NewedgeConsultant
Jan. 2010 - Dec. 2011Working as part of transatlantic consulting team to develop a global distributed messaging system, which on-boarded multiple legacy systems based on SQL stored procedures and batch jobs to a bespoke enterprise integration platform based on FIX 5.0 SP2. Examined STP trade flow in detail for two exchanges (EUREX and CME), and at a high level for LCH, producing analyst materials as follows:
- High level: trade flow diagrams, validated with head of clearing
- Mid level: message mapping specifications, consumed by developers implementing adapters to systems such as GMI and ClearVision
- Low level: test databases and tools, used in reconciling field-level details of new trade flow with legacy trade flows Involved in all aspects of project, particularly coordination and planning of multiple work streams, and definition of deliverables. Acting as Scrum master for UK development team, building relationships with sponsors, and ensuring key deliverables and demos meet expectations. Took particular ownership for defining and modeling the business rules engine, which governed how trades were enriched and routed across the trade flow. As the project progressed, moved to more specialized role, analysing production data feeds in detail to validate migration from current to future trade flow was complete and correct. Challenges included:
- Maintaining integrity of FIX shared vocabulary under pressure of various in-house systems demanding point-to-point transmission of ‘magic’ field and values
- On-boarding new team members and systems to complex middleware system
- Managing scope as data-level testing revealed many detailed exceptions to the general trade flow rules
- Migrating EUREX 13 trade confirmation stream to FIX (the protocols are not similar)
- Understanding and trying to replicate the behavior of vendor-specific trade-flow functionality, particularly Clearvision’s Carte Blanche rules
- Untangling complex logic in GMI trade loads