SUMMARY:

• Technology leader and hands - on IT architect/developer with years of innovations and s in information and financial services. Track record of building development teams, systems and architectures from ground up, in the context of a defined methodology. Big 4 consulting and entrepreneurial experience. Ability to lead multiple developmental projects through the full life cycle; assess technology risks and process improvement; evaluate buy vs. build options and negotiate deals; effectively communicate strategy and tactical business decisions to senior management and development staff.

TECHNICAL SKILLS:

Financial experience: Capital Markets - equities, fixed income, FX, OTC derivatives (interest rates, credit, equities, FX, commodities); Strong FX and equities high frequency algorithmic trading; real-time program & portfolio trading, VWAP, TWAP, volume/price analysis; market data; ticker plants; FIX protocol and FIX engines, FIXML, FpML; EMS/OMS and Fund Accounting (Advent GENEVA); performance analysis, portfolio management, financial data models; time series DB (OneTick, Kx/kdb, Fame, VhaYu); Pricing, valuation and risk metrics. Solid knowledge of mathematics and statistics. Research interests: market microstructure, high frequency finance, data mining.

Recent technologies: OS/Platforms/Languages: C++, Java, Microsoft Visual Studio .Net, C#, VB, Delphi; RDBMS: ORACLE, SAP Sybase (ASE, IQ, HANA), MS SQL Server; ERWin, ER/Studio, OLAP, Excel/VBA; XML: XSD, XSLT, XMLSpy; Middleware: MQSeries, WBI (MQSI), TIBCO, CORBA; Architecture/Methodology: SOA, RUP, TOGAF, SDLC, OOA&D, IBM Methodstm, SEI CMM; PM: MSProject, NIKU.

PROFESSIONAL EXPERIENCE:

Confidential, New York, NY

Algorithmic Trading - Architect/Quant Developer

Responsibilities:

• Designed and developed real-time FX and futures algorithmic trading systems and strategies based on High Frequency Market Data for various clients. Components include: ticker plant, integrated vector based database for tick capture, retrieval and archiving large storage time series data with low latency access; proprietary aggregation techniques and algorithms for fast in memory processing of combined historical and RT data; charting and visualization of trading and market data; built new market indicators, benchmarks, indices and analytics used in real-time Trading strategies, Transaction Cost Analysis, and Compliance.

Confidential, New York, NY

Director - Enterprise Data Architecture

Responsibilities:

• Responsible for the strategic and tactical design and architecture of various enterprise wide projects in the area of EMS/OMS, High Frequency Trading, Algorithms, Market Data / Tick DB, middle and back office; designed and developed a comprehensive canonical and relational data model aligned with the FIX industry standards aimed at the firm integration of multiple business units internally and externally with the firm’s clients and vendors.

Confidential, New York, NY

Information Architect / BA, SME

Responsibilities:

• Work performed on the Dodd Frank Act compliance and regulatory reporting system, DTCC Global Trade Repository (GTR). Analysis, requirements, specifications and design of the data/workflow model with FpML/FIX/ISO messaging on OTC derivatives across all asset classes (rates, credit, equities, FX, commodities). Participated in the definition and implementation of the domain data model (vocabulary, message structure, taxonomy) interacting with both internal business units: Product Management, Application Development, Infrastructure, MarkitWire; and external industry forums/specifications: FpML/ISDA (FpML 5.3 working draft), FIXML, Swap Execution Facilities (SEF), Swap Data Repositories (SDR). Hands-on design and development of the XML message specifications, XML Schemas, and related artifacts and tools for: mappings, metadata, version control, governance.

Confidential, New York, NY

Integration and Data Architecture

Responsibilities:

• Part of Trading Horizontal Data Modeling team; involved in building and expanding the low latency Service Model across various stages of the trading cycle, asset classes, internal and external applications as well as alignment with industry standard specifications such as FIX and FpML. Responsibilities included: Enterprise wide low latency canonical data model, automatic code generation tools, business analysis, project management and SOA integration.

Confidential, New York, NY

Product Manager

Responsibilities:

• For a new practice of this top tier management consulting firm designed a Financial Integration Framework offering. The platform is aimed at the investment operations of the Capital Markets environment. The architecture has various components including: SOA, Web Services, workflow, messaging technology, a financial data warehouse, an XML schema (FpML and FIX/FIXML compliant) with common format vocabulary for representation of complex financial products and processes, as well a collection of loaders and adapters for various 3rd party products in the area of trading, OMS, portfolio accounting.
• Additional responsibilities as Management Consultant/SME/Architect on several related engagements with the firm’s major financial clients in the area of electronic and algorithmic trading, vendor package implementation, workflow and integration).

Confidential, New York, NY

Architect/Development Manager/Developer

Responsibilities:

• Designed and developed a data model and a set of .NET components based on a company specific XML financial common format; the solution integrates a multitude of front office packages with various downstream systems including Sophis, Geneva, CITCO and a data warehouse. Designed the actual XML schema, and the associated messaging components to handle complex trade transformation and enrichment covering a variety of financial products including OTC and listed derivatives, fixed income, commodities, equities. Coordination and project management responsibilities with various vendors, consulting, investment and operations teams, offshore development and IT within 3 geographical areas.
• Planned and architected the migration of middle and back office systems, data, processes, staff and infrastructures from the parent company, an incubator of hedge funds. The financial products included Fixed Income, Equities and OTC derivatives. The architecture main component was GENEVA Investment Accounting as well as dozens of custom built and vendor solutions in the area of OMS, transaction/trade loaders, pricing systems, corporate actions, investment master, trade matching and confirmation, broker reconciliation, partnership fee processing, compliance and risk management. Technologies:.NET, C#, VB, MS SQL, SQL, UNIX, GENEVA (RSL, Synch Utility, Callable Loader, ODBC Interface)

Confidential, New York, NY

VP - Architecture and Business Integration

Responsibilities:

• Primary responsibility for 3 major functions: Global Financial Messaging Bus, eCommerce and Software Configuration Management and Release process. Designed and rolled-out the company Financial Messaging Bus, a global collective infrastructure for New York, London and Hong Kong based on IBM MQ Series, Websphere Business Integrator (WBI), a component adapter technology, FIX and SWIFT adaptors, FIX Engines and an underlying HSBC financial XML specification. The message hub architecture employs SOA services - a high availability/failover/business continuity cluster, encryption, auditing, monitoring, publish/subscribe, content based routing.
• Developed and implemented various business integration solutions among bank systems, legacy applications and vendor packages (Murex, Summit). Participated as an architect and SME in various global flagship projects in the area of Equities, Fixed Income, FX. Technologies used: MQ Series, WBI, GENEVA with WebsphereMQInterface, TIBCO, Java, JMS, .NET, C#, MS SQL, ORACLE, Rational Suite

Confidential, Pasadena, CA

INDEPENDENT CONSULTANT

Responsibilities:

• Project Manager for the Trade Processing Group - responsible the fixed income systems development, and support for trade capture, trade matching, posting, fund accounting (Invest One), trade delivery and settlement control. Built a new electronic trade matching and allocations system based on the FIX 4.4 specification between the firm and various brokers. Technologies: Java, Tibco JMS, Cameron FIX Engine, Oracle, .Net, C#.

Confidential, Rockville, MD

Responsibilities:

• Portfolio Project Manager and Technical Architect for a new Portfolio Management and Trading environment. Focus was on portfolio construction, market data, rebalancing, portfolio/program trading, transfer agency and trading costs analytics. Designed a scalable process flow to replace various “islands of information” into a data warehouse providing STP and “near” real-time holdings and analytics. Wrote the design specifications for a new Order Management System. Technologies used: .NET, C#, Perl, SQL Server, ER/Studio, FIX, Kdb, NYSE TAQ, Fame, FactSet.,Rational, UML.

Confidential, New York

Senior Consulting IT Architect

Responsibilities:

• Responsibility for the architecture of e-Business and Enterprise Application Integration (EAI) engagements within the financial services industry. Worked on the IBM STP Workbench offering for investment, brokerage and custodian firms. Focused on the T+1 trading workflow, messaging, message broker, batch to real-time processes.
• For one of the world's largest investment managers (State Street Global Advisors): architected the firm’s transition from numerous, disparate systems to a centralized model for portfolio construction and simulation. Responsible for the physical and logical analysis and design of the enterprise data model, use cases, requirements definition, macro and micro design phases.

Confidential, New York

Senior VP, CIO

Responsibilities:

• Responsible for the information technology and brokerage research functions - the trade analysis and transaction cost measurement of more than 400 institutional clients. Major s: built the development, research and operations teams, redesigned and replaced the firm’s proprietary equity trading system (real-time
• VWAP trading, program trading); designed and built the associated ticker plant; built the company’s core research product, introduced a variety of new trade analysis and market indicators, then expanded the product to global markets - the first in the industry to use international intra-day market data; managed business development and projects with the firm’s largest client, Fidelity Investments.

Confidential, New York

Manager, Systems Development

Responsibilities:

• For this multi-billion dollar hedge fund: hired as one of the first in-house technologists. Responsible for the systems integration, vendor management and operations for the company’s portfolio management, partnership accounting and taxation system. Developed a global performance measurement system with the company prime broker.

Confidential

President / Owner

Responsibilities:

• Designed, developed, packaged and published AdHocQ&R® an EIS/DSS product sold to more than 200 corporations worldwide.
• Custom application development for a variety of clients and industries, primarily using RDBMS tools and C, SQL programming.