Career & Profession

2010 – Present: Investment Banking, London, UK

I am currently working as a Senior Software Engineer for a large UK Investment Bank, developing various real-time electronic trading systems. My primary focus has been developing algorithmic trading software against European equity exchanges.

Project Summary:

  • Smart actionable indication of interest (IOI) routing
  • Capital commitment, Central Risk and automated facilitation/risk unwinding algorithms
  • Prop market making and algorithmic trading
  • Core client algo stack
  • Smart order routing (SOR)
  • Real-time system monitoring
  • Native market exchange connectivity
  • Risk monitoring

Main Technologies:

  • Java 8 / C++
  • Middleware (Solace/Tib)
  • Linux

2003 – 2010: Thomson Reuters, London, UK

At Thomson Reuters I worked in various teams within the data collections and distribution department. Primary concern was the delivery of real-time level 1 & 2 tick data from European and North American stock exchanges.

Development focused on high-throughput, low-latency quote processing systems, receiving trade/quote data from exchanges, normalising, adding value and distributing to clients.

The systems had to provide a high level of redundancy, to ensure accuracy of data in the event of service disruption.

Main Technologies:

  • C++/Windows Advanced Server (VS2003-2008 32/64-bit)
  • C++/Solaris (Solaris 8/10, UltraSpac III & AMD Opteron)
  • C/VMS (HP OpenVMS)

Deployed hardware included HP DL-585, IBM BladeCenter, Sun Fire 4800 & HP AlphaServer ES45.

1999 - 2003: MEng Software Engineering – Southampton University, UK

Graduated with First Class Honours MEng Software Engineering degree from Southampton University.

Main Technologies:

  • C/C++
  • Java
  • Scripting (Perl, TCL, Bash, Ash…)
  • Web (PHP, MySQL, Perl CGI)

Projects:

 
about/career.txt · Last modified: 2016/11/10 12:58 by simon
 
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