Michael Denio Email and Phone Number
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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
Morgan Stanley
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- morganstanley.com
- Employees:
- 78669
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Vice PresidentMorgan Stanley Oct 2003 - PresentDevelopment 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. -
Portfolio Team LeaderImagine Software 1995 - 2003Led 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. -
Senior Programmer AnalystChase Manhattan Bank 1994 - 1995Participated in the development of a Windows based letter of credit application. All programming was done in Visual C++ utilizing MFC and ODBC.
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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.
What is Michael Denio's email address?
Michael Denio's email address is mi****@****nio.com
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Michael Denio has skills like Trading Systems, Electronic Trading.
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Michael Denio's colleagues are Ken Looper, Sheri Camp, Jacob Martin, Christopher Naples, Bob Jones, James Lannan, Kerry Menezes.
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Michael Denio
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