Manager, Order Management System at Calypso Technology
San Francisco Bay Area
Manager, Order Management System at Calypso Technology
San Francisco Bay Area
Contractor and consultant at major financial institutions.
Java, Financial Markets, Object Oriented Programing, Agile Methods.
(Privately Held; Computer Software industry)
July 2009 — Present (5 months)
(Public Company; BCS; Investment Management industry)
May 2006 — July 2009 (3 years 3 months)
Design and development of a new high availability OMS/EMS for Fixed Income trading around Oracle Coherence.
The EMS offers connectivity to TradeWeb, MarketAxess and Bloomberg using the FIX protocol.
(Privately Held; 51-200 employees; Computer Software industry)
September 2003 — April 2006 (2 years 8 months)
Software development and components architecture.
Consulting at major financial institutions.
Designed and developed CalypsoML and Calypso Gateway.
Helped introduce unit testing tools (JUnit) and techniques in the company.
Helped introduce continuous integration processes (Cruise Control) in the Company.
Redesigned Calypso's integration of Reuters RMDS.
(Privately Held; 1-10 employees; Computer Software industry)
January 2002 — September 2003 (1 year 9 months)
Analysis of the requirements and design of a java front end for Summit Systems product for the front-office Repo desk at Crédit Agricole Indosuez Investment Bank. The application architecture includes the use of JMS for real-time support and object caches to improve performances. My responsibilities included:
the architectural design of the application,
the teams management (2 Junior Software Engineers),
the integration of a number of real time data sources including Calypso Technologys software and Reuters Kondor system.
The application enabled to easily handle the daily Repo trading activity.
The application was extended to suit the needs of the whole Fixed Income trading activity (Repo, Government Bonds and Corporate Bonds).
(Privately Held; 51-200 employees; Computer Software industry)
January 2001 — January 2002 (1 year 1 month)
Analysis of the requirements and design of a reporting application for Deutsche Bank London. This application reported the urgent unmatched settlement instructions based on the Euroclear settlement system using Java, JDBC and an Oracle database.
Calypso Technology product is a full Java/RMI Multi Tier application for capital markets. It is designed to be used with Sybase, Oracle and DB2 databases through JDBC. I have been in charge of:
the optimization and improvement of the persistence layer,
the design and implementation of the Exotic FX options (Asians and Barriers),
the design and implementation of the Amortization structures for interest rate derivatives and fixed income products.
(Privately Held; 51-200 employees; Computer Software industry)
July 1998 — January 2001 (2 years 7 months)
My position encompassed a mission for the Crédit Agricole Indosuez Investment Bank:
Creation of an exploratory tool for the database audit using C++, Perl and SQL technologies,Analysis, design and use of a use-once transfer tool designed to insert the existing stock of deals,
Implementation of an intranet financial reports launcher using Java applet and cgi/Perl services,
Integration of exotic rate derivatives products in the system. Includes the use of Java/swing GUI integrated and directed by the C++ application through JNI. Experienced in system enhancement, system maintenance, production support and user support.
Improved the team work through the creation of an apache based intranet server and was a major factor in advancing to new technologies.
Involved in the recruitment process through technical interview of candidates.
Provided technical support to junior consultants through monthly interviews.
IEEE Member