Algorithmics Inc. is a risk management software company, which was bought by IBM in early 2000. The software is being used in major financial institutions across the world, providing financial analysts and traders a platform to analyze and manage clients' portfolios in real-time.

It was my first job out of the University of Waterloo. I worked as a software engineer in the Risk Warehouse department, which is a Datawarehouse.  While working there I learned a lot of financial analysis methodology.  Also on option, future, and derivative tradings. 

In terms of IT, my job was heavily involved in the implementation of large data warehouses and data management.  Here are the brief details of my contribution to the company, which will later be known as big data management. 

• Implemented Monte Carlos simulation.  Build a hierarchy tree to organize scenario sets hierarchy, curve data, relationships between portfolios, instruments, and positions. 
• Responsibilities include data modeling, software design, development, and system configuration of a financial software product in a Data Warehouse.
• Developed in C/C++ infrastructure for overnight batch and reconciliation to support the main analytic engine.  Update reporting tables for daily trades, and data loading process with Oracle and Sybase. 
• Developed a Make System with GNU Make for managing structural, compilation, configuration, and version control problems.
• Implemented installation process with PERL, borne shell, and c shell.