brianf@sindar.net +44 777 5510368
I worked in various positions in the Equity Derivatives Front Office, supporting the single stock and index trading desks. Applications were developed using a proprietary scripting language (slang) and object database (secdb).
Lead a global team working on a RFQ platform. The system was able to accept RFQs from multiple internal and external venues, display them to trading in a uniform manner, and handle all workflow/pricing/booking operations.
· Built an interface to Tradeweb (a multi dealer broker) to allow GS to be one of the first banks to participate in Tradeweb’s equity options RFQ offering
· Built out the infrastructure to handle internal RFQs for options and options strategies
· Built the booking infrastructure to allow Listed/Flex/OTC options and options strategies to be booked to traders account
· Deployed an email gateway to allow internal/external clients to email batches of RFQs to a central mailbox for processing
· Worked on a day to day basis with sales and trading to build out new features and fix bugs
· Lead several “core” initiatives to improve the stability and performance of the global RFQ system
· Helped drive the adoption of automated testing of new code releases
· Performed code/architecture reviews of code changes
Formed part of a support rota for all applications developed by our team, including Risk Management, end of day PNL processing, overnight reports, etc
Worked closely with traders and operations users to enhance existing applications, retire legacy applications and provide day to day support. Operated as part of a global development team, providing code reviews and feedback to developers in other regions.
Gained significant experience developing applications in an agile environment, with active code review sessions, and an emphasis on code reuse & refactoring.
· Formed part of the global code review team for the firms main Listed options booking application
· Designed and wrote a system for processing exercise and expiry activity, and reconciling such trades with exchange feeds
· Retired legacy systems to allow full migration of booking flow to the firm standard (secdb)
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
· 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.
Performed migration of legacy Access database to SQL Server, which was used to summarise client positions from disparate systems.
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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Slang / Secdb (proprietary) |
Advanced |
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Transact SQL |
Advanced |
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SQL Server performance and tuning |
Advanced |
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Linear Programming |
Advanced |
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Java |
Intermediate |
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XML/XSD/XSLT |
Intermediate |
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Perl |
Intermediate |
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UNIX/Linux |
Intermediate |
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|
Intermediate |
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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,