IT consultancy company providing software engineering services to financial sector.

Clients

• Credit Agricole, electronic foreign exchange (eFX) trading (Jetstream).
• BNP Paribas, commodity derivatives trading.
• Rokos Capital Management.
• Chicago Mercantile Exchange (CME), multi-asset trading platform (LIQUID).
• Royal Bank of Scotland (RBS), foreign exchange options (FXO) trading.

Achievements

• Took ownership and led integration of external FX options trading system with existing Credit Agricole single-dealer trading platform. This added FX options to the set of products offered by the bank to private clients in France and expected to increase bank’s profit.
• Developed FX forward deals early termination solution at Credit Agricole. It allowed clients to be more flexible while trading with the bank by early realising profit or loss from their positions.
• Participated in transforming existing commodity derivatives platform into cross-asset by adding fixed income products support at BNP Paribas.
• Created a solution for interest rate swaps portfolio optimisation at CME. End clients gained a functionality to reduce the number of positions they hold with the exchange and overall transaction costs.
• Made several foreign exchange options products available for trading on RBS single-dealer platform. Those products placed the bank on the better competitive position in FX Options market.

Investment Banking IT division providing services to trading desks worldwide.

Achievements

• Built and led a development team for the bank’s Credit IT department.
• Created an intraday risk, profit and loss (Risk & PnL) reporting system that allowed traders to see their risk profile immediately, without waiting for the end of the day. This enabled the desk to make more confident decisions during the trading day.
• Made an asset swap and an equity variance swap available for trading, which helped the bank to extract profit from very specific client needs.
• Established and managed quality assurance process.