A highly motivated, self-starter and enthusiastic software engineer with 13 years of experience in quantitative and trading application development for the financial industry. I bring a passion for innovation and a track record of delivering high-performance solutions to complex financial challenges
Bullish is a regulated digital asset exchange that delivers reliable, low-cost liquidity and enables customers to earn income from automated market making.
Design and development of core features of Bullish exchange such as automated market making, margin trading and portfolio margining, perpetual futures and options.
Special focus on writing very high quality, low latency code that doesn't break.
Leveraging AI driven tools such as GitHub Copilot and GPT 4 to boost productivity and enhance code quality while managing risks.
E-Trading Strategy sits within Nomura’s Global Markets division as part of the Digital Office, following a “strats” model rather than being a more traditional IT function. We are a user oriented team operating globally in Tokyo, Singapore, London and New York. We are responsible for all E-Trading platforms in the dealer-to-client and dealer-to-dealer spaces, including pricing, execution and price distribution, across cash and derivatives.
Tech lead for UIs within the FX strats group where I built a small team of developers while staying very hands-on.
Worked with a large team of consultants to deliver a successful rebuild of Nomura Live, Nomura's FX Single Dealer Platform. (Technologies: React, Openfin, Java, Caplin FX, LMAX disruptor, KDB, SQL).
Designed, developed and successfully released a new desktop UI for traders to configure and stream FX curves. This greatly improved both traders control over the curves and streaming latency. (Technologies: C# WPF, Tibco).
Developed a fast historical blotter that can search, sort and filter millions of trades. (Technologies: Java, LMAX disruptor, Caplin).
CapitaLab is a quantitative financial technology group within BGC Partners, responsible for optimising portfolios of financial derivatives for large investment banks and buy-side clients.
Tech lead embedded in the quant team I was responsible for the architecture, performance and scalability of the portfolio optimisation engine.
Delivered exponential performance gains in the portfolio compression engine: from 2h30 to 3 mins through algorithmic complexity reduction and better use of data structures.
Halved the memory used by the risk calculation engine by fixing memory leaks and improving the multi-processing implementation.
Improved the test framework: 3x test cases for 25% of run time through better parallelisation.
Optimisation of SQL queries joining tables with billions of lines through indexing.
Coached the quants on clean code, system design and test automation principles.
Main technologies: Python, SQL Server, F#, multi-processing.
eFront is the leading software provider for the alternative investments and risk management areas of the financial services industry.
Design and development of enhancements and new functionalities for APAC FrontInvest clients (C#, Javascript, SQL) both in office and at clients premises.
Key clients include GIC, Temasek, Mac Quarie, Khazanah, ADIA, ...
Design & development of in-house tools for APAC FIT desks including:
• An intraday PnL Forecast tool for Treasury APAC desks (Python).
• A service providing real-time transfer rates for internal clients + corresponding contribution tools for treasury desks - 800+ users across APAC region (AngularJS, C#, SQL Server, Windows service).
Improved team development practices by promoting SOLID and agile principles, TDD and streamlining the development pipeline through better use of source control and CI/CD.
