S Lav

Delivered data engineering solutions for VaR estimation using Databricks, PySpark and heavy SQL, implemented ADF pipelines and Unity Catalog for centralized governance to enable secure analytics and pricing workflows.

Led migration of a high-traffic music streaming platform to Azure SQL and built ETL/ELT pipelines and Databricks lakehouse processing billions of logs, improving scalability and enabling real-time analytics.

Contributed to a Climate Risk Platform and Big Data analytics by sourcing data into Palantir Foundry, developing PySpark workbooks, managing data lineage and metadata to support risk and portfolio workflows.

Improved EU social security calculation tools by hardening calculation logic, applying multithreading, improving report readability and responsiveness, and implementing Azure-based data processing pipelines.

Delivered a research and analysis system for trading with CVA adjustments on commodity risk, implementing quantitative pricing models and ETL processes for regulatory and risk calculations.

Built ETL processes and WPF dashboards for regulatory reporting, transforming and aggregating data to generate compliant reports and improve monitoring of rule application.

Developed a national ticket issuing system using MVVM and Prism with WPF, improving responsiveness and maintainability of core GUI and backend services for Belgium's main rail operator.

Developed real-time trading and reconciliation systems for commodities trading, performed back-end optimization and ETL to support pricing, KYC and financial analysis workflows.

Built a stock market trading analysis tool with multi-database support and real-time filtering to enable market analysis across vendor datasets.

Performed investigative analysis of valuation and Greeks discrepancies, implemented pricing for derivatives and built WPF tools for comparative quant analysis and report generation.

Led conversion of legacy WinForms applications to WPF and optimized backend data performance for a financial risk management system supporting derivatives for the shipping industry.

Automated daily reconciliation and consolidated capital markets data across multiple systems, migrated legacy apps to improve reporting automation and integrated DB2, Mainframe and Sybase via SSIS.

Built a services integration framework for authentication and entitlements, optimizing data models, indexes and stored procedures to improve performance and deployability across Prudential Securities.

Developed a .NET multi-user treasury workstation for real-time liquidity, reconciliation and cash forecasting to enable daily cash analysis and projected cash forecasting.

Designed and implemented reporting systems and stored procedures for a private investments department, enabling ad-hoc and Crystal Reports-driven reporting across Sybase backends.

Master of Science in Computer Engineering from Manhattan College in New York, USA.

Bachelor of Engineering in Electrical Engineering from City College of the City University of New York.