Technology SUN Grid Engine 6.1, MPI
Role Group-lead
Objective Setting up Set up the Grid across 6 HP Blades (with SLES9 as Operating System) and 2 Sun Ultrasparc T2000 processors for Quant applications in the Pune Data Centre. Installing MPI libraries and tested some parallel codes on the Grid.
Technology C++, MATLAB
Description Developing a MATLAB-MEX interface to access market data from QAI. We developed a MATLAB function which can take requirements from the trader and generate query. We developed a C++ code using MEX which can take that query as input and fetch data from QAI.
Technology C# .Net, Oracle 10g
Description Automating Mars, a RMM (Risk Measurement and Management Tool) which is being used for getting positions and calculating Profit and Loss and VaR for different portfolios for different Business Organizations.