Analyzed business requirements to add new TCA metric or enhancing existing metric in transactional cost analysis application.
Designed and developed new data pipeline (ETL workflow) to fetch required data elements from source to staging tables.
Worked with the business SME to defined business rules for building new TCA metric or enhancing existing metrics and also created test plans to validate the metrics.
Worked on Trade & Quotes data cleansing and loading into data warehouse through ETL workflows developed using Pentaho PDI (Kettle), Perl, Python & MySQL stored procedures.
Worked on real time tick data (trades & quotes prices) integration with existing TCA application to perform real time analytics.
Worked on data issues across all equity, futures & fixed income reporting and resolved data anomalies by analyzing existing mappings.
Built and supported Amazon EC2 infrastructure for scaling up existing collecting & pre-processing NYSE trades and Quotes feeds.
Supported administrative activities like data cleanup on file system, configuration and maintenance of MySQL database to ensure smooth transaction cost reporting.