Bloomberg LPTeam Leader, Foreign Exchange Group | Fixed Income R&D
Aug. 2003 - Nov. 2006New York, NY• Enhanced FRD<Go> analytics to support precious metals
• JP Morgan Dollar Index calculations for APAC and LATAM emerging markets including fixings, real-time pricing and user interfaces
• Designed a data-driven system to publish daily FX fixing rates for the Peruvian market; mnemonic is PERU<Go>
• Led a team of 5 programmers to design and develop a real-time pricing framework for Foreign Exchange asset classes
• Migrated ticker symbols, pricing and static data for Deutsche Bank FX indices; related Bloomberg function is FXIN<Go>
• Implemented ISO symbology standard for FX Cross, Forward and Volatility products