Feb 2009 - December 2011
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UniCredit S.p.A
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Contract developer
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Murex data feed service
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Technologies |
Java (J2SE), Swing Framework (3), JDBC, Murex client apis, TanukiSoft JavaServiceWrapper
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- Used to push volatility data into murex risk management engine
- Greatly improved system reliability in this sensitive area.
- Required mastery of a poorly-documented Murex API
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Contract developer
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UniMarker Volatility Contribution tool
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Technologies |
Java (J2SE), Java WebStart, Java Swing, NetBeans RCP, Maven, Hudson, Apache Axis, Jcifs NTLMv2
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- Used by traders to maintain ccypair volatility
- Reproduced then extended functionality from an Excel spreadsheet
- closely integrated with analytics library to automatically recompute cells as traders updated others
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Contract developer
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UniPricer FX Options Pricing Tool
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Technologies |
Java (J2SE), Java WebStart, Eclipse RCP, IBM MQ Series, Murex MxML, Maven, Hudson, Apache Axis, Jcifs NTLMv2
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- Pricing tool used by Sales and Traders
- Took Proof of Concept Options Pricer and industrialised it
- Wrote framework to supported new product types as Quants developed analytics libraries
- Integrated NTLMv2 authentication into Apache Axis to enable authenticated communication with SQLServer back end
- Implemented Straight Through Processing to push deals directly into Murex Risk Management
- Developed Continuous Integration and deployment system to enable quants and senior traders to
give feedback on new functionality as it was developed
- Based on IBM Eclipse Rich Client Platform with JFaces. Deployed using Java WebStart.
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March 2007 - December 2008
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HSBC Investment Bank
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Contract Developer
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FX Options Pricing Service
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Technologies
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Java (J2SE), Spring Framework, Hibernate, Apache Tomcat, Tibco RV, MS Visual C++, MS Excel VBA, Sybase 12.5
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Provided new functionality, performance enhancements and bug fixes to an fx (vanillas and exotics)
options pricing platform.
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February 2005 - February 2007
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UBS Investment Bank AG
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Contract Developer
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FX pricing infrastructure
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Technologies
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Java (J2SE), IBM MQ Series, XML, JDBC, Sybase, C++, WindowsXP, Solaris 10
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- Re-engineered an on-demand pricing engine to
increase responsiveness,
scalability, maintainability and
accuracy whilst reducing CPU overhead.
- Full software lifecycle from requirements
(improve responsiveness of previous system),
through to solution (re-engineer software),
design, documentation, coding, testing,
delivery to UAT and support of UAT processes.
- Handled pricing for a wide range of FX and Treasury instruments.
- 100% compatible with previous interfaces
enabling a trivial deployment and rollback procedure.
- Developed a FX price-push server to deliver batches of
FX prices to an external client at a set period.
- Worked flexibly with external development team
to deliver software to an evolving specification.
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January 2004 - January 2005
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Personal projects. I spent a year travelling around Asia
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June 2001 - January 2004
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CMC Group PLC,
Information Internet Limited
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Principal Developer,
System Architect,
Technical Team Leader
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Backoffice replacement project
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Technologies
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Java (J2SE), Oracle (9i), MS SQL Server 2000,
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- CMC Group Plc acquired Information Internet
in May 2000.
The job title and employer name subsequently
changed but the role did not.
- Replacement of legacy, MSDOS based
backoffice system.
- Took project through entire lifecycle from
business analysis right through to the handover
to support.
- Led a team of developers which varied in size
between 2 and 10
- Responsible for administering
- FX Rollovers
- CFD overnight financing charges
- Mark to Market calculations and cash
postings on all
client and dealer positions
- corporate actions
- Generation and email of client daily
statements
- Generation of P&L and market exposure
reports for accountants, dealers
and directors.
- Creation of payment extract files enabling
straight-through processing to external
banking systems of client cash payments.
- Commission calculation and settlement
with trading partners/brokers.
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May 2000 - June 2001
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Information Internet Limited
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Senior Developer
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MarketMaker Version 5.0
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Technologies
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Java (J2SE), MS SQL Server 2000, MS Visual C++
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- Joined this project mid-lifecycle, taking over
from a leaver.
- Reimplementing the entire trading platform in Java.
- Designed and implemented real time messaging system
- Kept backward compatibility with previous version of
messaging system.
- Designed and implemented business objects modelling
the trading activity.
- Designed and implemented auto matching software.
- Designed and implemented Windows NT Service to keep the
Java server software running on the server machines.
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January 2000 - May 2000
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Information Internet Limited
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Technical Team Leader
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Unibank project
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Technologies
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VB, C++, ADO, ActiveX, ATL, MFC, MS SQL Server, Access
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- Project to adapt a version of the MarketMaker trading platform
for a Danish bank.
- Worked closely with the bank's business analysts to create
functional specifications.
- Led a team of 3 developers.
- Project terminated prematurely due to political issues.
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September 1999 - January 2000
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Information Internet Limited
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Technical Team Leader
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Fimat project
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Technologies
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VB, C++, ADO, ActiveX, ATL, MFC, MS SQL Server, Access
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- Joined towards end of lifecycle.
- Brought in to ensure client satisfaction in managing
last few outstanding issues in the project
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March 1999 - September 1999
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Information Internet Limited
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Technical Team Leader
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Investec MarketMaker Treasury
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Technologies
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VB, C++, ADO, ATL, MFC, MS SQL Server, MSAccess
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- Developed on client site (in dealing room)
- Worked closely with client's business analysts to
produce functional specifications and incrementally
deliver the system functionality.
- Developed flavour of FX trading system which handled
call accounts, loans and deposits including
a limited trade finance application
- Delivered software to bridge trading information from
the MSSQL Server database into their BradyTrinity risk
management system.
- Delivered software to calculate FX trade decomposition
(via Spot USD) for all FX deals.
- Led team of 3 developers
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September 1998 - March 1999
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Information Internet Limited
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Developer
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Various pricefeeds
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Technologies
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C++, MFC, MS Access
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- Interfaced with a variety of external price feeds
to convert into (and out of) MarketMaker format.
These include ADP Systems, Reuters SFC, iNet Bridge,
Dow Jones and various internal pricing models.
- Abstracted the interface details into a .dll. This
meant that the same priceserver executable could be
installed at all client sites, greatly easing the
maintenance burden.
- Implemented using C++ and MFC
- Designed to handled a specified throughput of
1000 prices/second. In tests it exceeded this (slightly).
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October 1997 - January 1999
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Information Internet Limited
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Developer
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MarketMaker version 4.0
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Technologies
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VB, ODBC, MS SQL Server, Access
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- Worked on various applications building up the the
rollout of version 4 of the system.
- Designed and Implemented software from specified
requirements.
- Rollout of system both at CMC Group PLC in London
and at Commerzbank in Frankfurt.
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September 1995 - August 1997
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Mirror Group Newspapers PLC
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Technical Support Analyst
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- Unix and Windows NT system administration
- Troubleshooting a wide range of servers and
desktop machines
- Insight into issues faced when providing 24/7
support for software developed in-house.
- Gained understanding of issues faced by medium
sized IT departments.
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