Capital Markets

I've been in the capital markets sector since June 2007. As a consultant at Progress Software in London I worked on Apama-based trading systems for a number of top-tier investment banks. I also built market connectivity adapters for the Apama platform. Later I moved to become a quant developer focusing on pricing/risk management systems.

Expertise

I participated in development and delivery of trading systems built on the Progress Apama platfrom. Projects were mainly FX aggregation, equities trading or smart order routing (SOR) applications leveraging cutting edge CEP technology.

For those systems I wrote parts of high frequency orders/trades state management, provided general wide-ranging technical consultancy in particular focusing on market connectivity (FIX, Reuters AutoQuote, ICAP EBS APIs).

As quant developer my experience includes architectural design and implementation of real-time pricing applications for a market maker. Working directly on trading floors I had a lot of direct contact with business.