Making the next generation of the API/B2B (FIX v4.3) server. Benefits includes automated failover, new scalable architecture, unit testable code and good unit test coverage. On the side of making the next generation, we have also implemented enhancements to the old B2B server.
Saxo bought Blacktree's IP with the view to more closely integrate the system with their own infrastructure. I was invited to join a small team (of three) in the
London office to aid in this integration.
q/kdb+ trading system - Maintained, enhanced and was responsible for the running of a 24x5.5 trading system written in q/kdb+.- Facilitated in the migration of this trading system from New York (NY4) to London (LD5), and more deeply integrated with the rest of the Saxo Bank IT systems. - Migrated from LBM/Multicast to LBM/Shared Memory to allow system to run comfortably across 6x64bit cores (from 28x32bit) - Wrote FIX adapters to 3rd party venues for trading and market data access Key technologies used: q/kdb+, FIX, LBM, Python, Ansible, Javascript q/kdb+ analytics framework - Architected, developed and maintained an analytics framework in q/kdb+, serving up analytics over web interfaces, ODBC or regular IPC. - Wrote a 'proxy' process in c/kdb+ that converted synchronous calls into asynchronous to allow for responsive, multi-user, access - Wrote simple interactive web interfaces in mix of html/javascript/plot.ly to expose analytics to non-power users Key technologies used: q/kdb+, c, Python, Ansible, Javascript
After becoming an employee at Saxo, I was responsible for testing client and market FIX gateways, as well as gateways for post-trade dropcopy flows (both FIX and native protocol). Key achievements: - Leveraged VeriFIX to build test harnesses for market FIX gateways - Wrote C#/NUnit code to test Saxo/MarketFactory API integration - Wrote VeriFIX scenarios to test Saxo/PrimeXM integration for both trading and market-data flows
that specialises in the Foreign Exchange (FX) market but also offer CFDs, Futures and Stocks trading amongst an ever-increasing product portfolio. Since joining in September 2012 my primary focus was the testing of a FIX gateway being built in-house and based around the Cheetah FIX. My secondary focus was the testing of enhancements (both new features and bug fixes) to the existing FIX gateway that was running in Production. Key achievements: - Wrote and executed upwards of 300 test cases, resulting in the discovery of over 100 bugs in new FIX gateway - Improved upon existing VeriFIX Automation Framework and increased test case count from 120 to over 200 - Worked with both BAs and developers to ensure thorough understanding of functionality and thus complete test coverage
Greenline Financial TechnologiesJuly 2010 - September 2012
Greenline provides both software and consultancy services for clients that require FIX-oriented solutions. I joined in July 2010 and worked on a number of FIX-based projects ranging from client on-boarding and certification through to full automated regression testing. Key projects: Bourse Direct (Paris, France); FIX.4.3 Built out an Equiduct Exchange FIX Emulator to remove client's testing dependency on third-parties, also created test scripts driven by NUnit to provide a skeleton testing framework for regression test plan. Johannesburg Stock Exchange (Johannesburg, SA); FIX.5.0 Provided assistance with test script creation, execution and automation of their FIX and native trading engine functional requirements. This included order entry, post-trade and market-data flows. Direct Edge (New Jersey, US); FIX.4.2 Worked alongside QA team to better integrate VeriFIX with their testing architecture; helped develop an automated solution to perform custom and full regression tests. MF Global (New York, US); FIX.4.2, FIX.4.4 On-site to assist on-boarding efforts for connectivity to the US Options exchanges (CBOE, ARCA, BOX) during FIX engine migration. Also helped train them on the VeriFIX testing tool. Bourse Direct (Paris, France) Created and executed an automated test plan to assist migration of client trading platform from PHP4 to PHP5. Thompson Reuters (London, UK); FIX.5.0SP2 Deployed CertiFIX to provide a certification environment for clients using their Trade Reporting system. Deutsche Bank (London, UK); FIX.4.4 Worked with the client on-boarding team to develop an automated test environment using a mix of VeriFIX and CertiFIX products. London Metal Exchange (London, UK); FIX4.3, FIX.4.4 Setup CertiFIX instance, including scripting of all certification scenarios, to help clients with migration to new release of their exchange platform, migrating from FIX.4.3 to FIX.4.4.
Fidessa provide Trading Systems, Global Connectivity and Market Data
services for both buy- and sell-side customers. I joined in August 2008 and
was part of their FIX Connectivity team based in Woking, Surrey, where my
role covered:
* On-boarding and conforming of new FIX clients to the Fidessa Network; both buy- and sell-side, examples include Baikal, JP Morgan Securities, SNS Securities and X-Trade Brokers. * Day-to-day connections; establishing connectivity between FIX clients that were already members of Fidessa network. * Managing and delivering connectivity for new Fidessa European Trading Platform (ETP) customers; these include Fortis NL, Rabo Bank and Matrix
Mes compétences
Languages
Shell Scripting, JavaScript, SQL, ODBC, XML
Software testing
Regression testing, NUnit, Debugging, Test Cases
IT Infrastructure
Git, Ansible, Unix
Protocols
Multicast, FIX
Other
develop an automated solution, testing client, Senior Test Lead, Sell Side, Associate Director, Foreign Exchange, Small Companies, Business Analyst, Futures Operations, Microsoft C-SHARP, Personal Home Page, 3rd Line Production support, FIX Test Engineer, FIX Connectivity Engineer, Financial Systems Analyst, the running, 3rd-line Support, Testing, Royal Blue Fidessa, industry~senior, self-employed, Automatic Testing, Testing, TEST LEAD, Market Data, Head Of Engineering, Python Programming, Algorithmic Trading, Order Entry, Bloomberg, Senior Business Analyst, EMS, Algo XML implementation, IPC
Others
Business Analysis, API, Analytics
Mes études et formations
Bachelor of Science, Computer Science - University of Southampton2004 - 2007
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