Parallel Risk Management System is a MPI (Message passing Interface) based system which works on mother-child architecture. Mother calculates intraday risk and manages its child for online risk monitoring. The system needed to interact with various components and the main component was the main NSE (National Stock Exchange of India) trading mainframe (now also a clustered system). PRISM was used in Futures and Options Market, the most volatile segment of NSE, hence it was a real time, mission critical software. The whole system was based on linux.

 

 

1. Enablement/Disablement System.

This system was needed to centralize enablement/disablement process of NSE. Accordingly a substantial change was needed in cluster based system. I was involved in design of this component and worked (coded) on main MPI based system and was the most critical component.

 

2. Closeout System.

This facility allowed disabled members to square off there open positions. This facility involved socket programming in C to communicate with trading system of NSE and main PRISM system. I designed and developed this system and it was developed in C.

 

3. Java UI/Daemon consolidation project.

Whole UI's and Daemons were revamped and joined together to support all PRISM interfaces. I have worked on Core Java, Java Swings, Javamail, log4j,etc. I worked on designing and development of this project and I also supervised 4 people in this project.

 

4. Optimization of portfolio generator.

I have worked on optimization of portfolio generator which created xml format files for trading members. The execution was reduced by use of hast-tables and loop optimization techniques. Speedup of 90% was achieved.

5. Optimization of Intraday Risk Generation.

I have worked on optimization of Intraday Risk files which are calculated 4 times a day. The optimization involved removing unwanted joins and tweaking around with the queries which was doing unnecessary loop fetching and replaced it with a select single query. The process running time reduced from 30 minutes to less than 10 seconds.

 

5. Automation of New Symbol.

I have worked on automation of new symbol which is introduced in NSE. Earlier this process needed manual intervention from users as well as system teams. The work was done in Pro*C

 

6. Connect 2 NSE feed sender.

This is a tool which extracts live member portfolio's from online PRISM system and sends data to some other project called Connect2NSE. Work was done in socket programming in C.