Software Developer2012 - PRESENTSenrigan Capital (Contract)
Technologies: Bloomberg, TypeScript, HTML5, Microsoft SQL Server, ASP.NET MVC, C#, .NET
- Designed and developed a greenfield database and workflow management system for an event-driven hedge fund.
- Implemented multiple integrations with client's counterparties and third-party systems for a data and transaction flow.
- Migrated a range of operational workflows from spreadsheets onto the system including regulatory and compliance approvals, internal and investor reporting, counterparty reconciliations, and market risk calculations.
- Set up a complete development, regression testing, deployment, and monitoring framework from scratch.
- Conducted requirement discovery.
- Managed and implemented the project directly with stakeholders from all the beneficiary teams.
Software Developer2015 - 2017Guard Capital (Contract)
Technologies: Bloomberg, TypeScript, HTML5, MSMQ, Microsoft SQL Server, ASP.NET MVC, C#, .NET
- Designed and developed a greenflow workflow and reporting system for a global macro hedge fund.
- Implemented a bespoke value-at-risk calculation framework based on a client's mathematical model.
- Migrated a range of operational workflows onto the system platform including P&L approvals, counterparty reconciliations, and investor information management.
- Worked on full-stack development, deployment, and ongoing system maintenance.
- Interacted directly with the top management and project stakeholders for prioritization and progress reviews.
Head of Technology2011 - 2012Sequence Asset Management
Technologies: XML, LINQ, Microsoft SQL Server, HTML5, ASP.NET MVC, C#, .NET
- Complete the technology oversight within the firm including in-house systems and vendor relationships.
- Set up from-scratch the system's infrastructure ahead of the firm’s relocation from Tokyo to Hong Kong—from physical networks to outsourced software providers.
- Introduced a range of technical initiatives including a company intranet and a central database system.
- Developed hands-on in-house applets for fund performance reporting, automated reconciliation, and market risk calculation.
- Designed and implemented a shadow accounting system for the verification and audit of firm's valuations.
Assistant Vice President2010 - 2011Barclays Capital
Technologies: XML, TIBCO, Microsoft SQL Server, Microsoft Foundation Class Library (MFC), Win32, C++
- Acted as the regional development team lead for the Asian fixed income trading desk’s pricing and risk system.
- Built out and managed a team of 4 full-time developers and 2 rotating graduates.
- Implemented a business analysis and prioritization with stakeholders, project, and delivery management.
- Introduced formal testing and release procedures and tightened integration with global sister teams.
- Implemented the system enhancements supporting a new offshore trading desk.
Software Developer2008 - 2009TFG Fund Services
Technologies: RemoteApp, MATLAB, XML, Microsoft SQL Server, C#, Windows Forms (WinForms), .NET, Win32, Boost, Standard Template Library (STL), C++
- Acted as the team lead—focusing on scaling an in-house hedge fund portfolio management system onto a wider client base after a spin-out from a parent company.
- Developed a valuation and risk model of the interest rate and currency derivatives.
- Worked as the technical contact for external clients responsible for their on-boarding and dedicated development pipelines.
- Coordinated the development work—ensuring delivery of features requested by company’s clients and recruiting new engineers.
- Deployed new client installations and ongoing systems.
- Provided user support.
Systems Developer2005 - 2008Nylon Capital
Technologies: Bloomberg, Financial Information Exchange (FIX) Protocol, Amazon Ion, Microsoft SQL Server, C#, Windows Forms (WinForms), .NET, Win32, Boost, Standard Template Library (STL), C++
- Developed the financial markets pricing, analytics, and execution tools for a global macro hedge fund.
- Worked as the greenfield development lead of an in-house middle office accounting and cash-management application.
- Implemented a range of cross-product real-time risk calculators (VaR, scenario, covariance) based on mathematical models.
- Worked as part of a small development team building a complete in-house platform supporting hedge fund’s operations.
- Worked on full-stack development, deployment, and ongoing systems.
- Provided user support.