Michael Denio

Michael Denio Email and Phone Number

Vice President at Morgan Stanley @ Morgan Stanley
new york, new york, united states
Michael Denio's Location
Staten Island, New York, United States, United States
Michael Denio's Contact Details

Michael Denio personal email

n/a
About Michael Denio

Over 30 years of analysis, design and development experience in financial systems with specific experience in electronic trading systems and FIX protocol.Comprehensive knowledge of equity market making practices, rules and regulations.Knowledge of programming techniques used to achieve sub-microsecond latenciesLanguages• C/C++, Java, C#, SQL, Perl, Linux shell scriptsSoftware & Technologies• Database: Sybase• Operating Systems: Linux, Microsoft Windows, Mac OSX• Other: Microsoft Visual Studio, Eclipse IDE, GCC

Michael Denio's Current Company Details
Morgan Stanley

Morgan Stanley

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Vice President at Morgan Stanley
new york, new york, united states
Employees:
78669
Michael Denio Work Experience Details
  • Morgan Stanley
    Vice President
    Morgan Stanley Oct 2003 - Present
    Development manager of the Core Controls team within the Trading Risk Control department (TRC). We are responsible for all server processes and libraries that are integrated into every Morgan Stanley trading engine. These processes include Short Sell Locate Management, Limit checking (both in-process and out-of-band), database middleware, market impact as well as various other regulatory checking libraries.Technical lead and development manager of vGLM, a low latency limits manager for trading engines. This library integrates with host engines to implement required regulatory trading limits such as notional value, liquidity and price away. Designed from scratch for Morgan Stanley’s high frequency trading plant to complete all necessary rule matching and limit checks in less than 1us.Responsible for design and further development of mmTrader, the equity trading platform used by the Cash Desk traders. These processes are responsible for both making markets in equity securities, including running IPOs for which Morgan Stanley is lead, and providing order management capabilities for the trader-facing GUI. Managed development team and was solely responsible for design of TRG, Morgan Stanley's Trade Reporting System. This system is responsible for both tape reporting and, in the case of broker trades, submitting clearing messages to ACT. I worked with our compliance department, industry groups SIFMA and FIF, as well as FINRA to change the responsible party for tape reporting from the complicated market maker model to a clearer executing broker model.
  • Imagine Software
    Portfolio Team Leader
    Imagine Software 1995 - 2003
    Led design and coding of new Portfolio Subsystem for the Imagine Trading System; the new design greatly enhanced the product by separating the portfolio core from secondary data filters/processors as well as the GUI (Model/View/Controller paradigm). Managed a team of 5 programmers. Duties in this capacity included reviews, assignments, and final technical design approval.
  • Chase Manhattan Bank
    Senior Programmer Analyst
    Chase Manhattan Bank 1994 - 1995
    Participated in the development of a Windows based letter of credit application. All programming was done in Visual C++ utilizing MFC and ODBC.

Michael Denio Skills

Trading Systems Electronic Trading

Frequently Asked Questions about Michael Denio

What company does Michael Denio work for?

Michael Denio works for Morgan Stanley

What is Michael Denio's role at the current company?

Michael Denio's current role is Vice President at Morgan Stanley.

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Michael Denio has skills like Trading Systems, Electronic Trading.

Who are Michael Denio's colleagues?

Michael Denio's colleagues are Ken Looper, Sheri Camp, Jacob Martin, Christopher Naples, Bob Jones, James Lannan, Kerry Menezes.

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