Experience

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  Torstone Technology Limited

  • London, United Kingdom

  • Global Build & Release Manager/CORE Developer/Lead Internal Auditor

    • Apr 2014 - Present
    • London, United Kingdom

    I have been working in Torstone Technology as their Global Build and Release Manager and Lead Internal Auditor since 2014. I am also a developer in their CORE project team.My areas of responsibility as Global Build and Release Manager are:-• Ensuring our clients get a monthly release of our Inferno software application.• Automating all aspects of the release process with scripts written mostly in python.• Sending out monthly release notes and release emails to all our clients.• Managing and maintaining our legacy SQL patching script written in perl.• Checking that developers have completed all appropriate required fields on JIRAs that are to be released. • Ensuring commits and builds of our release branch repository are managed and controlled.My areas of responsibility as CORE developer are:-• Working on CORE Jira tickets and implementing them in the monthly release cycle.• Building and managing our library of third party free software used in Inferno builds.My areas of responsibility as Lead Internal Auditor are:-• Performing annual internal audit for ISO27001. I have a BSI Internal Auditor ISO/IEC 27001 certification.• Performing audit queries and answering auditing questions for SOC2 annual audit.• Performing audit queries and answering auditing questions from external clients.

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  Worldflow

  • Consultant

    • Feb 2009 - Nov 2012

    I worked as an in house Java developer for Worldflow. The major projects I have worked on the Worldflow Connect Mobile Research Platform were:• Document loader that loads research into the research server. The loader runs every minute while the server is up and has connections to FTP, IMAP Mailbox and Dropbox to upload documents. The documents it loads can be in a variety of different media formats, the most common one being PDF.• Parsers for RIXML, BlueMatrix and Reuters HDM formats that contain the document markup and tagging. This involved writing specialised parsers that are easily extendable using Spring. • Server enhancements and maintenance. The Java server code makes extensive use of java libraries like Hibernate and Spring.The major projects I have worked on the Digital Vega FX Trading Platform were:• Volatility feed that connects to UBS through a spreadsheet based API that converts the vols into a JMS topic.• Volatility Aggregator that takes vols from multiple JMS topics and publishes and aggregated volatility surface for the given currency pairs.• FX rate feed connecting to Commerzbank that publishes rates to a JMS topic.• Trade reporting feed for the Traiana Harmony Message Center that provides a JMS interface to the Traiana API connecting via an HTTP servlet.• FX quote feed connecting to HSBC using FIX. This feed makes use of the QuickFIX/J library to implement a FIX4.4 connection with HSBC. The feed provides a JMS interface to the HSBC FIX API. Digital Vega sends a QuoteRequest message to HSBC, receives a Quote in reply and then sends a NewOrderMultiLeg if the quote is dealt. HSBC then sends an ExecutionReport to confirm the deal.I have also consulted onsite at:• RBC working on capacity analysis of the RATS trading system. I wrote Perl scripts to automate input of a test suite of trades and analysing the systems log files to improve performance of the trading system.

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  ABN AMRO

  • Quantative Analyst

    • Jan 2006 - Feb 2009

    The major projects worked on in the Common Analytics Group were:• Source code control migration from Visual Source Safe to Subversion. Thisinvolved migrating the full version history of the source code database. Thesubversion server was set up on Windows Server 2003. Subversion clientswere rolled out on XP and Solaris.• Recompilation and reworking of CAL supporting libraries to use DLL’s ratherthan static libraries to reduce overall size required to link the main CALlibrary. This was needed due to link size limitation in Visual Studio .NET2003.• Migration of the C++ code base from Visual Studio .NET 2003 to VisualStudio 2005. This required a lot of reworking of the CAL code and supportinglibraries. This removed our link size dependency on the main CAL library andenabled the continuing expansion of the code base.• Design and reimplementation of the external interface to the CAL library tosupport access via the CAL API and Excel interface. The CAL API interfaceused to convert to Excel XLoper which places limitations on array sizes so anew interface that directly supported CAL API Variant was required.• Porting of the CAL codebase to GNU g++ on Cygwin and Solaris. Thisrequired extensive code modifications to make the C++ compliant with thestricter GNU g++ compiler.On secondment I worked on the Common Analytics Framework. The major projects Iworked on in the CAF group were:• Source code control migration from CVS on Linux to Subversion on WindowsServer 2003. This also required a full migration of the version history of theCAF code base.• Implementation of Subversion hook scripts in Python to prevent the mostcommon types of mistakes when checking in code that caused breaks in thecontinuous build cycle. This reduced the amount of compiler breaks in theCAF code base.

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  Worldflow

  • Consultant

    • Nov 2002 - Dec 2005

    The major projects worked on in the Common Analytics Group in ABN Amro London & Amsterdam were:• Fixed Income Electronic Platform. This involved taking all the C++ codewritten by Quant Analysts on a single threaded NT Visual C++ environmentand making it work on a multi-threaded Solaris environment. Had to introducetools and software solutions to make this work properly, including extensiveuse of purify, STLport to make the code work reliably. Also worked onperformance tuning, refactoring and the removal of SMART pointers from thelibrary. Developed automated over nightly build of the library code on Solarisfrom the Visual Source Safe repository on NT.• Murex Inflation. Another project requiring a Solaris version of CAL for theimplementation.• Core CAL development. Involved in the refactoring of the library to make thecode more reusable and maintainable going forwards. Also wrote various Perlscripts to refactor all the code automatically.• Ongoing technical architecture and solutions for Windows and Solarisplatforms. This includes compilers upgrades, library upgrades and changes tothe build environment. On XP I provided tools and made changes for themigration path for upgrading from Visual C++ 6.0 to Visual Studio .NET2003.• Making core C++ changes to the library for use by all developer quants.• Providing technical help and expertise to developers in the quant team. Thisincludes using tools such as Purify and Quantify to find bad memory access,memory leaks and poorly performing code.• Liaising and providing client users of the CAL library with help in integratingthe library into new systems and projects.• Working on delivering a distributable version of the library so thatcomputations can be done in parallel on a farm of servers.

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  Goldman Sachs

  • Technical Architect & Executive Director

    • Jul 1997 - Nov 2002

    The major projects worked on in the FIX group were:• Ongoing development and support of global FIX order flow for Institutionalclient flow.• Integration and delivery of the new global institutional sales trading system(GIST) for a new retail order aggregation flow for European clients. This wasknown externally as ‘Prime Access’.• Project management, integration and delivery of out of hour’s market makingfor the Prime Access flow. We built an out of hour’s market making facilityfor our Prime Access clients for the equities in the major market indexes.• Rapid development of scripts and procedures to facilitate failover of the FIXand GIST in as simple and as automated manner as possible. • Development of performance enhancements to support a new kind of retailflow known as Direct Market Access. This involved optimising performanceof all the software components through the sales system to achieve highthroughput rates and low latency.• Delivery of all the required changes through to the trading systems to supportpost trade allocations for the Direct Market Access flow.The major projects worked on in the Sales Ticket Booking group were:• The automation of the booking process through the system to achieve straightthrough processing. This was done by converting business logic embedded inC in the Windows NT front end into generic SQL code which is executed byan auto booking process written in C on the server.• Automation and development of the ETC component of the ticket bookingsystem. This uses Thomson Oasys Global to send the allocations electronicallyto the client using both allocation level and block level ETC.• Re-engineering of the ticket flow for UK trades to eliminate the UK entityused by Goldman (GSES) and associated UK settlement system (TRACS).• Support and development for numerous substantial user acceptance testsincluding EMU, Y2K and GSES Elimination.

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  Salomon Brothers

  • Senior Systems Analyst

    • Jul 1991 - Jun 1997

    Major projects worked on in the Technical Systems Group, CORE and SystemsEngineering Group were:• Notification system to send automated pager messages to support staff• Porting existing Lotus 1-2-3 addins to Applixware• Porting an existing perl extension to the TIB from perl4 to perl5• Development of a Bloomberg trade feed in C++ to provide auto execution• Porting of SunOS software to Solaris• Development of standards to support new platforms like HPUX and AIX• Generic program for building software across different platforms• Graphing of historical prices for various different instruments using X/Motif• Unix based C daemon to automatically restart processes under it’s control• Auto-quoter for UK and European equities that allowed active and passivemarket making• Application that integrated printing, faxing and emailing using a rolodex ofcontacts for Unix desktops• Market information display tool for UK and European equities