EDUCATION:
• MA Engineering Science (First Class Honours), St. John’s College, Oxford University, 1985-1988.
o Specialized in Electronics and Control Theory.
o Awarded Casberd Scholarship and several college prizes.
o Final year project involved the design of a digital controller for civil aviation aircraft. An algorithm was designed to model the aircraft dynamics and was implemented using Fortran code.
OTHER EXPERIENCE:
• Proprietary Trading (2009 – Date) - conceived algorithms for the trading of equity index futures, commodity futures and ETFs. Designed and developed data retrieval routines, back-testing tools and modules for trading & risk management (Java, Excel VBA)
• University Lecturing, France (September – December 2008) - developed a 15-hour course on Microsoft Excel VBA programming and delivered this course concurrently to three classes of MSc Finance students at the EDHEC Business School in Nice.
PROGRAMMING:
• Java (Swing, Eclipse), Excel VBA, C++
LANGUAGES:
• English, French, Italian (intermediate), Spanish (intermediate).
Consultant / Quantitative Developer (1999 – Date)
• BNP Paribas Fortis, UK / Belgium (11-) – provision of business analysis and quantitative development support to the trading and risk management functions of the interest rate derivative trading desks. (Excel VBA, Java Swing)
• JP Morgan Chase, UK (2010) – responsible for the architectural design and development of a low latency, high volume, multithreaded bond trading system using Ion Bus as a messaging layer. Achieved latency improvements of 100x the existing system for the same throughput. Worked on the interface layer between the application and the ION Marketview API, and also on implementing ‘high availability’ for the application. (Java, Ion MarketView, MQ, Spring).
• Toyota Europe, Belgium (08-09) - senior member of development team responsible for the delivery of a quantitative supply & demand management and forecasting system (Java, DB2, Hibernate, RESTful web services, Websphere).
o Designed the system architecture in conjunction with the Swing Application Framework (JSR-296).
o Adopted the Agile software development methodology.
o Created an Excel style spreadsheet interface (Java SwingX) to handle the functionality of Toyota’s Rundown – an in-house proprietary ‘dashboard’ for the presentation and manipulation of complex operational / forecast data.
o Documented system operation from the perspective of a business analyst or system user.
• Fortis Bank, Belgium (06-08) - part of the development team on the interest rates derivatives desk, involved in the migration of an existing multithreaded trading system from Forte to Java / Calypso and in the design and development of new functionality for pricing exotic products (Java, Swing, Eclipse, Oracle, Hibernate).
o Developed the Monte Carlo engine for the pricing of TARNs and Range Accruals.
o Provided trader support for exotic and vanilla products (Swaps, Caps & Floors).
o Developed the GUI to permit trade search by product, timestamp, dealer, etc.
o Conducted the business analysis and modified the Forte system to handle the pricing of Extendable Swaps.
• BNP Paribas, France (05-06) - member of core development team responsible for the delivery of an equity custody and settlement system and for its rollout to Frankfurt and Milan.
o Designed and developed the client and server code for messaging to external systems such as RDJ Accounting (Java, Swing, J2EE, Oracle, Hibernate, Weblogic, Tibco).
o Developed the Tibco scripts supporting these message flows.
• Student Loan Company, UK (04-05) - assisted in the design and development of a 3-tier web-based system for the administration and approval of student loans for UK university programmes (Java, Oracle, Spring, Tapestry / Struts).
o Responsible for the development of the entire student loan application dialog – the ‘client facing’ part of the system.
• Tech Valley, UK (01-03) - assisted in the design and development of the company’s web-based administration systems (Java, Struts, Oracle).
o Took and delivered training courses in java development.
• Ford Motor, UK (99-01) - developed and maintained new automotive model pricing system for US and European markets (Excel VBA).
o Member of team that addressed high-level functional issues with business managers worldwide.
Project Manager, The COBA Group Strategy Consultants, UK (1996 – 1999)
• For an insurance client, collected data, conducted study and developed an activity based costing model to benchmark policy-underwriting costs across countries, across lines of business and across policy types. Presented findings to client executive committee.
• Developed a numerical model of a consumer goods client's European distribution network and analysed implications of consolidating the distribution centres into one or more European countries. Presented shortlist of recommended distribution centre location options to client senior management.
• Designed and developed a client segmentation model for a global telecommunications client based on an understanding of key sector trends and their impact on the financial and operational performance of the target customers. Piloted the model on the insurance sector and presented to client senior management.
• Conducted due diligence of various companies / sectors in support of a number of private equity transactions.
Manager, Coopers & Lybrand Corporate Finance, UK (1994 – 1996)
• Conducted sector studies of industrial electronics, fixed-wire and cable telecommunications, online service providers, internet access providers and systems integrators.
• Reviewed strategic rationale, refined acquisition criteria and performed acquisition search for a global telecommunications company looking to diversify into the systems integration market.
• Performed valuation of a telecommunications network management software company using comparable company earnings data and discounted cash flow analysis.
• Conducted strategic appraisal of the market for a European postal operator considering entering an international joint venture in order to expand both its product line and its geographic presence.
• Presented diversification strategy to a corporation involved in both the automotive & aerospace sectors.
Senior Consultant, Andersen Consulting, UK (1988 – 1992)
• Successfully managed system development team of 15 people on the implementation of a work management and inventory control system (COBOL, CICS/DB2).
• Designed and implemented management information system for maintenance and administration of accounts of all system users; presented to client senior management (DEC h/w, DCL programming language).
• Team leader on project which succeeded in re-engineering the process for accepting and validating claims to unemployment benefit and for issuing the giro cheques – the largest system installation project undertaken in Europe (COBOL, IDMS-X database).
• Taught and attended several training courses in system design methodology (Holland, USA).
