Emerging Markets Front Office Trading System (Greenfield project)
A new trading system to support rapid trade volume growth in the Credit Linked Notes businesses for the Structured Notes desks in London and Asia for a leading multinational investment bank. Agile - daily stand ups, automated build and TDD.
Credit Derivatives Risk & Pricing System
The application is responsible for trade capture, valuation, risk, p &l calculation and reporting of exotic credit derivatives (150,000+ trades) for the front office using a Data Synapse grid and Coherence cluster. Support for CDS, CDO (Bespoke tranche, index tranche, index cds), NTD, CDO squared products.
Flow Credit Front Office Trading System
System provides real-time pricing and reporting of risk and p & l for desk heads, data feeds to downstream systems and integration with external ECNs using ION gateways (e.g. Tradeweb, Bloomberg, MarketAxess) and firmwide static data and settlement systems using xml messaging over MQ.