Lehman Brothers
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B2 - I am a senior developer
for this, a distributed risk system for structured credit
derivatives. I implemented the CORBA infrastructure which ties
the components of the system together, and was also responsible for the
design and implementation of the XML interfaces between the
components.
I was also responsible for re-implementing the explanatories process
for the Structured Credit and Credit desks. This reduced the
processing time for this process from over six hours to under fifteen
minutes.
I am currently working on porting the infrastructure to Linux.
Technologies : Windows XP,
Solaris 8, Red Hat Linux, C++, Java, XML, Excel
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UBS Warburg
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PHI - I was technical architect
for PHI, a project to deliver a bank standard pricing library for fixed
income instruments. I specified the tools and procedures for the
development team to follow in order for PHI to meet its technical
objectives - to be available on both Windows and Solaris and
efficiently
thread safe on both platforms. PHI is written in ANSI C++, using
Microsoft
Visual C++ 6 on Windows and the Forte 6.2 C++ compiler on Solaris. I
was
responsible for the original Solaris implementation of PHI and also
designed and implemented (with one contractor under my management) the
JNI wrapper for PHI, allowing Java applications access to our
library.
I developed a plugin architecture for the calendars within PHI,
allowing
different users of the library to specify their own source of calendars
via a simple API.
Technologies : Windows NT, Solaris 2.6, C++, Java, XML
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Securities Settlement Engine Confirmations
Project (SSECP) - I was responsible for the design and
implementation of the proof of concept prototype of this, a
confirmations system for equity trades replacing the Orchid system
referred to below. SSECP was the first system to be developed
using the bank's in house
workflow architecture. I managed a team of three developers working on
this with the client and middle tier written in Java and the database
running on DB2. The project was interesting in that we developed the
system
on Windows NT, but delivered it running on S/390 on an IBM mainframe,
running
Java compiled to native code.
Technologies : Windows NT, Java.
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Wispa Reports - I was responsible
for the design and development of this reporting tool, implemented in
Java with a Swing GUI, running against a GLOSS - based Sybase database
containing settlement information for fixed income trades. Managed a
team of two new graduates who completed the implementation.
Technologies : Windows NT, Solaris 2.6, Java, Sybase 11
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Orchid - I was responsible for
the year 2000 certification of this, a confirmations system for
equity trades.
Technologies : Solaris 2.6, Sybase 11
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Corporate Actions Reporting System (CARS)
- I developed the overnight batch process for the original data
feed from Extel, implemented as an NT system service. I implemented a
second feed of data for Euro related corporate actions, using data
supplied by Valorinform. I did this by producing code which parsed the
feed definition (which was changing regularly, as Valorinform decided
on how they were going to represent the data), producing database
tables and scripts for parsing the feed automatically. I was also
responsible for putting CARS through year 2000 certification.
Technologies : Windows NT, Solaris 2.6, C++, Sybase 11, TCL
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Other responsibilities - I am
involved in the banks graduate recruitment program, both as an assessor
at the recruitment stage and a mentor for new graduates. I am a
member of the banks technical operating committee, which is responsible
for approving the use of development tools such as compilers and
libraries. I was directly involved in negotiating the banks global
contract with Roguewave software for its C++ libraries.
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| Deutsche Bank |
ETHOS - I finished the
development of this back office reconciliation system for exotic
FX trades. This was written in visual basic, communicating with an
Oracle 7 database.
Technologies : Windows NT, AIX, Visual Basic, Oracle
7.
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Reuters
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Reuters Business Briefing 2.0
- I was responsible for the design and implementation of the
Insurance Briefing variant of this product, specialized to
the insurance market and carrying data from Sedgwick. I was also
responsible for EU Briefing, a variant specialized on information
relating
to the European Union, and carrying data from CELEX, the EU's official
database. Designed and implemented the 'News Track' feature in the main
Briefing codebase, which allowed users to save their regular
searches and execute them easily.
Technologies : Windows 3.1, 95, NT, C++
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Database Retrieval System (DRS)
- This is the Reuters system responsible for feeding
the Reuter Terminals on dealers desks. I helped to implement a
satellite
backup link for the historical database.
Technologies : OpenVMS, DEC Pascal
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| University of Edinburgh |
UKQCD Project - I wrote a
software package to analyze the output of qcd simulations run on
the UKQCD supercomputer, 'Maxwell.' I contributed to three papers
and one conference presentation. I also presented my results at
the Institute of Physics Conference in 1992.
Technologies, SunOS, C, OpenVMS, OCCAM.
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