Evaluate third party component libraries. Write release documents, test consideration, and user's manual for all products developed. Wrote and maintained Sybase stored procedures and Perl programs to reconcile trading positions between front and back office databases, posting the result as web pages to an internal website for trader. Built, maintained and cleaned up mortgage-backed securities database for development and production environments. Instructed trading assistants in using the new system.
System supports cashflow generation, prepayment projection and rate change sensitivity analysis.
Designed and implemented graphical user interface of analytical system on WindowsNT, using PowerBuilder and object-oriented design patterns. Participated in application demo. Assisted in debugging and maintaining fixed income security portfolio and transaction system. Troubleshoot and provide support for portfolio managers and analysts. Prepared periodic reports for senior management, TIAA trustees, and rating agencies.