Chapter Lead - Lead Engineer
CurrentI am Chapter Lead for multiple squads working mainly in the area of low-latency Global Equity Products trade and order management.I also act as Lead Engineer for a distributed development team developing applications for the commodities and fixed income desks: - Commodities: client pricing and sales-trader workflow for a wide range of products. - Fixed income: client pricing, auto-negotiation and hedging algos for interest rate swaps and credit and government bonds.Accomplishments: - Supported the transition of a NL-based squad into a distributed team across RO, NL, and the UK. - Led the transition from a .NET framework to a Java solution aligned with modern practices in low latency trading. - The team's algos are having a noticeable impact on the client flow and P&L. - Automated evidencing for trading algos falling under RTS 6 regulation. - Defined the strategy for deployments to our external data center in Frankfurt via Azure pipelines. I provided specifications, templates and workshops and assisted several teams in transitioning to automated deployments.I'm always working on some proof of concept/pet project on the side as a way of getting a better understanding of some technologies, for example: - Some desks classify their clients based on aggregated statistics from their RFQs (request for quote). I developed a proof of concept neural network using embeddings together with an autoencoder to classify the IRD desk clients based on their individual RFQs rather than aggregated statistics. - Webapp with Angular and D3.js that can analyze an Azure DevOps repository and build a zoomable tree-map representing a knowledge map of the repo's contributors. - ElectronJS app using ING's web-components framework app that harnesses the Azure DevOps REST API and ensures that the stories in the backlog meet certain standards (e.g., flow tags, review/doc/evidencing tasks, acceptance criteria, parent feature…)