Welcome About Me Education Experience Projects
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Mihir Deshpande
Software Developer | Finance Enthusiast

Hi, I'm Mihir

I am a highly motivated and self driven individual with passion for coding in financial industry. I have over 7 years of experience in Financial Technology sector and I learn fast to keep up with the pace of this industry. I am an excellent team player with strong communication skills and also have knowledge of all major financial products.

Education

Professional Experience

Bank of America

Software Engineer III - Fixed Income / Mortgage Technology    ( Feb 2022 - present )

• Working on global electronic trading/market-making tools for securitized products
• Writing REST APIs and jobs to facilitate various backend processes and calculations for trading applications
• Collaborating with BoFA traders to understand requirements, design and implement solutions
• Working with etrading application for "Specified Pools" - Live view of holdings and offers to publish
• Automation of Specpool origination workflow to sales and trading team
• Enhancing desk tool for EMEA traders and helping in onboarding the tool in EMEA trading space

Bank of America

Software Engineer II - Liquidity Risk Technology    ( July 2016 - Feb 2022 )

• Designed and developed query generator APIs to facilitate product data using SQLAlchemy, Flask, Marshmallow
• Implemented generic framework to service database configurable REST API calls with variable parameters
• Developed an adjustment module for Fed5G/Fed6G reporting with approval flow to apply and void adjustments
• Designed and developed a JIRA like system with multilevel hierarchical and parallel approval flow
• Enhanced stress reporting module which simulates various market and idiosyncratic scenarios before reporting

Bank of America

Summer Analyst    ( June 2015 - August 2015 )

• Developed back-end setup for Fed5G summary reports while working with Global Liquidity Risk Technology team
• Developed a module to give timed access to requesting users to edit shared report generation templates
• Added data consistency checks in existing module which transferred critical data between different databases

FinIQ

Software Developer    ( June 2013 - June 2014 )

• Implemented Fusai model in C++ to calculate premium for ‘Discrete Barrier Options’
• Developed executables to process Accumulators/Decumulators and other structured financial product
• Executables developed are run by the client bank at the end of every business day to process deals, take necessary actions and generate appropriate spot or forward deals for customer and counterparty

Projects

Options Strategies Generator

Generate strategies!

• Created an options strategies generator which suggests strategies with live market data within given budget

Sudoku Game

Play Here!    Source Code

• Implemented a Sudoku game with different difficulty levels - Easy, Medium and Hard

Optimization of Matrix Multiplication

• Devised a new recursive block matrix multiplication algorithm
• Worked out a new method to convert row/column major matrix into Hybrid Morton-Order matrix
• Multiplied hybrid Morton-Order matrices with significant speed-up and integrated with ATLAS BLAS

Distributed NFS with Load Balancing

• Implemented a FUSE based filesystem for implicit load balancing in multi-server environment
• Clients were provided with a unified view of the filesystem which was actually distributed over different servers
• Requests to access files on overloaded servers were redirected to other servers by replication of required file

XINU Kernel Modifications

• Modified XINU kernel to implement traditional Linux-like scheduler with support for multiple ready queues
• Implemented priority based read-write locks, page fault handler and demand paging with FIFO and LRU policies
• System calls for dynamic memory allocation and memory sharing were also implemented

Course Assesment Application

• Designed and developed a course assessment web application using Spring Framework and Oracle database
• Allows to set online quizzes which can be attempted by other users