Consultant
London, United Kingdom
- Connections
-
24
connections
- Industry
- Investment Banking
- Websites
Hakim George’s Summary
A multi-disciplined experienced Software Engineer in the architecture, design and development of C++, Java and .NET based projects on Unix and Windows platforms within investment banking. Competency in ISO C++, Core Java, C#, and associated technologies with strong experience in Highly Concurrent and Multi-Threaded development, High Performance and High Throughput Computing including Distributed, Distributed Memory and Grid Computing, Low Latency, Message and Event Driven Development, Enterprise & Design patterns. Mathematical Analysis, Modelling and Simulation. Expertise in development of Agile engineering production and global release management environment in the above.
Hakim George’s Specialties:
Languages[C++, Java, C#] Messaging[Tibco EMS, Tibco RV] App Servers[Websphere, Tomcat, Apache, IIS] Libraries[STL, Spring(+.NET), Boost MPL, Coherence, Swig] Database[Sybase, Oracle, Berkeley, HDF, KX] Apps[AFT, R, Mathematica, NAG] Profiling[Quantify/Purify, Clover, JProfiler] RCS[ClearCase, Subversion] Platform[Solaris, Linux, Windows, VMWare] Agile[CruiseControl(+ .NET), N/JUnit, CPPUnit, Log4J(Net), (N)Ant, NMock, TestDriven.NET] Process[JIRA, Confluence, FishEye, Crucible ]
Additional Information
Hakim George’s Websites:
Hakim George’s Groups:
Member of the ACM
Member of the IEEE
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Metaverse -
The Enterprise Architecture Network -
Eclipse -
Functional Programming -
Complex Event Processing Users Group -
Hedge Fund Group (HFG) -
Open GRID -
J Architect -
FPGA - Field Programmable Gate Array -
Credit Risk Group -
Cloud Computing -
Algorithmic Trading -
Finance Quants Global (AKA: Wall Street Quants) -
Direct Market Access (DMA) -
Java Developers -
Fixed-Income Electronic Trading -
The R Project for Statistical Computing -
Domain Specific Languages User Group -
High Frequency Trading -
Financial Engineering Group -
Random Walkers -
Quant Finance -
Immersive Environments -
High Performance & Super Computing -
C++ Professionals -
Capital Markets -
Multi-Asset Class Algorithmic Trading -
UBS Alumni -
F# In Finance -
AlgoTrade -
Web 3.0 Applications -
Sales & Trading - Fixed Income and Credit Markets -
VirtualWorlds -
Low Latency Infrastructure for Trading -
Freemason UK -
Front Office Equities Technology -
Convertible Bond Trading & Research -
High Frequency Quantitative Trading Network -
Front Office Fixed Income Technology -
Financial Services Think Tank -
Excel Experts -
Algo-Automated-Systematic-Quantitative Trading -
Research Methods -
Quant Linked Group (QLG: Wall Street Quants) -
Quant Masters - Quantitative Professionals Worldwide -
Deal Flow Source -
Books for Quants
