COMPANY » SUCCESS STORIES

Chicago-based Proprietary Trading Firm (Chicago, IL)

Management Consultant Multi Asset Class Black Box Trading System

  • Managed all aspects of the re-architecture of a fully automated proprietary trading system used to execute orders within fixed-income, foreign exchange, futures / options, and equity cash markets.
  • Managed team lead and individual technologists to incorporate all components onto a TIBCO Rendezvous-based distributed architecture.
  • Managed relationships with clearing firm technologists for risk management integration and with exchange destinations for connectivity, certification, and product troubleshooting.
  • Created a phased approach for the system rollout to scale the system for trading up to 7,000,000 equity shares daily and up to 50,000 futures contracts daily.
  • Managed the user acceptance phase of the project to map all system functionality to the original requirements. Developed a set of "corner case scenarios" to ensure that the black box functions properly during all market conditions.

Futures Automated Trading System / Market Data System

  • Worked with e-trader to translate trading strategies into technical requirements for an ATS system.
  • Managed lead architect and programming staff to the successful completion of the TIBCO-based distributed system.
  • Developed high-speed (super real-time) simulation tool to back-test full trading days within short timeframes (JAVA).
  • Managed team of financial engineers in the development of proprietary trading algorithms.
  • Designed risk management functionality for integration with the clearing firm.
  • Managed all aspects of the system from project inception to production rollout.