Phillips Hamilton Email & Phone Number

Miami, Florida, Us

Delivered several generations of trading, risk, and PnL systems, including firm-wide platforms and desk specific requirements (FX, rates, fixed income, emerging markets, credit, etc)Built integrated C++/python valuation and risk systems, with specialized teams, to support new business (external hedge fund clients) as well as in-house trading and positions. Responsible for coding Instrument / Position server, fpml parsing, event navigation, swap and future valuation, curve and volatility surface construction, generation of excel and python interfaces, FX derivatives pricing, and analytics (greeks).Implemented a Murex-based system for booking, pricing, and simulation to support new strategies and putting P&L on a timely, reliable basis. Responsible for coding and configuration of curves (FX and swap), currencies, market data (spot rates, forward points, futures, vol surfaces), rate conventions, and product setup (futures, bonds, swaps, cross currency, inflation indexed, commodities).Technical: C++, Python, Perl, Java, Linux/Windows, Sybase, Matlab, Bloomberg, Murex, STL, Boost, Nag, IMSL, ACE, Cephes, Tibco, R, etc.

Charlotte, Nc, Us

Responsible in multi-region area for delivery and enhancement of market and credit risk systems (Boston, Providence, NYC).Replaced day-long execution cycle of a legacy market risk cashflow source system (several hundred Corba/sybase/java jobs) with a few minutes of awk and java processing. Replaced defective FX cashflow pricing and aggregation system to facilitate OCC risk examinations. Developed multi-threaded Monte Carlo Simulation of potential future exposure in derivatives and options (FX and rates products) in C++ running on unix and windows. Sped up processing (versus prior system) by 300+% while adding stability and better explanation of results, and enabling larger simulations for more accurate risk measurement.Delivered a Counterparty and Market Risk System that replaced expensive team of 20+ external consultants with a small staff of in-house programmers. Developed a risk exception generation (ETL) and workflow package (oracle 9I, java, MsAccess, VB) that ran in a few minutes replacing a prior system that ran for several hours.Technical: C++, C#, Rogue Wave, Simulink, Excel(Simtools/Formlist addins), Java, Oracle 9i, SqlServer, Java, DHTML, J2EE, Visual Basic, MsAccess, ASP, Algorithmics Limits, WebSphere, Brio, Cognos, MicroStrategy.

Boston, Ma, Us

Development of Search-engine based Research Services and portals for Numerix (Garban Intercap), Intel, HP, Agilent and the CIA (In-Q-Tel). Supervised security architecture, content acquisition, classification, API development, quality assurance, and development partner relations. Responsible for core web and back-office infrastructure including search pages and api's, results rendering, session and preference management, account and transaction api's, alert (push) services, ad-serving, marketing promotions, load balancing, operational reporting, and geosearch (GIS geographic information coding).Technical: Apache Stronghold, Perl, Mod-Perl, FastCGI, C/C++, PGP, Mason, XML/SOAP.

Boston, Ma, Us

Directed four development teams building Risk Management, Corporate Action, and Global Custody systems for several Fidelity sub-companies (Capital Markets, Institutional Brokerage, Management Trust, and Systems).Specification, development and support of an Intermediary Risk Management System featuring Value at Risk, Concentration analysis, and Credit analysis (net capital ratios, haircuts, collateral, operating efficiency, settlement statistics, orderly and worst-case liquidation). Design and development of integrated Corporate Actions Processing System (Action Source) subsequently licensed to major banks outside of Fidelity. Announcements from 19 vendors (FII, IDC, Valorinform, Xcitek, etc.) were normalized, matched, and merged into a common financial database with expert validation, propagation, and explanation facilities. Technical: Java, C/C++, Perl, Tuxedo, Oracle, Sybase, VB, Powerbuilder, Allaire Cold Fusion, Motif, Neon, Global Plus, SWIFT, FIX.

Integrated the international development teams for a Portfolio Management software system, laying the foundations for relocating the Paris-based firm to the U.S. The number of US customers was tripled as the company gained a foothold in Boston and New York, leading to subsequent acquisition by Sungard Data Systems.Enhanced a multi-currency, front-and-middle-office, client-server-based Portfolio Management system (IDEE) featuring Decision Support for fund managers, Order Management, Trade Blotters, Cash projection, Performance Analysis, Compliance, Data Feeds, Reconciliation, and Risk Management. Integrated country specific versions of the software (from our French, Israeli, US, and UK development offices) into a unified international release. Introduced standard tools and procedures for quality control and release management. Participated in design, coding, translation, and systems administration.

Cfa, Chartered Financial Analyst

A.B

Phd