Experience
- Financial Sector
2004-2008 Biton System Consultants
Delivered an application to calculate risk analytics such as tracking error, Value at Risk from historical data, Correlation numbers and optimisation with Monte Carlo simulation for equities
Developed an Excel-based risk analytics product using
historical market data.
Delivered a web-based reporting application written in c#, c++, JavaScript, asp .net to link to various legacy systems to produce PDF, graphical charts and export data to Excel
Developed an Order Management Solution (OMS) for the asset management industry
2003-2004 Commerzbank
Front Office development support of legacy risk and trading systems
2000-2003 IQ Financial Systems(Now Infosys)
Developed and supported a large Front-Back Trading system(Trade IQ) implemented in c++ on Unix. TradeIQ was widely used in a number of top tier investment banks (Credit Suisse, Fuji, Merril lynch)
- Defence And Research
1996-1998 GEC Marconi Research(Now BAE Systems)
Radar and signal processing, digital signal processing, adaptive noise reduction.
1998-2000 VEGA Group PLC
Developed aviation equipment training software for the MOD and RAF
- Other
Private Consultancy
Developed and produced private and commercial websites
Wrote an employee timesheet application to interface with legacy software
Currently developing financial trading software for the asset management sector
Developed Virtual Reality applications as part of a research project