARBITRAGE ASSET MANAGEMENT, LLC, New York, N.Y.	4/1998-1/2003
Lead Programmer

Member of a 2-person research and development team that designed, developed and implemented proprietary software to identify, locate and monitor fixed income arbitrage trading opportunities.Sat on trading desk and implemented program modification requests received directly from traders and risk managers.Designed, developed and implemented portfolio position tracking, including repurchase and reverse repurchase agreements, software system using VB 6.0/MS Access/Structured Query Language (SQL).Involved in developing the following software functions:

• Assisted in pricing and modeling of caps, floors, swaps, swap options, treasury futures and index futures
• Curve stripping, Greek calculation, NAV calculation
• Converted application into multiple document interface
• Made program business-day-aware
• Improved various program function performance by 30%-40%
• Designed proprietary security definition database
• Implemented pseudo-pivot table technology
• Created swap cash flow calculator
• Fixed over 300 software bugs

LEHRER MCGOVERN BOVIS, INC., NEW YORK, N.Y.

6/1997-4/1998

TEACHERS INSURANCE AND ANNUITY ASSOCIATION (TIAA-CREF), New York, N.Y.

1/1997-6/1997

AMERICAN EXPRESS, Phoenix, AZ

1993-1997

Skills

Backend Development, Big Data, Git, MongoDB