As the founder, director, senior consultant and primary software developer of 'INTELLECT Computer Systems Inc.
', an Information Technology Company founded in 1993, incorporated in Ontario and dealing with Information Technology Consulting, Analysis and Software Development, completed successfully the following projects:
INVESTMENT TECHNOLOGY GROUP - IT Consulting & Software Development
In addition to a broad range of software engineering skills, the knowledge of the Canadian Market Microstructure has been utilized to enhance the Firm's next-generation trading platform and to solve a multitude of highly technical and complex problems on multiple projects including the following:
- Real-Time Data-Feeds Projects: Custom Feeds Retrieval [ILX Data], Multi-Currency FX Feeds [Reuters], Public & Private Trades (Consolidated Last Sale [CLS]) and Quotes (Canadian Best Bid and Offer [CBBO]) from TMX for all Exchanges :: Equities Trading Team & Core Research Team
- Real-Time Currency Exposure & Foreign Exchange Projects :: Equities Trading Team & Core Infrastructure & Routing Team
- Real-Time Institutional Trading Strategies :: Equities Trading Team & Core Research Team
- Real-Time Algorithmic & Ultra-Low Latency Trading Projects :: Core Infrastructure & Routing Team
- High-Performance Order Routing & Trading Engine Projects :: Core Infrastructure & Routing Team
- Canadian Market-Data API Projects (Data Retrieval & Database Projects) :: Equities Trading Team & Core Research Team
- STAMP & FIX Protocol Products Development :: Equities Trading Team & Core Research Team
- Various Post-Trade Projects :: All Departments
- Desktop Development Projects :: All Departments
- Automated QA Testing Evaluation Projects :: QA Department
- Miscellaneous Client/Server, Database, Shell Scripting & Web Development (With Auditing) Projects :: All Departments
- Docker Evaluation & Joomla Documentation Project
- Real-Time Trading Applications Monitoring
- Executions Report Card & Destinations Reporting Projects (Command-Line & Web, Daily, Historical, Custom-Query) :: Equities Trading Team & Core Research Team
- Best Executions Reporting Projects :: Various Clients
- Reporting and Data Reconciliation Tools (Including Enhanced Crystal Reports Web Projects)
- Order Management Systems Projects
- User Interfaces Projects
- Scripting & Utility Development Projects
- Business Continuity (BCP) / Disaster Recovery (DR) Planning Projects
- Ad-hoc Quantitative Analysis Projects :: For Product Management
- Various Start-Up Software Analysis & Development Projects for the Post-Trade, Core Research, Algorithmic Trading Development, Finance, Compliance, Mid-Office, Sales & Trading and Core Infrastructure & Routing Teams, the TriAct Canada Marketplace (TCM, for the MATCHNow® Canadian Alternative Trading System [ATS]) and the Investment Industry Regulatory Organization of Canada (IIROC)
UBS BANK CANADA - Technical Writing, Modeling (Software Systems Architecture)
Technical Writing Projects (Systems Architecture Documentation & UML Modelling):
- International Client Reporting Project ('ICR I' & 'ICR 2000')
- SmartSizing Project (Overview & Real-Time)
TORONTO DOMINION SECURITIES INC.
|PROJECT:||‘LED’ (Listed Equities & Derivatives)|
|DEPARTMENT:||Institutional Equities & Structured Finance|
Performed analysis and interfacing with the Listed Options traders of the Toronto Dominion Securities, to analyze the business needs and improve the trading environment and the support of their business activities.
Developed a custom-made, open-architecture, multi-currency, centralized, scalable and efficient
application to deal with the data capture and reporting of the Corporation trading community, which
covers all traded instruments (Stocks, Stock Options, Indices, Index Options, Futures, Future Options,
Index Futures, Index-Future Options and FRAs).
The application was developed in Microsoft Visual Basic v5.0 (SP3) and is supported by an ODBC-compliant
back-end database (prototyped in Microsoft Access 97 and up-scaled to a Microsoft SQL Server database, residing
on the network). Among others, it handles the following processes:
- Trade Capture (via the Application GUI directly or by means of automated population from Excel spreadsheet files).
- Option Expiry and Option Exercise/Assignment (fully or partially, to deal with real-life situations and to simplify operations, as the trades/records that result in a net position may be numerous).
- Daily Data Transfer to the Risk Management Group’s FTP servers (Retail-Option positions for all traded underlying securities and options).
- Reporting (Daily Trades, Daily Positions, Net Positions, Profit & Loss).
- Market Data Retrieval (automated and ad-hoc) from Reuters data sources.
- Implied Volatilities Modelling.
- Options Valuation.
TORONTO DOMINION BANK
|PROJECT:||Risk Management Systems|
|DEPARTMENT:||Research & Development Division|
Played an active role during the Bank’s Risk Management Systems Project, the objective of which was to implement a new system that would be used for the daily measurement and management of market risk for the Bank’s global trading books, supported by approximately 20 source systems. The result of these market risk calculations (the global Value-at-Risk [VaR]
figure) was reported directly to Bank executives as well as to regulatory authorities, in order to comply with a set of regulatory requirements.
During my involvement with the project, in a Software Development/Consulting capacity, I had the privilege to develop from scratch, test, document and maintain:
- One third of the total number of the required pre-processors and related software tools for the project (translating data from legacy mainframe systems to the new Risk-Management System):
The main development effort utilized Perl language and scripting techniques under the Sun Solaris UNIXenvironment [Perl/Tk, SYBASE, SQL-SERVER, ‘MAKEFILEs’, ‘rcs’, ‘pod’ and ‘man’, MS-Word documentation].
- MIS1 & Supporting Applications (including the Special Features Handling)
- FIS2 & Supporting Applications (including the Special Features Handling)
- DIFF, CrTable, Bloomberg FTP-Connectivity, Graphical User Interfaces and other software tools.
- A rich database-promotion application, code-named ‘DBupd’ (developed with the Enterprise Edition of Visual Basic v5, under Windows NT) for the maintenance of the required tables of the new Risk Management Systems [Visual Basic, SYBASE on UNIX, SQL SERVER on Windows NT,Report Writers, ODBC registry scripts, Windows Help Compilers and Application Setup Utilities].
- A large number of utility programs (designed and coded in Perl/Tk, C and Visual Basic) and UNIX shell scripts prepared for a Windows NT / Sun Solaris platform.
In addition, I dealt with other peripheral projects in the Bank’s Research & Development Division ('Open Bloomberg Data Licensing & History Information Retrieval
' and automated data file tranfers) in a consulting and software development role.
|1||The MIS system captures transactions on Treasury Bills, Interest Rate Futures, Bond Futures, Convertibles, Floating Rate Notes (FRNs), Zero Coupons and Vanilla Bonds.|
|2||The FIS system supports the Toronto Dominion Bank’s fixed income trading (including Bonds, Coupons, Strip Coupons and Mortgage Backed Securities).|
|3||The OASIS system supports the Toronto Dominion Bank’s Money Market (T-Bills, Deposits & Loans, Bankers Acceptance, Bonds) and Foreign Exchange (FX Swaps, FX Forwards, FX Spots) products, traded offshore (Singapore, Taipei, Hong Kong, Tokyo).|
|4||The GLOBAL system supports the Deposits, Loans, and Memos and allows the maintenance of other financial products including Commercial Paper, Bankers Acceptance, CDs, Interest Rate Swaps, FRAs, T-Bonds, Call Deposits & Loans.|
|5||The DEALS system supports the Toronto Dominion Bank’s Foreign Exchange products (FX Swaps, FX Forwards, FX Spots), traded in Toronto.|