John - Développeur .NET

Global Structured Products

Design and development of .NET based client for mortgage pool trading, settlement, sale and servicing.
• Used C#, .NET 2.0 Framework, and web services support (WSDL) to communicate with Java based web services middle tier.
• Customized third party Windows controls (Infragistics UltraGrid and other components) with style sheets, subclasses and custom event handlers.
• Developed sophisticated WinForm based client screens using Visual Studio designer, custom controls and MVC based architecture.
• Applied appropriate design patterns (Strategy, Observer, Factory, Adaptor, etc.) to implement various event driven features for client application.
• Used DBArtisan (Embarcadero) to examine/debug data dictionary in Sybase 12.x.

Fixed Income Trading Systems

Design and development of consolidated market data architecture for US treasuries and bond futures from multiple electronic broker feeds.
• Used .NET 2.0 Framework, managed C++ interop and C# to integrate electronic brokerage Win32 APIs with internal middleware for real-time message publishing.
• Developed .NET based market data service to consume market data messages and stream to client sessions using ADO.NET typed datasets, Remoting (server activated) and XML serialization.
• Used WinForms, ADO.NET, Remoting and DevExpress ExtraGrid to develop market data client with drilldown display of BBO, bid/offer stack and trading status.

Equity Derivatives Trading Systems
Design, development and deployment of SOA based system for equity derivative order management and trading via major electronic options exchanges (BOX, ISE, CBOE, Amex, PCX, PHLX).
• Used C#, WinForms, SyncFusion EssentialGrid and ADO.NET to develop option trading user interface.
• Used XML serialization, XML Schema (XSD) and TIBCO Rendezvous to interface .NET components with Java based OMS (order management system).
• Worked with vendors and internal departments to acquire third party software and develop systems, APIs, protocols and frameworks for electronic trading, order routing and other connectivity services.
• Designed internal and system level state/sequence and domain models to manage trades (orders), executions, and post-trade clearing/allocation.
• Designed and developed cross-platform transports, protocols and services using .NET (C#, MC++, interop), Java, TIBCO/RV, XML, XSDs and FIX protocol

• Developed real-time portfolio management display using C#/.NET, TIBCO/RV, SyncFusion EssentialGrid, XML/XSD and ADO.
• Bench-marked real-time processing/display by .NET clients for various RV subject/message formats, including RV fields, XML and Diffgrams. Developed matrix of bandwidth, processing time and clearing rate.
• Used TIBCO perfm/s to profile message size/rate on various network segments between Solaris, Linux and Windows 2000 hosts.

Consultant on-site at JPMorgan Chase & Co.

Real-time distributed system for Repo trading, collateral hedging and position management. Traders and external counterparties use workstations to net positions and hedge via overnight, term and forward contracts. Back-end system provides electronic settlement and real-time market data using .NET, Remoting, TIBCO Rendezvous, Reuters RMDS and SFC.
• Designed, coded and developed Real-Time Market Data Service to provide Eurodollar/Fed-funds futures pricing, LIBOR/Fed-Funds effective rates and custom yield curves using .NET, C#, Java, TIBCO Rendezvous and Reuters SFC/JSFC.
• Used Rational Rose for UML specification of requirements, systems analysis and design.
• Used NAnt, NUnit, Maven and Test Director to manage software build, unit and integration testing.
• Used UCM, Rational ClearCase and ClearQuest for configuration management and defect tracking.
Equity Derivatives Group: BOX Auto-Quoting
Electronic equity options market-making system for BOX based on Windows, .NET, FIX, TIBCO Rendezvous and proprietary feeds.
• Used C#, managed C++ and Win32 inter-op/marshalling to build .NET wrapper assembly for TIBCO Rendezvous native messaging layer.
• Installed and configured TIBCO Rendezvous components (RVD, RVCache, DLLs, shared objects) in Solaris 8 and Windows NT/XP/2000 environments.
• Provided development, QA and production TIBCO support for FIX engines, .NET and Java applications.

Global Architecture and Engineering

Design, development, project management and production support for LehmanLive Financial Services Portal.
• Designed and developed Internet based market commentary/news system using Java, HTTP, multi-part MIME, object serialization, applet/servlet communication and XML.
• Designed and developed scrolling alert ticker for Equities and Futures using Java, applets, TIBCO Rendezvous and HTTP protocols.
• Integrated LehmanLive headlines with BondHub multi-dealer fixed income aggregator using Java and XML.

Global Technology Development
Assistant Vice President, Global Technology Development
Intranet applications for web-enabled storage, retrieval and visualization of operations information.
• Hands-on management of analysis, design, development and production support with team of business analysts, developers and DBA's.

Senior Programmer/Analyst

Intranet and Java development for corporate computing infrastructure.
• Combined Java, JNI and Visual C++ to interface native Fixed Income libraries with web application servers.
• Replaced existing CGI scripts with Java Servlets.
• Developed and deployed Fixed Income IOI feeds using Java, Sybase and FTP.

Global Wireless Products GroupSenior Software Engineer

Analog/Digital Wireless terminal design, development and manufacturing.
Developed Windows-95 based applications for cellular diagnostics and performance analysis.
• Programmed in Visual C++ and MFC (4.x) to develop DLLs for cellular terminal interface.
• Combined multi-threading and Win32 API calls to provide asynchronous I/O.
• Used Unix based software development tools and PC (MSDOS/Windows) based emulators to produce 68HC11 microprocessors code written in both C and assembler.
• Coordinated software release, revision control (SCCS) and error tracking (Sablime) for system test and high volume manufacturing. Provided ongoing support for manufacturing and field trials.

Research and Development Department and ROADNET Subsidiary
Senior Software Engineer
Real-time embedded microprocessor based imaging systems for sorting automation.
• Led development of CCD scanner on embedded i860 and 68030 multi-processing platform.
• Ported C/Unix-based code to real-time embedded multitasking platform using pSOS.
• Deployed prototypes in field operations environment, yielding industry standard performance.