Macquarie GroupExecutive
Jul. 2020 - Nov. 2020Hong Kong SARSynthetic Swap Service is a Trading System that covers the whole trading life cycle. From Pre-Trade (Compliance Check/Pricing), Trade (Stock Borrow and Loan), Post Trade (Allocation). - Developed automated Straight Through Process for Direct Market Access (DMA) and Regulatory Reporting with Tibco RV and FIX protocol. - Created unit test case in JUnit, DBUnit and XMLUnit. Mock upstream in Mockito, JMock. - Used Sybase Execution Plan to address the performance issue. Re-wrote the SQL in an effective way by using hash/index join, index hints. - Collected requirements from traders, business analysts and legal, designed the system to represent business - Implemented hedging configuration and processing engine from server (Java) to GUI (C#). - Member of a global team that adapts agile, test-driven and continuous integration practice to the development of applications for constructing, maintaining and feeding derivative parameters such as volatility and dividend curves to equity derivatives traders. Contributing to all phases of the
application life cycle. - Developed knowledge of Options and Futures Fundamentals through trainings and working closely with the business users. - Projects developed in Core Java using Spring for dependency injection and Hibernate integration - Coordinated testing with upstream applications and managed the deployment. - Took charge of the application release deployment for APAC. Prepare pre-release documentations for approval, UAT testing with business users, execute deployment plan and complete post-release regression tests. - Provide time-critical technical support for traders on the trading floor and the middle office on application functionalities and troubleshooting issues, and user training for new joiners.