Quantitative developer specializing in derivatives trading logic, risk engines, margining, and exchange workflows. 14+ years building mission-critical trading systems in FX, fixed income, crypto and AMM/CLOB exchanges.
E-Trading Strategy sits within Nomura’s Global Markets division, following a “strats” model rather than being a more traditional IT function. 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.
Contributed to Nomura Live, Nomura's eFX platform aggregating spot, forwards, swaps and options pricing and execution capabilities.
Built trader-facing FX curves construction and calibration tools which greatly improved real-time control over pricing.
Developed high performance analytics including a historical trade blotter that can search, sort and filter millions of trades to analyze fill quality.
