Peter Horsfall Email & Phone Number

New York, United States & London, Uk

Worked on integrating a 3rd Party FX Platform (Virtu Financial) into BNY Mellon’s infrastructure. • Specialized in analyzing and specifying integration with Multi Bank Platforms (MBPs), e.g., FXall, FXConnect, Currenex, Bloomberg, 360T etc.• Created the Bank’s functional specifications for MiFID2 integration with MBPs.• Created the Bank’s requirements and specifications for Good to Trade (GTT), both pre-trade checking and post-trade breach reporting for multiple jurisdictions (CFTC, MiFID, EMIR etc.).

Foreign Exchange Matching Platform (ECN) Domain Expert charged with developing specifications and testing strategy for Trading Platform as well as liaising closely with developers to ensure component roles and interactions were understood and implemented in an effective and scalable manner. Also supported business development and co-authored white papers.• Analyzed requirements, wrote and maintained functional specifications for trading platform providing an easily understandable reference document for extremely complex product composed of multiple components, reducing development time and testing effort. • Created testing infrastructure for trading platform (Java / QuickFIX / J, SCRATCH, ITCH and Reuters AutoQuote); including Exchange Harnesses and Emulators allowing thorough regression testing and testing against rare and complex exchange phenomena.

Charged with Market Behavior Risk Analysis (users and system) and System Enhancement Risk Analysis for the EBS SPOT system as well as Mitigation of these risks. Communicated system intricacies to customers ensuring effective system use.• Produced market monitoring and analysis tools (C#) to detect / pre-empt improper system use.• Developed models to predict participant behavior in response to different market control parameters allowing for fine tuning of the market with minimal disruption to participants.

Oversaw the Business Analysis and Documentation Team who wrote and managed EBS SPOT system's functional requirements and end user documentation.• Designed system to distribute time-sliced Market Data to all participants, providing each with unique trading opportunities; to enable Manual Traders who provide “natural interest” to the market, particularly those furthest from Matching Engines, to trade successfully without being squeezed by more predatory participants located close to the market (US Patent 7,848,349 "Distribution of Data to Multiple Recipients").

Managed team of developers responsible for all prototype development for new products and enhancements to the EBS SPOT system. Responsible for all user interface functional specifications.• Further developed EBS SPOT system emulator prototyping further enhancements to the system ensuring quick user uptake of new features with minimal disruption to trading workflow.• Led team that in 1 month wrote a fully interactive prototype of "EBS Trader" conversational trading system (Java / Swing) resulting in four US patent applications (two granted to-date), this prototype allowed extensive usability studies within the trading community.• Extended EBS Trader prototype to include integration of EBS Spot Matching system via an alternate UI paradigm allowing low cost access for smaller players in the market.• Provided infrastructure to enable seamless keyboard / keypad user migration from legacy trading workstation (OS/2) to new workstation (Java / Swing 1.2 – which at that time was very mouse centric) avoiding user workflow interruption.

In Charge of all prototypes for New Products as well as Enhancements to the EBS Matching system.• Wrote interactive prototype for trading FRAs allowing for extensive usability testing.• Developed a fully interactive emulator of the EBS SPOT system to prototype system enhancements to gain user feedback prior to system coding. Prototyped major overhaul of trading screen to allow the number of currency pairs traded to be increased from three to six, providing the ability to get user feedback for a major GUI change preventing any disruption to trading workflow.• Provided an enhancement to the FRA prototype to allow broker participation in the market (US Patent 7,613,640 "Electronic Trading System").

Developed prototype for re-write of FX-NET foreign exchange netting system (4.0) followed by automated testing framework for FX-NET 4.0.

Higher Diploma, Interior Design

Education record

Higher National Diploma, Structural Engineering