Robert Nall Email & Phone Number

London, United Kingdom

London, England, United Kingdom

- Leading the development of a new trading platform for the LDI desk, including a fast and scalable live pricing capability for effective price discovery. - Key code contributions include the development of core curve building and order pricing capabilities using a graph-based approach, integration with Bloomberg B-PIPE, and a rich domain model.- Worked very closely with the traders and UX designer on front-end design, and collaborated extensively with the traders and business analysts on functional requirements.- Managing a team of developers, business analysts and QA engineers.- Later transitioned to the role of the company's first Principal Developer, concentrating on hands-on coding while continuing to oversee the development of the trading platform. - Responsible for multiple business-critical front office applications and services.- Maintaining a target architecture for our team's application estate and ensuring that each technical decision moves us closer to that target while also aligning with the wider department's strategic objectives.- Added multi-currency portfolio support to the flagship fund management tool.

- Led the technical design and implementation of the Trade Calibrator application, which is used by the portfolio managers to construct trades that produce a desired hedge or set of risk profiles. Tasks that once took several hours were reduced by an order of magnitude, a leap in efficiency that senior management recognised as a significant success.- Oversaw migration of applications to Azure.

- One of the principal designers and implementers of the .NET pricing and risk library used throughout the company's applications and services. All the major projects I have worked on since have used it. Below is a sample of the features I was responsible for or significantly contributed to: - Rich scenario framework to support scenario analysis - Extensible object model for the representation of instruments, trades, and positions - Core set of instrument 'pricers' that encapsulate the logic used to calculate the price and related risk sensitives of an instrument. Implemented in a mixture of C# and C++/CLI. - Aspects of overall design: thread safe, immutable types, fluent interfaces, support for live and historical pricing - XML database used for the rapid retrieval of historical market data and pricing inputs. - Developed a suite of tools for managing LDI portfolios. High-profile project working closely with the portfolio managers.

Designed and implemented multiple sub systems and components for the multi-asset risk control and portfolio management system used by the Alternative Investments unit (F&C's hedge fund business). Based on the desk with the fund managers, the role also involved working closely with the risk management team.

London

Developer in the Commodities IT team, developing systems for the power, gas, emissions, and coal trading desks.

College Certificate Of Continuing Education In Statistics, Mathematics And Statistics

Bsc (Hons), Computer Science, 2.1