Vice President
CurrentI currently work in Fixed Income Technology, developing algorithmic trading applications for the US Treasury trading desk. Previously, I built an electronic trading platform for the Municipals trading desk, leveraging ION MarketView.• Acquired requirements from and built an etrading system for the Municipal traders, adhering to agile methodologies• Developed market gateways conforming to ION’s Common Market API, handling the negotiation of bids wanted from TMC Bonds, MuniBrokers, Fabkom, and Bloomberg (Java, SQL, FIX Protocol, XML/FpML)• Developed custom market plugin using ION’s OpenMMI API, leveraging its user authentication mechanism and UI components to display and negotiate bids wanted (C#)• Developed a negotiation engine that calculates and automatically submits bids based on the issuer, sale date, bond rating, Bloomberg market data, MSRB trade history, customer tier, and inquiry size (Java, SQL, BLPAPI)• Enhanced MSRB reported trades with an interpolated benchmark spread and treasury ratios using market data from Bloomberg, Reuters, and IDC (Java, SQL, IBM MQ, BLPAPI)• Developed a UI in the MVC pattern, tabulating the enhanced MSRB data and charted data pairs using a least-squares regression line (C#, SQL)• Bridged data from ION platform and kdb+ to Node.js using JavaScript web sockets, providing an inexpensive web-based UI for data visualization (Java, JS)• Maintained kdb+ by upgrading to new versions, creating and modifying table schemas, parsing CSV files into hdb, and compressing hdb nightly to reduce disk usage by 90% (Q)