Architect of Third-Party Applications Group, including Listings and Reviews

Technology

• Primary responsibility for FIX sessions and related infrastructure, including real-time monitoring during U.S. trading hours and on-call support. Developed flexible configuration to support same-day changes.

• Designed and developed system to present a uniform user experience over various broker implementations of trading algorithms.

• Developed interface between proprietary OMS and Appia FIX Engine. Designed, developed, and administered JBoss service and monitoring application. Configured and validated FIX sessions with brokers.

• Designed and developed new Operations technology infrastructure, including PNL, reconciliation, and external file import.

RMBS Strategy, prepay modeling

• Support for trading activities, e.g. monthly reports and ad hoc data requests.

• Developed report automation and new reports.

• Coded and calibrated new component (loan-size refi ramp) in prepayment model.