Thomas Schmid Email & Phone Number

Hong Kong SAR

• Lead Strats and IT teams to build KRONOS, a generic low latency C++/python trading system.
• Implemented basis trading, SSF/Index arbitrage, futures, stocks as well as ETF market making strategies for several Traders.
• Designed and implemented a high-performance backtest system which was vital for Traders/Strats to test, calibrate and optimize their strategies.
• Implemented a PNL system for Facilitation desk for all Asian markets to track comms, theo-, actual- and netPNL to measure client attribution and trader performance.
• Onboarded new Traders and helped realize Central Risk Books in HK/TW/KR.
• Realized HK ETF Market Making system with the ability to create/redeem ETFs and automated hedging.

Sydney, Australia

• Implemented delta and gamma hedging strategies for options books as well as pairs and ADR trading strategies.
• Integrated IRESS into Morgan Stanley’s systems for Sales and Program Trading.
• Generated a reporting system for the Stock Loan desk with internal trading data and ASIC.𝐀𝐜𝐡𝐢𝐞𝐯𝐞𝐦𝐞𝐧𝐭𝐬
• Fully automated DMA and BXS as well as Sales and Program Trading flow between IRESS and MS in both directions.

Hong Kong

• Managed the electronic trading infrastructure team in Asia with 12 employees in HK, TK, CN and IN. Strategic planning with senior management. Analyzed requirements and prioritized new initiatives with the MSET.
• Added new equity and derivative exchanges to our electronic trading offering. Designed, implemented and deployed FIX interface for various algorithms.
• Drove initiatives to offer new products like DMA, algorithmic trading, as well as SWAPS to external clients. Built low latency infrastructure for high frequency clients and connect them to our infrastructure.𝐀𝐜𝐡𝐢𝐞𝐯𝐞𝐦𝐞𝐧𝐭𝐬
• Successfully implemented DMA and BXS capabilities between clients, MS and all exchanges MS operated in.

Hong Kong

• Developed and maintained the FIX Client Connectivity systems in Asia for DMA, Engine and Sales flow, IOIs as well as compliance checking engine.
• Lead monitoring initiative across Securities IT in Asia. Provided 2nd level support to internal and external clients. Managed and trained 1st level support team.
• Managed FIX projects, connected and certified clients, realized DMA project in Japan, Korea & Taiwan.
• Integrated DMA flow with stock loan and swaps systems. Drove system enhancements to meet client specific requests.𝐀𝐜𝐡𝐢𝐞𝐯𝐞𝐦𝐞𝐧𝐭𝐬
• Implemented DMA capabilities between clients, Credit Suisse and all major exchanges in Asia.

• Designed and implemented web-based query tools which inter-operated with several proprietary systems and was used by production support, risk, and management.
• Designed and implemented a generic reporting framework with Crystal Reports

London, United Kingdom

• Analyzed business requirements with senior Wealth Managers
• Designed, developed, performance tested and deployed to all London Desks

Data Science And Machine Learning: Making Data-Driven Decisions

Executive Mba, Business Administration And Management, General

Master Of Computer Applications - Mca, Software Engineering

Bachelor Of Engineering - Be, Electrical And Electronics Engineering