Lead developer for Commodities risk reporting in Quartz. Quartz is an in-house developed platform capable of managing all aspects of a trade’s lifecycle from booking to settlement. It is written mainly in Python with a handful of core components written in C++. The client is a .NET application with an embedded Python runtime that allows Python developers to leverage WPF to create rich user interfaces. Initially much of my time was spent building out processes to import trades from the various Commodities trade lifecycle systems and associated reference data. I then worked with other lines of business to build out an intraday and EOD risk reporting application called Opal that desk developers use to create reports for their specific desks' needs. Lead developer for Trade Router which is an STP application written in C# that runs as a Windows service. It receives more than 100,000 fills per day from multiple exchanges and books them as trades in various downstream systems.Lead server developer for Aries which is a fault tolerant trade blotter written in C#. It replaced the expensive and less friendly blotter that ships with OpenLink Endur on most trader desktops. Aries enabled traders to continue working during server upgrades and Endur outages. It also enabled a workflow that would match trades entered by a sales person with those executed by the trader.

Lead development of a real-time risk service for credit default swaps (CDS) from inception through two major releases. The service supported more than 100 traders globally, each with hundreds of simultaneous views of risk at different levels of granularity and scope (book, product, industry group, custom, etc.). Challenges included scaling to hundreds of users, providing sub-second response times, and handling high levels of concurrency.Made several feature and performance enhancements to CDS pricing including redesigning the mechanism used to age prices, adding data quality inheritance to the pricing graphs, significantly improving graph creation and destruction times, significantly reducing memory usage and heap churn, and reducing code size and complexity.Lead the Physical Operations team in the Commodities division with a focus on creating a new data model for gas scheduling in order to make it more understandable, flexible, and storage efficient.

Worked as part of a small product team of eight people to produce Microsoft’s unified platform for developing adapters to line of business systems such as SAP, Seibel, Oracle and PeopleSoftWrote test plans, test specifications, and test automation code in C# for several features including a Visual Studio plug-in, BizTalk Server plug-in, Visual Studio new project wizard, and an ADO.NET provider for web services.Obtained over 80% block code coverage on all of my features.Acted as a release gate by ensuring that all quality bars for reliability, performance, security, accessibility, localization, etc… met predefined criteria.Consulted and provided support for several global partners who where creating solutions based on the team’s prerelease API and tools.Lead and participated in specification, code, and UI review sessions.