Post-trade processing for fixed income cash and derivative instruments using FIX and FpML
Created the specification to enable a multi-asset trade confirmation platform to allow clients to affirm and match fixed income cash trades using a FIX interface. Added the ability through FpML for buy-side and sell-side firms to connect to multiple clearing counterparties (CCPs) for interest rate swaps (IRS) and credit default swaps (CDS). Workflows addressed included matching, affirmation, novation and unwinds.
OTC derivatives infrastructure for a leading investment manager
Extended the FpML schema to create an architecture for integration of trading, analytics and security master systems. Mapped the data dictionaries of the firm’s systems to FpML. Worked with trading, data management and middle office staff to create workflows for trading and processing of interest rate swaps , credit default swaps, and total return swaps. Middle office workflows included integrating with a third-party middle office service provider.
Fixed income electronic trading using FIX for a top-5 mutual fund manager
Scope of work included data mapping between internal data elements and FIX data elements, documenting business and workflow requirements, proposing e-trading workflow, working with developers on design, implementation and integration of e-trading related components, FIX connectivity testing and certification with trading counterparties involved. In the initial phase the securities covered were Treasuries, CPs, Agencies and Munis. The e-trading workflow included notice of executions, allocation and confirmation, and order initiation.
Fixed income post-trade processing for a top-5 global broker/dealer
Worked with the client connectivity group to establish workflows for electronic post trade processing of buyside fixed income order. Provided guidance to architecture team for creating next generation platform for confirming, allocating and settling fixed income orders.
Client implementation for a leading order routing service provider
Assisted several clients’ network engineering teams with network acquisition and connectivity, including network capacity planning to meet clients’ current and future needs for electronic trading. Included was installation of network encryption devices, testing of connectivity and end-to-end application testing through the encrypted network setup. Managed hardware upgrade of an order routing applications core system and migration of clients to new platform.
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