This company aimed at providing electronic payment applications and processing services. The core payment applications were built in C/C++ programming. Web-Services and XML interfaces to the platform were provided using Java/J2EE/XML tools. The platform developed on RedHat Linux OS and meets VISA and MasterCard electronic payment processing standards. We also developed Client Applications for Point-Of-Sale Terminals, PCs, Mobile Phones and Kiosk. As Head of Technology, I am fully responsible for design, development and deployment of all its core applications.

RBS acquisition of NatWest Bank resulted in RBS Financial Markets merging with NatWest Markets and re-engineering the Front-Office Fixed Income Trading environment. I worked as Senior Developer within RBS Financial Markets in design, development and integration of the Electronic
Trading Components. My main area of work is developing the server-side components in Java. These components tightly integrate with the Sybase Database (backend). The sever-side components includes price contributors to ECNs like TradeWeb, EuroMTs and BrokerTec Bloomberg ET, Auto-Quoting and Auto execution of trade requests. The components are multi-threaded and make extensive use of SOAP and WebServices as well as proprietary APIs like ION MarketView API

Orimos AG is the vendor and owner of Sonaris Bond Pricing Software and the Sonaris Application Framework – A Front-Office Fixed Income Electronic Trading Tool. The company now embarks on a project to extend the software by adding Electronic Trade Execution components. Working as a Senior Consultant/Developer with the company in design, development and integration of the Electronic Trading Components developed in Java, JMS, C++ and Oracle PL/SQL.

My task was to improve and stabilize the price contribution processes. This include contributions to Reuters, Bloomberg, Eurex Bonds .etc using. The Front-Office architecture for contribution was chaotic and I implemented a system with fewer process which is robust and faster using ION MarketView. My tasks also include hands-on developments in Java and/or C++, and implementation of TradeWeb and BondVision Electronic Trading systems in the bank. In addition I wrote applications that interface with many other systems such as MarketView Gateways, and shell scripting.

. I work in a team named “The Future” responsible for Euro Fixed Income Securities Electronic Trading (ET) Applications. Electronic Trading markets which Merrill Lynch (ML) participates include TradeWeb, BrokerTec, Espeed, EuroMTS, Liberty. Both Spot and Repos are traded on these markets. ML also developed ET sites where client can trade with ML direct, such as LMS on Bloomberg and www.mlx.ml.com on the internet. These Applications are made up of independent, multi-threaded, components which all work together by messaging to provide full electronic trading service. The application components include eTicket, Auto-Order-Generator, Auto-Quoter, PostTrade Feed, Trade Distribution, and Back Office feeds. These are written mainly using Java, C++, and XML with Sybase as the database server. The middleware technology was MQSeries. Some of the ET markets provide API which we use. I developed Auto-Order-Generator and PostTrade Feed components, and recently I have been extending them for general use in the newer ET markets.

Earlier at ML I was working with a team that is responsible for Global Fixed Income Assets Management Applications. The applications are used mainly position keeping and managing Bond ( and other vanilla fixed income) portfolios. The Applications are also used for valuation, ageing, P&L analysis and risk management. These are Unix applications developed in C++ with Sybase database. I was responsible for the design and development of components to extend these applications in order to handle non-vanilla such as amortizing, callable and convertible bonds. I also developed web applications that enable users to run reports from the browser using Java (JDK 1.2) and HTML with JFC/Swing components as GUI.

I work with many Infinity Applications users in United Kingdom, Germany and Denmark. My job involve analysis of clients requirements and often developing Infinity Applications extensions as solutions using C++ and Fin++ class libraries. Some of the jobs include:
▪ Analysis and development of applications for trading and managing Money Market and FIONA Swaps within Infinity platform.
▪ Extracting trade data and risk management information from Infinity platform for European CAD (Capital Adequacy Directives) reporting.
▪ Propose methods for constructing Derived Volatility curves using IMM Caps/Floors instruments.
▪ Analysis and development of Bond Options pricing table.

In addition to the above, my job often include writing codes to fix bugs and/or include special functionality as required by clients. I was also involved in the analysis and early developments of Java classes and packages that will correspond to existing Fin++ classes.

Working with Traders and Quantitative Analysts to develop valuation and risk management systems using C/C++, Sybase System 11 on UNIX (Solaris) platform. I developed applications for valuing Exotic Options and Commodities Swap trades. This includes writing utilities, valuation and analytic class libraries, which is used by the team. I also developed applications for scenario valuations and VAR analysis of some portfolios, which consist of a mixture forwards, futures and option trades.

I worked with many Applixware developers in investment banks to design, develop and distribute custom applications for the front and back office using Applix ELF and Applix Builder. This usually involves writing C and C++ programs, which serve as interface between existing or new C/C++ program libraries and Applixware applications.

I was responsible for the RAD development of Global FX Management Information System. The system collect, manage and report VAR, P&L and Budgets information from all the banks FX trading offices/centers around the world. The system uses Oracle7 as database engine and Applixware (Spreadsheets & Data), Ms Access 2.0 and Excel 5.0 worksheets as user interfaces.

I was involved in the design and development of an interest rate swaps trading system for a Bankers Trust client. The system was developed with Sybase SQL Server as the database engine and GUI interfaces developed using VBA in Excel. My assignments include the design and development of databases and writing stored procedures.
I was also responsible for the reporting applications in the system. Some of the applications involve extracting daily market prices from Reuters using BIDDS (a feed interface system) computing yield curve of various currencies and reporting interest rate exposures and delta values of trades. I also developed applications that generate weekly and monthly statutory/regulatory reports in Excel using VBA for the Bank of England from trades data.