brianf@sindar.net +44 777 5510368
· Enthusiastic SQL Server and Java developer with 4+ years of experience working in Liquidity and Risk technology in support of the Prime Brokerage business.
· Significant experience with margin calculations and methodologies.
· Senior developer with full development lifecycle experience: project planning, architectural design, development estimates, development, System Testing, UAT and Production Support.
· Strong “Linear Programming” and optimisation skills. Background in mathematics.
· Experienced Transact SQL developer with excellent database design and performance tuning skills.
· Experienced with second- and third-level support of production systems.
· Looking for a lead developer role, with a particular interest in high-performance and high-throughput systems.
Received Merrill Lynch’s “Special Achievement Award” in May
2006 for significant contributions to my team and pioneering the use of “linear
programming” in margin calculations.
Designed and implemented a new calculation component in an existing web service framework. The calculations were used by multiple business units across the bank, and by external clients.
· Integrated new margining calculation into existing WebSphere framework
· Introduced several development best practices to the team. Initiated benchmarking and profiling of the code to identify performance bottlenecks. Prompted the use of jUnit and xmlUnit to construct unit tests and a custom functional test framework.
· Created detailed technical specifications from business requirements and functional specifications
· Used OO Design principles to model financial instruments and calculation components
· Used Linear Programming techniques to optimise result of calculation
· Used the lp_solve and CPLEX linear programming solvers
Implemented an excel-based interface to a web service. The excel workbook automatically produced an xml request from a specially formatted input sheet, sent the request to a webservice, parsed the response, and saved the results to the workbook.
· Used VBA for most of the logic, with XSLT for XML manipulation
· Coordinated with the business to create a user-friendly user interface
Worked as a database developer on a margining system supporting the International Prime Brokerage business. My role was to add new functionality and fix bugs in an existing MSSQL margining system. The system covered all aspects of the margining lifecycle from feed validation and loading, static data maintenance, calculations and reporting.
· Provided development estimates and participated in project planning
· Implemented calculation logic in Transact-SQL stored procedures
· Performance tuning of existing stored procedures and database structure
· Produced reports with Crystal Reports
· Used DTS packages and VB code to automatically validate and load feeds into database
· Developed various reporting functions with ASP.net
· Provided second-line production support for user issues
· Implemented improved development practices across the team
Worked on various fixes and enhancements to a Books and Records system for the Prime Brokerage business.
· Implemented bug fixes and enhancements to C background processes on UNIX
· Modified stored procedures on Sybase
· Wrote shell scripts for maintenance and administrative tasks
· Built various reporting and monitoring websites with classic ASP
Analysed legacy Access database used to summarise client positions from disparate systems.
· Planned and implemented migration to SQL Server
· Developed web front end for viewing reports
The Irish Universities Athletics Association (IUAA)
organises all university-level athletic competitions in
· Designed and developed a suite of applications to manage athletics competitions
· Utilised the open-source LAMP stack (Linux, Apache, MySQL and Perl)
· Developed custom Excel/VBA workbooks to manage athletics meets
· Web-based software to display results and allow online entries
Laboratory assistant at
My work contributed to several peer-reviewed papers:
· Substrate-interface interactions between carbon nanotubes and the supporting substrate, Physical Review B; 2002; 66; 033408. R. Czerw, B. Foley, et al
· Identification of Electron Donor States in N-Doped Carbon Nanotubes, Nano Letters; 2001; 1(9); 457-460. R. Czerw, M. Terrones, et al
·
STM Determinations of Interface Interactions Between Carbon Nanotubes and
Support Substrates; APS March Meeting
2001,
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Transact SQL |
Advanced |
|
SQL Server performance and tuning |
Advanced |
|
Linear Programming |
Advanced |
|
Java |
Intermediate |
|
XML/XSD/XSLT |
Intermediate |
|
Perl |
Intermediate |
|
UNIX/Linux |
Intermediate |
|
|
Intermediate |
|
VBA |
Intermediate |
·
MCAD: Designing and Implementing Databases with
Microsoft SQL Server 2000
·
MSc in
High Performance Computing,
MSc run by the Department of Mathematics, focussing on implementation of mathematical models in a parallel computing environment. Gained experience writing parallel C programs in an MPI environment on a cluster of 512 processors. Thesis title was: ‘Using the Island Model Genetic Algorithm to Optimise a Draughts Board Evaluation Function’
·
BA Mod in
Theoretical Physics,