Charles Rapp Email & Phone Number

I have worked as a lead software developer in the electronic trading industry now for 15 years, primarily on front office, server-based applications.Developed low-latency Java applications which interface with financial market data vendors, analyzing that data for trader-defined trends, and then issue market orders (via our in-house OMS) when a trend is found. The market data interface is also capable of forwarding data to trader desks for visual presentation, generating theoretical valuations, and other market data-intense processing. Java provided the flexibility to write new algorithms and market data analyzers quickly and to integrate them into the market data application.Developed both client-side and server-side API for an order management system (OMS) which allows a client to send a customized order request which the server portion then converts into the target exchange protocol (FIX and ARCADirect). Also developed the OMS SQL database which tracks each order's stages. This includes when the order is sent to the exchange, accepted, possibly modified, filled or canceled. The client-side API reads in the current order state from the database and subscribes to the sever-side messages.Developed a drop copy interface which used the server-side OMS API to report trades made using a third party OMS. The OMS database contained a separate trades table used for back office clearing. Also developed a drop copy server to send FIX execution reports to another in-house system.Developed both the client-side and server-side position monitor API and the SQL database for storing the data. The server-side would retrieve the current trader positions on start, subscribe to the OMS trade messages and the latest market data trade price for that instrument, and publish actual and theoretical position messages. Because the position monitoring makes heavy use of market data, it is placed within the same virtual machine as the market data interface.

Listed skills include Java, C#, Smc, Sql, and 22 others.