Embedded systems design for a variety of hardware designs utilising Lattice FPGA and MicroChip ARM Cortex M0 microprocessors. Schematic and PCB Layout using KiCAD, HDL using ICECUBE2, Quartus and Radiant in Verilog. Embedded C/C++(XCC) in MPLABX with RTOS.

Front Office senior developer Java/Python developing the pricing solution for electronically traded vanilla FX Option Products. Developer of distributed system for the pricing of complex products using Java with analytics in C++. Test and model verification in Python. Pricing performed using the D1 pricing graph framework with a heterogenous approach for caching and pre-calculation in order to reduce latency and provide tight pricing.

Senior Developer working with the Fixed Interest Rate eTrading group developing next generation applications for Derivatives pricing. Involved in the renovation of the FX Options pricing platform using Java, Python and C++ analytics in a distributed heterogeneous environment.

Senior Developer within the Credit/IR Derivatives front office providing technical solutions for exchange connectivity/trade processing in particular relating to client and broker connectivity utilising Java (Spring, Maven, Apache Camel, GemFire,JUnit,Mockito Clover) and C# (.Net 4, NUnit, OpenCover). Integration with various exchanges via ION MarketView (for CME), ICAP IConnect, List.it FastTrack MetaMarket, Bloomberg VCON, and FIX and Proprietary (Java/C++/messaging) Protocols for Derivative flow trading. ICELINK for Credit affirmation and clearing.Server side low latency development utilising SCRUM Methodology supported by Atlassian Greenhopper/Bamboo/JIRA etc).

Senior Developer for Electronic Trading/Market Making/FX Pricing.Development in a highly distributed latency-sensitive Java environment with server-side real-time analytics supporting the FX spot and forward business. Forward pricing using proprietary analytics within a distributed dependency tree (matrix pricer).Technologies employed are Java , Spring, Ivy on a heterogeneous Linux/WindowsXP server farm. Iterative development process with SVN, Hudson, Corbetura etc providing a continuous integration environment.

Technical lead for Derivatives Processing within Morgan Stanley responsible for post-trade processing for derivative products including (FX, IR, Commodity and Equity derivatives). Specifically the confirmation, electronic and paper, and the processing of related contractual data.Technologies employed are server side Java, multi-threaded with Spring, CXF and Hibernate running on Linux distributed platform with front-ends written in C#, Infragistics and WPF. Development methodology is Agile/Iterative, with continuous integration/testing.

Electronic TradingArchitect of BORIS - Bond Order Routing system providing end-to-end connectivity via FIX (C++/Solaris) and market making on Bloomberg and SWX.Various tactical initiatives on FXAll and Currenex for FX market making.Led the initial implementation of RaboBank as a market maker on Reuters ADT.

Freelance technical contractor (Java/C++/UNIX/Multi-threading/Distributed) via Beyond Infinity LimitedClients included UBS, CSFB, Fidelity and Rabobank.

Senior Developer Market Making using C++ on Solaris for European Government debt and related derivative securities. Low-latency interfacing to TradeWeb and Bloomberg for market execution.

Developer on Frontier for Money Market Front Office with Danny Persaud et al. of QAS.Also... some work on ECP and MTNs once old UBS became new UBS

Senior Developer FX Front Office

Finance GroupCommunications & Electronic SystemsProjects for Xerox, CAA, Hong Kong Stock Exchange, Unilever, IBM,...

Part of the original farmhouse teamZ80 AssemblyToken Ring development