Designed and implemented new rules based order management system. The system is cross asset and provides a super order management framework to accelerate trading profitability.
It was designed using best of breed .Net framework 3.0 and then 3.5.
I managed a developer in addition to the design of the system, database and infrastructure. Then I implemented using c#, WCF , WF and WPF. The unit tests were done using MSTest and the VSTS.
The UI and middle tiers communicated using WCF services and the database was Sql Server 2005.
The deliverables were managed using Scrum.
A demo was also delivered in Silverlight 2.
Windows XP/Vista, c#, WPF, WCF, WF, Silverlight, VSTO, VSTS, VS2008, MSTest, Sql2005, Agile (Scrum), OpenTick

Took over existing STP booking system for FX derivatives, and fixed a number of problems, improved through put and reliability. This is a multi tier system interoperating with many systems including Murex, Excel pricing sheets, quant pricing libraries and back office systems. It involved interacting with traders to discover requirements and explain changes. I added Simple Average Rate, Double Average Rate, Simple Average Strike and Range Accrual Asian trades to the whole trading and STP system. This involved adding the definitions and coding all the way through the various systems.
Also as part of this, I added a whole new testing suite using MSTest (VSTS).
Windows 2000/XP/2003, c#, Winforms, VSTO, VSTS,VS2005, WCF, XML, XSLT, MSTest, Sql Server 2005, Sybase, design patterns, Agile

Designed and developed new algorithmic trading system. This was designed for any security type, but was tested against futures and options. This system allows rules to be followed in a workflow to simulate the actions of a human trader whilst providing safeguards. I also managed a senior developer, providing them with designs and reviewing their code and tests. This was written in v2 of the framework utilising MSTest for unit tests and DLINQ for object/relational mapping. The communication layer was done using WCF (BasicHttpBinding and NetTcpBinding for compatability).

Windows XP, c#,WPF, WinFX, Multi-threading, BizTalk, MSTest, XML, VSTO, Web services (WCF), UML, DLINQ, Sql Server 2005, PATS, Enterprise Library, design patterns, agile methodology

Working on the new FX (cash and options) e-commerce trading system for external clients. This allows streaming of rates to clients instead of normal pull model, integrating with internal booking and pricing systems and communicating via web services to Java middle tier.

The winforms client was done using Enterprise library and the composite application block.

Windows XP, XML, WinForms & Webforms (asp.net), C#/, VSTO, Multi-threading, XML, Sql Server, Oracle, NHibernate, Enterprise library, agile methods

I worked on the global order management system for equities, equity derivatives and convertibles. Built as a greenfield system, replacing aging system. It provides integration into trading engine, pricing (Reuters Triarch), and internally manages clients, orders throughout their life and provides extra functionality around those such as History. Included was the Indication of Interest module to interest big clients in attractive pricing.
The design was done in UML, the front tier in WinForms C#; the middle tier in C# using the Gentle framework, MQ and Soap Services (WSE2).
I produced a PDF generator for the GUI as well as many general enhancements for the framework created on top of .Net; and helped move the design forward.

• Designing best of breed global system
• Equities, Equity derivatives and convertibles
• Designed from start using message queuing, C#/.Net and Web Services
• Interaction with order management systems

Windows XP, XML, WinForms C#, WSE2, Web services, Agile, BizTalk, ClearCase, Multi-threading, Triarch, TCP/IP, Sybase and Oracle, Office [PIAs].

Working on the hedge fund’s internal IT systems, for front and middle office.
Designed new three tier architecture to take over from previous two tier ASP systems.
Trade Entry system does Bonds, Equities, Options, Futures and FX trades. Designed and developed a strategy trading system building and enhancing the framework started by the Trade Entry system. Also created Reporting Engine for PNL, Positions and Firm Financing. Trade Bundler creates a basket of trades according to appropriate Factory class definitions.
This has included mentoring two C# developers.

Architecture designed and implemented using C# and Web Services, thereby allowing non .Net processes to access the applications.
• Excellent credit, options, futures, commodities and swaps experience
• Well received by traders, head traders and business owner, whom I interacted with directly
• Good experience of exotics, bonds, credits and interest rate derivatives
• All real-time applications, with global connectivity
Win XP, Visual C# (WinForms & WebServices), Agile, XML, .Net, UML, BizTalk, Multi-threading, Sql Server, Office [PIAs].

Working at Euronext.Liffe (the London, Paris, Brussels, Amsterdam and Tokyo derivatives exchange), for the monitor and control development team. These applications are front and middle office systems to observe and control the markets where the creation of strategies and trading of options, futures, forwards, commodities and swaps happens.
Also part of the suite is the Euronext.Liffe trading client system which uses the Liffe API is the same way as a third software vendor/member would, which has been sold to smaller members.

• Excellent options, futures, forwards, commodities and swaps experience
• Good experience of exotics, bonds, credits and interest rate derivatives
• All real-time applications, with global connectivity
• Liffe API from the inside
• Design of new OO add-ons using Rational Rose/RUP methodology

Win 2000/XP, Visual C++, XML, Liffe API, TCP/IP, Multi-threading, UML, C++, Rational Rose, Unix(Solaris), Sql Server and Oracle

T:Zero
For Barclays Capital, it was a real-time funding analytics system for bond, repo, equity and derivative traders. Cash and funding trade data is processed immediately - no waiting for the day after settlement to see how positions are funded, providing complete funding analytics on trading day. This was a front and middle office system to enable the traders to fund themselves more efficiently; as well as providing funding ladders to enable the traders to look into future projections of how their positions will change. It also provided feeds back into the back-office systems.
• Build excellent understanding of bond trades and repo’s; and added to options, futures, swaps and Forex knowledge.
• Presented to head traders as a cost saving as well as a business advantage
• I was also hands-on technical leader on this system.
• OOPM was used with iterative lifecycle
• Complete UML modelled product, from design to implementation
• Designed from start using message queuing, C# and .Net
• Windows Forms
• Used XML and XSLT to provide descriptive data and connectivity
• Funding portfolios exported to Excel in real time using COM automation interop to enable traders to manipulate data
Win NT/2000/XP/.Net, C#, XML, XSLT, COM (ATL), Multi-threading, SOAP, COM+, MSMQ and Sql Server, ARTS.
Oxygen
Created on behalf of JP Morgan, Oxygen was a cross product trading platform for equities, gilts, futures, options, bonds, swaps, commodities, forex and unit trusts. Under each of those, a greater grain of detail could be obtained, e.g. Basis Swap, Binary Option. It also provided the order ticket facility, order book, historical views, analysis and risk management views.
• Build on knowledge of options, futures, swaps and forex.
• Technical leader on this system.
• Prseented to head traders, showing excellent cost savings
• Used XML as method for describing data.
• XSLT used to provide transformations.
• OOPM was used with iterative lifecycle and UML
• Designed from start using message queuing
Win NT/2000/Linux, Visual C++, C++, XML, XSLT, SOAP, COM (ATL), Multi-threading, COM+, Sql Server and Oracle.

For CGU, Framework was a three year £17M bespoke development, delivering data entry, OLAP, MIS, complex actuarial calculations, web reporting, projections, risk management, OLAP and workflow. This was a full three tier system - one of the first in the industry; and provided interfaces for front office and middle office people.
• Managed the team producing the middle tier (7-15 people). Approx £4M budget
• Full software lifecycle (iterative)
• Direct interaction with board level business decision makers
• Due diligence on the software components and architecture we bought
• Three tier
• Workflow
• Designed using UML
System
Win 95/98/NT, Xenix, Visual C++, C++, COM, MTS, TCP/IP, X25, Oracle.

For Mitsui Bank, we provided full due diligence for them on recommending a course of action for a new system - whether to create in-house or buy a intermediate solution. I was technical advisor.
For IST Trading, a trading platform was required for Equities, Gilts, Options, Futures and Unit Trusts. I project managed the account and the team (5) producing the software. It was brought in on time and under budget.
It was designed using UML in Visio, and written totally in Visual C++ utilising MTS on NT4 and Sql Server as a back end. Static data came via Reuters, and trades were sent using their API as well. I led the development of this, in hands-on style. The front end utilised ASP.
For Marlborough we produced a tailored copy of Framework. This was to fit into a slightly different business model, but we could utilise 95% of the work done for CGU - just adding a few components and making database changes.
For IIR and WARb, we produced Visual C++ systems for their internal admin practices using Oracle. I managed IIR and the team (4) that wrote the systems, and also was very much hands on. For WARB, I supplied technical architectural assistance.

Working alongside the trading floor, I was part of the team successfully delivering the automated trading system for the Equities division. This was a front office system, with feeds to and from the BZW trading system - COLT.
It featured calculations of models, pricing, price improvement and costs as well as order ticket creation and interaction with BZW’s dealing and static data systems.
It was written using Visual C++, COM, and SqlServer on NT for NT and Win95, with TCP/IP and X25 connectivity for their Solaris based trading system and SETS.

This was the trading arm of Fidelity, dealing with the order management of equities and gilts. I was responsible for designing and implementing an object oriented reporting system, and creating a pool manager to distribute objects more efficiently. I also worked on small enhancements with direct user involvement.
This was done for NT, Win3.1 and Solaris, using Visual C++, C++ and Oracle.