HFT/market making

We own multiple systems, all revolve around yield curve creation, from helping strats visualise and structure a yield curve to controlling the data flow and storing the data in a bitemporal DB.I owned a couple of projects myself: A React-based visualisation for our data flow where I worked directly with the head strat, developed and organised a project with users, project managers and regulators to source FX rates from our database and make sure the data is validated and any irregularities reported and signed off by strats and ultimately reported to regulators. Started mentoring junior developers this year and starting a new project as a lead, working with 2-3 juniors.

I worked in “Systematic” team which maintains/implements algo-trading techniques devised by our researchers. Areas: systematic trading backend, order management, our continuous error-checking system, and some UI work. I was also on-call.

Collecting requirements from traders, worked on re-implementing our application as a distributed system using Orleans (similar to Akka), created a web app using Angular 2 and PolymerJS and helped traders learn Python scripting to automate some small tasks. My last project was implementing RFQ (Request For Quote, E-Trading protocol), I worked on both server backend (C++) and the C# front-end, I was also the point of contact for project status since I was the only one in touch with every side.

The role involved a lot of puzzle solving, probability theory, coding, communicating with server developers to explain game logic, testing the server implementation myself and being responsible for two colleagues and training one.Highlights:- Started as a simulations programmer and ended being responsible for two other colleagues and had to train one before I left for the MSc degree.- I had a totally different approach to modelling where I automated most of the statistical calculations in slot machines that was previously done manually in Excel. This allowed us to model way more complex features and made it much easier to balance games.- Built my own simulations framework for model validation.- Automated the process of exporting a maths model into a server profile which is also usable by my own model validation framework. This was done manually previously.

I worked on creating prototypes of our project for Windows Phone and Symbian platform and also made a J2ME (Java) app to extract contacts from old phones into our database in the cloud.