Program to build a compute grid framework to integrate custom analytics to the Bank’s vendor systemMurex. Creation of a C++ library with core components, infrastructure, vendor interface and tests followingall modern SDLC procedures.

Global Strategic Analytic (Strats) - Kannon Risk System (4/20 - 7/23)(Win/Linux, C++, Python)- Increased the existing system tenfold by overhauling the Scheduling component, which is the heart of the system, responsible for running every risk batch, trade feed and data update.- Completed a strategic code level framework for solving reference data governance by designing a highly flexible multi-platform solution allowing data standards to be enforced at a binary level.- Created & led a small team of highly skilled developers to establish a Platform team, who maintain all aspects of infrastructure, DevOps, Build-Master, Support and Release Management.Finance Technology - Product Owner of CCAR (2/19 - 4/20)(Linux / Java)Managed the implementation of strategy, design and delivery for the CCAR platform. Created a program around Model Life Cycle. Redesigned strategic data interfaces and streamlined existing software to work with other stress testing problems such as Resolution Planning.Equity and Equity Derivatives Technology (1/15 - 2/19)(Linux / Everything)Spearheaded a successful upgrade of Imagine Software to the latest vendor supported version after 15+ years of customizations while simultaneously managing a team restructuring and meeting all unrelated business targets. - Eliminated the 11M TCOO of the legacy system, which was causing P1 outages resulting in critical audit points.- Reduced the reliance on Imagine by moving critical functionality of Risk, Position Keeping, Lifecycle and Parameter Mastership onto the Bank's strategic systems.- Oversaw a team that created over 2000 bespoke reports, feeds, and functions; eliminated technical debt, 343 Direct Database Access accounts, 525 feeds and reports from; and migrated 209 feeds, 167 reports, 348 Risk / P&L functions, 389 screens and 70 essential services to Imagine 8.- Retired Imagine Korea instance.- Transformed the organization by repatriating 300+ vendor resources in 2014 to 51 FTE in 2017.

Served as lead architect & developer for the implementation and support of the primary platform for the Equity Derivatives business. Transformed the business from paper tickets and spreadsheets to full STP for all front and middle office functions. Business rapidly grew and system was expanded to support other products, including ETFs, Converts, OTCs and Equity Swaps. System expanded into Europe and Asia. System is still in production today.C++ / C#System components include:Sales order management. Supports single / multiple leg options, stocks, ETFs, converts, OTC, Flex and swaps. Full OMS and allocation support. External electronic connectivity via FIX. Electronic OCC connectivity for CMTA transfers.Trader execution platform. Supports above instrument types. Electronic connectivity to all major US and EU stock, options and futures exchanges, as well as intra-desk routing and stock algo routing. Options Smart Router / Algo engine for US options exchanges. Auto Short/Long, Open/Close and locates service. Delta Nuker for risk flattening across the book(s). Auto Delta stock hedger. Electronic eye for Vol limit orders. Fully compliant OATS, ACT, 15c3. Trade adverts. Cash IOI Engine. Basket Trader platform. Primarily used for ETF desk. Real-time NAV calculators. Basket creation, shape manipulation and waving tools. Real time position, risk and PL system. Retired Imagine system in favor of in-house built. Significant performance increase. Flexible risk aggregation across books. Supports full position life cycle. Also support for Total Return and portfolio swaps. EOD Flash PL and downstream feeds. Analytics. Ported Quant written model to run on GPU hardware 50x performance increase. Market data and pricing servers. Auto Vol Fitter GPU platform for real time surfaces. Middle office platform includes Allocation tools, ETF Create Redeem tools, Expiration tools, OCC CMTA and open close tools, Trade recaps, swap/OTC Valuations, payment / accounting feeds.

Architect and lead developer for an execution management system, giving users access to all US stock and options exchanges. Fully integrated into the Equities eco system with full STP. The software could also be configured to auto delta hedge by monitoring the trader’s book and following simple configuration would place stock orders when the aggregated Delta changed. Multi-tier C++, C#, FIX 4.0/4.2.Program manager for the Equity Finance desk, managed the SunGuard vendor relationship for Loannet and Smartloan. Managed an in-house developed decision support and inventory management tool. C# / Web.Developed and managed an in-house risk and data suite of tools to improve risk management for the Equities business. Tools included Excel functions for on-demand price slides, historical prices, vol surface and div curve maintenance, and a generic scenario analysis server with overnight VAR and stress reports. C++/C#.Managed the integration of analytical models for new products into the Equities Risk System. New models included Cliquets, Variance Swaps, Synthetic converts, Asians and Barriers. Partnered with the Quant team on developing a new parameterized vol surface. Architected and developed a compute server to house analytic models. Management model sign off process. C++.Program manager for the hedge fund derivative desk. Architected and managed a new system for options on baskets of hedge funds. System allowed deal management, client reports, daily marks and STP to back office. C++.Developed an equity wide order activity reporting system. Fed by all the OMS’s allowed compliance monitoring as well as daily OATS, OTS (NYSE Rule 132), ACT and DPTR reports. C# / Web.

Head of GUI and Web development for Global Equity Linked Products (3/97-6/01)Developed a P&L application in MFC C++, allowing the RAM system to become fully live and replace the legacy DEAL system. The software allowed EOD marks, P&L display and trader sign off. Developed an enterprise class Excel based system (ROX – Risk on eXcel) which connected Excel to the new RAM infrastructure. This tool allowed users to do valuation, scenario analysis, parameter and reference data maintenance. The tool was used globally by Trading, Sales, Middle Office and Finance dramatically improving the risk management capabilities of the business. System was written in C++ using both COM and the Excel SDK. Both RAM and ROX are still in production today at Bank of America, 20+ years later.Created and managed a global RAD development team to produce fast solutions for traders using the ROX toolkit. Built a global development team with 15+ C++ developers. Managed the development of an OTC deal capture platform.Head of Global Portfolio Trading Order and Transaction Management Technology (6/01-10/03)Architect and lead developer for a global FIX infrastructure trading global and regional baskets. Re-engineered the global order management system to be able to handle electronic connectivity. Implemented electronic links between the global OMS and the regional execution systems. Supported FIX 4.0, 4.1 and 4.2. Signed up in excess of 100 clients in the first six months after going live. Streamlined the new client FIX sign on process. Implemented global GTC orders. C++Launched an initiative to condense and rationalize the Client Reporting suite which had become a maintenance burden. Reduced the code base by 60% while providing enhanced service to the client base. VBOverhauled the OATS and DPTR reports to close critical audit points.Liaised with the head of global PT business, as well as regional desk heads.

Part of the original BIDDS (Broadgate Information Data Distribution System) development team that delivered one of the first digital market data trading floors. Originally developed for VMS, the introduction of TCP/IP Multicast to Windows allowed it to be extended. Initially starting as a programmer, and then team lead for the Windows Dev team. We developed the TCP/IP reliable multicast client, various market data screens, and the most popular Excel add-in, which would DDE poke real time market data into spreadsheets. Oversaw the port from 16-bit to 32-bit Windows. Code was originally written in C, I extended the system by writing the first C++ API. I also developed a VBX component to interface with Visual Basic and extended all the display screens to be OLE2 compatible.