- Back-end C# and SQL Server development for reporting of front office trading activity to global regulators. - Front-end JavaScript and ASP.NET MVC development for corporate loan credit assessment in risk and finance. - Scrum Master for two Scrum teams working from single backlog. Migrated TFS to Azure DevOps Services and streamlined process to leverage capabilities of Azure DevOps such as sprint planning, forecasting and capacity. - Key member for Greenfield development team to add support for Murex (MxML) to existing solution including design and implementation. This required a complete code restructure to be extensible for future inbound/outbound XML formats while maintaining backward-compatibility with existing formats (FpML). - Spearheaded a cross-team Kanban initiative to coordinate multiple project teams working on single codebase.
- Principle developer for asset management application written in C# using DevExpress suite of controls and MVVMP design pattern. - Engage actively with the business via daily stand-ups to ensure focus is kept on business requirements and to preempt production issues proactively before they become showstoppers. - Agile methodology followed through rigorous use of TFS for source control, Scrum, and task and capacity management. - Implemented full feature to support weighted underlying securities in option securities including new GUI screens, new NHibernate repository and mapping classes, and new back-end Oracle database support.
- Led a team of technical architects to introduce enterprise architecture within a fast-growing business including a proper source control workflow, continuous integration using TeamCity and a more robust development process from code reviews and unit testing through to deployment. - Optimisation of T-SQL stored procedures to meet the demands of increasing volume in a fast-growing business. - Back-end development in C# and ASP.NET including implementation of new features for an online payment API as well as optimisation to improve the end-user experience for both merchants and merchants' customers. - Major delivered project work included a feature to send card charge transactions to the merchant via webhooks asynchronously using MSMQ and a Windows Service with the option to encrypt using a public and private key. - Managed the delivery of a new cloud infrastructure for all non-production environments in order to reduce ongoing operating costs for development, QA, pre-production and
- Migration of risk model platform from legacy platform into new architecture for interest rates products. - Server-side C# development to write new risk models for pricing of trades using greeks (gamma, vega, theta). - Improved the performance of T-SQL stored procedures dealing with millions of trades by analysing execution plans and optimising the T-SQL queries. - Became familiar with a complex architecture comprising numerous pricing systems in order to resolve issues and add new features. This involved considerable XML configuration which I streamlined using WPF tooling. - Third-line development support for BAU (Business As Usual) team supporting production systems including live servers and databases, dealing with issues and outages in response to trading support requests.
- Greenfield development of WPF application for CVA regulatory requirements. - Rapid prototyping of client-server functionality to meet new and changing business requirements assisted by use of Scrum and active sprint planning. - Actively used MEF for component composition and DevExpress controls to create an engaging interactive UI based on Metro UI of the Windows 8 platform. - Implemented C# server-side nightly batch runner to load front office and risk analytics data from flat files comprising millions of trades and perform calculations then store results. - Designed Oracle database and PL/SQL stored procedures for server interactivity for nightly batch runner and also for UI client to report results and allow workflow. - Continually redesigned, refactored and optimised code as requirements crystallised in order to achieve high performance for processing large volumes of data in all database stored procedures and C# code. - Had to consider parallel processing wherever possible
- Front office trader desktop application development for trading Euro Government bonds and interest rate swaps using WPF and the .NET Framework 4. - All WPF development used the Microsoft Prism framework to leverage MVVM design and dependency injection using Unity. - Employed use of new technologies such as Reactive Extensions (Rx) and other modern .NET 4 technologies (such as the Parallel and Tasks namespaces). - Wrote unit tests that ensured adequate code coverage and consistently passed in the automated build process. Moq mocking library was used for unit testing. - Coordinated deployment of assemblies from multiple dependent projects to test, QA, UAT and production environments following proper change management approval processes with due consideration for London, New York and Tokyo market hours to ensure minimal disruption to traders. - Became familiar with client trading gateways such as Bloomberg and Tradeweb. - Managed time and tasks effectively working to strict deadl
- Worked in the Credit Risk IT department as a .NET developer, primarily developing using WPF – a challenging, rewarding and enjoyable experience. - Designed and developed a front-end XBAP in a .NET Framework 3.5 environment to provide a front office system to monitor high-risk margin clients’ collateral and exposure limits. - Followed full SDLC employing agile methodology Scrum and was instrumental in ensuring successful progression through design, development, QA testing, UAT and delivery. - Used third-party controls by Infragistics and Xceed to provide a rich user experience while learning the architecture behind WPF using XAML, C# and LINQ. - Wrote and customised T-SQL stored procedures generated from CodeSmith templates for serving WCF service layer for standardised reporting and workflow purposes. - Using leading-edge technologies where expertise was sparse required me to be highly resourceful in finding solutions to development challenges and become a local expert in th
- Substantial use of C# and Managed C++ within the .NET Framework 1.1 and 2.0 environments. - Developed software to automatically parse ASN.1 specifications to generate ATL projects to provide COM API DLLs for encoding and decoding PDU binary data. - Developed a C# WinForms GUI application for manipulation of XML data and XML Schema to use for validating binary data with the help of XSLT. - Personally driven to follow object-oriented design when programming, using OOP design methodologies such as UML 2.0 and GoF design patterns. - Nature of software use required all coding to be multithreaded and thread-safe to allow real-time processing without pitfall dangers like deadlocks and racing. - Collaborated with other team members frequently to define interfaces between separate software modules (e.g., DLLs). - Investigated use of P/Invoke, COM interop and C++ interop (IJW) to interact with existing COM API eventually settling for writing a Customisable Runtime Callable Wrapper (CRCW)
- C++ development in R&D developing test and service software using ATL COM / STL / Windows 32-bit API. - Strong use of UML to design software using established object-oriented design principles. - Wrote low-level robust messaging layer code for communication with mobile phone hardware. - Used source control software (UNIX-based database - Continuus™) to manage source code version releases in global development team. - High knowledge and adherence of process led to promotion to Local Process Responsible for full SDLC. - Dealt with internal customers on a daily basis to resolve software specification issues and define requirements for R&D software tools. - Collaborated with software development team members frequently to define interfaces between COM DLLs being developed separately. - Appointed Webmaster for local software development team intranet website using Dreamweaver and HTML for team use and customer use (for information).
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