CORTEX iX is the new cutting edge FX spot algorithm execution service from BNP Paribas. CORTEX iX has been designed to provide clients with access to bespoke algorithmic execution strategies whose primary goals are to capture price improvement, minimise market impact and ultimately achieve optimal execution by reducing overall transactions costs.

eFXAlgo Spot Trader for FX G10 currencies. Risk Manager for Auto-trading platform and Global Head of FX Algorithmic Execution services.

The Lighthouse application was designed for the FX Trading community. Citi being a major player in the FX markets, are able to deduce trading analytics and signals from FX flow data. Lighthouse is a WPF based application that provides traders fast access to this data. Traders are able to ascertain how certain currencies are being traded in the market and which clients are trading it. A real-time alerting tool has been built-in to provide traders with key signals based on CitiFX flows that allow traders to take intelligent risk.Major activities in this role included:Technical design of the platform utilising various technologies like Java, WPF and KDB.Project manager working closely with traders in the front office to gather functional requirements.Technical; analysis of the data to determine trading signals for models and tradersResponsible for the rollout, training and support of the application.

Intelligent Orders is a FX Algorithmic Execution platform. Citi were new to the market with this product and Asif was involved on this project from inception. Asif ultimately designed and implemented the platform as a senior developer who was quickly promoted to Tech lead. The platform was built using event driven programming (Apama) and had numerous distribution channels via FIX. Asif is based on the trade floor and works closely with the FX business in designing and implementing the algorithmic trading strategies that differentiate Citi from the competition. The system has since won numerous awards for 'Best Algorithmic Execution Platform'.Major activities in this role have included:Design and development of advanced execution strategies including DMA based models, TWAP/VWAP, slicers, passive and aggressive strategies.Member of working group to develop a standard company wide messaging protocol (FIX Engines over Tibco EMS) to cover all message flows in FX including algorithmic trading (FIX 4.4). Utilising KDB for analysing Tick data that subsequently used to generate trading signals including schema design.Project manager coordinating a global team consisting of 10 developers/testers.

Asif joined a team of 10 developers with the main focus on J2EE design & development, liaising closely with front office business analysts and technical teams from the Investment Banking Division. Asif's knowledge of the application proved invaluable to the team and as a result, was offered a permanent Technical Team Lead position at UBS.