7City

The Nottingham Trent University

Executive Director

Global tech lead for grid compute, FaaS and file transfer.

Goldman Sachs

Responsible for the design and development of the trading and research systems. Running a small team I conceptualised and delivered the algorithmic trading and research platform. The system facilitates trading of Futures products primarily on US markets using machine learning algorithms.Designed and managed the implementation of the in-house trading system including:•	OMS•	FIX connectivity•	Feed handlers•	Market data ingestion•	Algorithmic trading infrastructure•	Risk MonitoringThe architecture is based upon upon a containerised micro-services approach. Technologies include:•	C++, Java, Python •	R, Julia for research•	Docker for containerisation•	S2I for repeatable builds•	GRPC for services communication•	Fix8 for FIX connectivity•	MongoDB/Arctic for time-series storage •	MySQL for static data and trade storage.•	NodeJS for the monitoring and control portal

Fairtide

Senior Software Engineer

Responsible for the design and development of the low latency S2BX FX eCommerce infrastructure. Primarily using C++ and Java.Main achievements:•	Improvement and maintainance of the spot/outright/swap pricing server.•	Brazil Onshore NDF trading capability including special case value date handling. •	Automatic delta hedging for our FXOptions eCommerce solution.•	Introduced static analysis via clang to our build system which identified many serious coding errors and significantly improved the quality of the code base.•	Identification and remediation of many latency bottlenecks.

Standard Chartered Bank

Responsible for the design and development of the Quantitative Analytics Library infrastructure. After a brief time in this role I was asked to produce a flexible and scalable framework for a new Quant Library which would allow the model developers to easily develop components whilst making them available to other languages transparently. I developed the basic components and infrastructure that allowed transparent export of C++ interfaces to other languages using Clang/LLVM to analyse C++ code and automatically create proxies for the API. A key component for this was a powerful but simple templated conversion framework that translates objects between external languages and our C++ types. I also introduced a continuous build system (TeamCity) which also leveraged Incredibuild to produce timely fully unit tested builds of the library.Other achievements include:Developed and maintained the CurvePublisher which published live and EOD Yield Surfaces,Curve Sets, Fixings and Spot values. The publisher was written in Java and consumed market data from Reuters and our own internal datastore to provide timely data for risk and trade valuation. Due to the amount of parallel calculation required the calculation was distributed of a compute grid (Hazelcast) and controlled via a Spring based web service. Introduced a distributed cache (memcached) to improve performance and scalability of grid computations. Created a C++ abstraction of the Murex Flex library to allow easy integration of our Fx quant library into the Murex pricing and risk system. Contained a record and playback system to easily repeat murex callbacks for regression testing.

Senior Developer

Worked with the Quant team on the trading floor to design and develop valuation framework components for cross asset models developed within the team. The components were required to manage data/component dependencies automatically,  present parameters to the models and collate valuation/risk figures.  The framework required good scalability and distribution of calculations over a DataSynapse grid to deliver timely valuations and risk figures to the trading desks. Most components were required to be exposed to .Net via a set of C++/CLI proxies.Other acheivements:•	Valuation workflows to automatically determine valuation order of components.•	Serialization binder framework to provide simple specification of serialised C++ class attributes via binary or XML formats.•	Component expression tree framework to allow valuation of components expressed as a formula.•	Result query framework to allow simple SQL queries to be performed on valuation/risk result sets..

CIBC

Software Developer

Worked as a Senior developer in the Trading Systems department developing components for SaxoBank's consumer trading platform.My main task was to design and develop a Margin Aggregation Server (MAS) for the new Margining Platform at the bank. The MAS collated margining data from all nodes of the margin calculating subsystem that then allowed the back office and Saxo Bank partners to run adhoc queries about the banks clients margin exposures. This was implemented in <a href="http://C#.Net">C#.Net</a> 3.5/MSSQL 2008 / 29West messaging. As the MAS was a core component of the Margining service, very close coordination was required with the Copenhagen based team  to ensure good compatibility with both existing and new systems.

Saxo Bank

Worked as a senior developer in the Fixed Income Deal Capture team developing and maintaining components for the STAR system.STAR provided a global system for trade entry and position management. All trades entered were fed to all other BNP nodes in Tokyo, New York and Singapore where live position servers kept track of positions in Fixed Income, FX and Futures products. My main responsibility was to design and develop a new Repo position server and bugfix an existing Repo server that suffered from severe memory fragmentation and memory leaks.The role also involved providing support to a global team for diagnosis of production issues.The main technologies used were Visual C++ 2005, MFC,Boost and ORACLE DB.

BNP Paribas

Worked as a senior developer in the Base and Precious metals front office trading systems team to develop and maintain commodities front office systems. This system allows order management and trade entry of base and precious metal futures for both Barclays traders and BARX clients with connectivity via FIX to LME and RFA to Reuters.The architecture is an n-tier system based around a SQL Server 2K database using Tibco SmartSockets and IBM MQSeries for communications. The components are implemented in a mix of  C++, C# and Java.  All development was conducted in an agile development environment with continuous build & test.Achievements: Analysis and implementation of a method to reduce the effects of latency at the LME exchange on the order management system.Implementation of Steel Billet trading capability.LME Mini contract trade booking system.Member of the Development Leads team who are responsible for advancing the standard methodologies used for development throughout the commodities IT department. Various components for reporting trades to clients.Working with the BARX Commodities sales desk to effectively determine and implement new requirements.

Barclays Capital

Senior Developer - Commodities Front Office

Worked with a team of 10 in a front office environment to develop, maintain and support the Credit Suisse bond trading system. This highly distributed system provides trade entry, position maintenance, pricing, and market offerings capabilities to traders and holds positions in many instrument types (Bonds, Futures, Options, Swaps, CDS).  The system uses a Windows/C#/C++ front end with UNIX/C++/Sybase server side components; Position notification system to publish data to the risk/analytics group. Used Tibco (JMS) to publish positions, instruments and trades for subscriber processes.  Written using C++, XML, XSLT, XSD, OOA/OODInitial load provider for ECD/ECP market offerings allowing new subscribers to the messaging system to receive all available offerings from a configurable set of books. Used C++ and a proprietary messaging system.Gilt trade reporting mechanism to LSE, using information (BIC codes) provided by the data-warehouse. This involved coordination with compliance and data-warehouse departments to ensure that the correct information would be reported to the LSE after integration. Used Perl and SQL.Report generators for various desks, reporting profit and loss summaries and audit reports written in Perl/SQL.   Automatic data downloads from various data sources into the trading system to provide enrichment to the instrument database. Used Perl and SQLProvide direct support to the traders using the system during both ordinary and disaster recovery scenarios.

Credit Suisse

Senior C++ Developer

Responsible for the design and development of the core software framework for the companies' flagship satellite communications systems. Working with a team of 5 have overhauled the companies' design and development methodology and introduced many new technologies. The P3000 project was designed and written from scratch, giving experience of entire product life cycle. Involved in development of a UNIX system in multi-threaded C++ interfacing to several FPGA's. This required full construction of the UNIX root file system, UNIX kernel, UNIX applications and Bourne shell initialisation scripts. The application required interaction with the kernel via the POSIX standard interface and C implemented device drivers. As this was a multithreaded and multi-process application in-depth knowledge of UNIX system programming was required.Required adaptation of the Linux kernel and boot software for the PowerPC based hardware platform. The main application which was integrated with Apache and PHP to provide web based monitor and control and Java to provide real-time status graphing over TCP/IP. All configuration and transactions were via XML. Designed and developed several integrated PC applications in C#, .NET, and Java to facilitate full GUI based production management, testing, configuration and monitoring of the equipment via the company intranet. Also embedded <a href="http://JScript.Net">JScript.Net</a> parser and COM components into Test application to provide a scripted system test environment.Conceptualised, designed and developed many "industry firsts" at Paradise such as:Real-time graphing in web pages for monitor and control of satellite devices Bridging Ethernet packets over satellite to allow zero configuration IP networks over satellite streams.Performance enhancing proxy to minimise the effect of satellite delays on TCP/IPThese are unique selling points for the product which are responsible for securing many sales.

Paradise Datacom

Responsible for the design and development of portable applications using C++. Gained experience of using design pattern methodologies to create software. Designed and developed a major co-simulation software application to allow debugging of firmware on simulated hardware. The technologies involved included C++, assembler, GNU tools Visual Studio, Dynamic Libraries, UNIX, NT and VHDL / Verilog simulator API's (PLI,FMI,FLI). The software was required to run on Solaris, Windows and Linux platforms and so portability was of utmost importance. Experience gave exposure to all levels of system design and development from chip level through OS to abstract application level.Responsible for the design and implementation of the Java C/C++ tool interface to ARC's ARChitect tool set. This involved in depth knowledge of the JNI API and the Java environment. The implementation used design patterns and provided a transparent interface between the Java framework and the C++ client. Also responsible for the design and implementation of the ASIC test Java module and Java installer modules for the tool set.Other responsibilities:Responsible for the creation of the toolset installer with Installshield Multi-platform.Administered Linux machines with full network support.

ARC International

Immediately after graduation from university started work at Marconi. Gained experience in embedded systems design and implementation. Due to many years of home learning and placement year, quickly took on high responsibility of designing and developing software for various boards in a photonic multiplexer. Experience gave knowledge of system development to the lowest levels such as hardware interfacing skills and assembler.Developed software for 10Gb/s transponder cards, Signal Quality management cards and functionality which was shared by all cards such as boot code device drivers and event scheduling. The software was implemented in C++ and Assembler and interacted with the cards developed by the other members of the team over 1394 Firewire protocol.

Marconi Plc

C++ Developer

1-year university placement was taken at Argonaut Technologies. Due to early interest in computing and 3d graphics was made fully responsible for the design and development of several applications.Developed an emulator for a 3D graphics card, added functionality such as mip-mapping and perspective correction. Involved around 50,000 lines of C code.	Developed Graphics file format converters

James Bates

James Bates