Consultant (Permanent)
London, United Kingdom
UBS, London, Front Office Banking - Government Bonds, Credit Bonds and Interest Rate SwapsIon 2 Fors – pre trade publisher (MiFIDII)As part of UBS’ MiFID II regulatory compliance obligations I was part of the team to develop the pre-trade publisher. This captured pre trade quote details from ION/Neo and published these to FORS. Technologies used: Java8, ION, Neo, FORS_RFQ, FORS_Quote, FORS_Order, ECN Flows (e.g.Bloomberg), Avro, Messaging, Ant, Mockito, Agile/Scrum, CleanCode.UBS, London, Banking - Finance ITPart of the team to develop the replacement for the OneSouce application. Challenge was to develop a scalable and distributed application capable of processing 5m records per min. Technologies used: Java8, Kafka, Redis, Oracle, Spring (Integration, Boot), Avro, Eureka, TeamCity, Nexus, UBS DeployRokos Capital Management, London, Hedge Fund FIX4.2/JPM/MarketData. Built a FIX data connection to JP Morgan handling updates of currency pairs. Technologies used: VS2017, C#, QuickFix/N, SqlServer, Git, GitExtensions