.NET Developer & Derivatives Trader

5/2013 – 6/2017

My focus has shifted more towards development and leveraging my market knowledge and experience.

Development of algorithmic systems, gaining insight from and translating trading concepts from traders, refactoring code to ensure the best possible performance.

Current projects: Development of execution front end with pre-trade risk management and SQL market data backend. Migrating and refactoring existing code for the risk module. Using C#, WFP, Windows Forms, T-SQL, Google Protocol Buffers and FIX. This is an exciting project for which I have many features planned.

Development of a comprehensive, high frequency market data database using PostgreSQL with a management interface in C#. Planning to develop using Mono to enable running in a Linux environment.

Technologies used: C#, ADO.Net, Windows Forms, WPF, T-SQL, R, Visual Studio, Rabbit MQ, FIX, TradingTechnologies, CQG, Bloomberg, Reuters, VMWare, Ninja Trader, CQG Continuum, FIX, MS Excel and Word InterOp for C#

Transact-Sql, Postgresql, Mongodb, SQL, .Net Framework (Microsoft), C#, Microsoft Visual Studio, Windows Presentation Foundation, Management (allg.)

11/2001 – 12/2012

⦁ Developed, managed & executed proprietary trading strategies in fixed income, equity index & FX futures.
⦁ Developed, tested and implemented algorithmic trading systems on fixed income, equity index futures.
⦁ Set traders limits established through quantitative analysis of trader’s results and market conditions.
⦁ Daily operational management & enforcement of risk limits and systems for local and remote traders.
⦁ Management of the trading floor.

Technologies used: C#, ADO.Net, T-SQL, R, Visual Studio, Trading Technologies, CQG, Bloomberg, Reuters, VMWare, Ninja Trader

Ownership of automated market risk project, this was a long-term project where I was continually interfacing with traders to drive change and implement new features. The project was developed using C#, Trading Technologies API. Development, testing and deployment of Algorithmic trading strategies using C# and R.
As part of a team of proprietary traders we had a mandate to trade futures in Fixed Income, Equity index, Commodity, and FX.

Transact-Sql, SQL, C#, Microsoft Visual Studio, Windows Presentation Foundation, Management (allg.), Arbeitszeit- / Gleitzeitsysteme, Risikomanagement (Finan.)