James Bass Email & Phone Number

Front Office Solutions

Jan 2007 - Sep 2015 Technology Solutions Group - DirectorOverall responsibility for the architecture, design and development of the exotic risk management system, which is used by all desks across the bank for P&L and risk over all structured products. Leading a team of four other people, providing guidance on the system architecture and work-package breakdown. Sole responsibilities have included:- Requirements capture from traders/risk managers.- Implementation of the system that provides low-latency market data and deal data access.- Implementation of the main scheduler that optimises the packing of pricing jobs and distributes these across a grid.- Interface between the risk management system and the quant models.James has been the main point of contact within the group for the structured trading desks, and is able to communicate with risk managers and traders. Jul 2006 - Dec 2006 Exotic Derivatives Group - Vice PresidentSupporting a legacy risk management engine based on Excel spreadsheets with a distributed back-end. Enhancement to the C++ libraries to add new products, and reorganisation of the spreadsheets to make market data capture simpler for the traders.

Equity Derivatives Technology Group

Jan 2005 - Jun 2006 Architecture Team - Technical SpecialistWorking with the Exotics desk to enhance their model performance; this involved rebooking securities, working with the traders to adjust securities, and optimising the quant library. Design and technical specification for the migration of the live and overnight risk engines to run on 3rd party grid software. Responsibility for hardware refresh programme and scaling up the server capacity by 300%, including generating metrics and capacity plans in Excel from Sybase database. Mentoring/training colleagues in C# and Unix scripting.May 2005 - Jun 2006 Equity Derivatives Technology - Technical SpecialistDesign and implementation of a new overnight risk distribution system, using C# / .NET. Analysing stability issues with the live and overnight risk engines and subsequently implementing bug fixes and enhancements to these high-performance distributed multi-threaded applications written in C++. Enhancements to the C++ libraries that form an Excel add-in which supports pricing/risk calculations and trade capture. Enhancements to the overnight risk distribution system, which required learning Perl and refreshing SQL skills very quickly.

Space & Defence

Jan 1998 – Apr 2005 MTSAT - Analyst ProgrammerDesigned, developed and supported a large satellite ground station system for an image acquisition facility for the new series of Japanese weather satellites. Responsibility for hardware selection and specification including networking. Responsibility for designing and implementing large parts of the system using MS Visual C++ on Win2K and ANSI C on HP-UX 11. Responsibility for managing the specification, design and delivery of the IF subsystem for communicating with the satellite. Responsibility for subsequent installation and support work on-site in Japan.The key part of the system that James worked on was the communications layer between the custom IF electronics and the Unix systems, utilising high-performance multi-threaded processes running sockets for communication including dual-redundant failover capability with no loss of service. James also worked on the custom 7-layer OSI model, including algorithms for JPEG compression, DES encryption, CRC and Reed-Solomon coding.Aug 2004 – Apr 2005 Secure Multicast - Technical Design AuthorityResponsible for the design of a system to allow multicast services to be provided over a new-generation global satellite platform. This system was designed as a distributed, multi-threaded application on MS Windows with the back-end engine written in C++/STL and the front-end applications written in C#.Designing and developing software modules to provide encryption and decryption network stacks and key distribution. These modules were written in C++ and required knowledge of low-level sockets, including knowledge of WinSock libraries as well as at the Ethernet layer directly.Dec 2003 – Jun 2004 Galileo - Technical Design AuthorityResponsibility for a team of subcontractors to design and specify five Telemetry, Tracking & Control stations for the Galileo Satellite Navigation mission. This included RF, IF and computing components as well as infrastructure.