Deep Sanghavi

Software Developer @ UBS | Master\'s in Computer Science

Role
Software Developer at UBS
Location
New York, NY, US
LinkedIn followers
500 followers

About Deep Sanghavi

I have a master\'s degree in computer science from New York University, where I focused on machine learning and data science. I am currently a software developer at UBS, working on trade management optimization and automation projects for the derivatives business.In my role, I design and develop APIs for equity, credit, and interest rate derivatives, using Python and Java, to automate booking, affirmation, and clearing of OTC derivatives, reducing operational risk and enhancing efficiency. I also designed a script to archive daily metadata of all trades executed on the company’s trading platform, migrating data from Oracle to Azure Cloud. Previously, I interned at PicoNets, where I deployed and analyzed caching servers for a local ISP, and designed an application that performs optical character recognition on client PDFs, using Python-Flask and React.js. I am passionate about solving complex problems with innovative solutions, and I enjoy collaborating with diverse teams and learning new technologies. I believe I can bring valuable skills, experience, and perspectives to your organization.

Experience

  1. Software Developer

    UBS

    Jul 2021 — Present · NY, US

    Derivatives Platform DevelopmentDesigned & Developed APIs for Equity, Credit & Interest rate Derivatives to automate booking, affirmation and clearing of OTC Derivatives reducing operational risk for an increased trade volume.Eliminated the use of Excel Macros which updates trades by scripting a flask API, saving several monotonous hours of each trader.Achieved 85% code coverage through test-driven development in Java and python.Delivered features and bug fixes for 30+ sprints in a CICD manner.Automation of Trade Data Archiving ProcessDesigned a script to archive daily metadata of all trades executed on the company’s trading platform.Migrated trade data from a traditional Oracle Database to Azure Cloud Blobs using temporary data servers.Setup Snowflake which helped users to run sql commands on Azure database.

Education

  • New York University

    Master's degree

    2019 — 2021

  • Dwarkadas J. Sanghvi College of Engineering

    Bachelor's degree

    2015 — 2019

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