This blog focuses primarily on technical issues in .Net and other computer technologies that interest me. I also write occasionally about derivatives and derivatives pricing. Interestingly, in recent months the derivatives articles have generated far more interest than the computing articles, which is the reverse of when I started writing this blog.
I work in the investment banking division of a large American bank. I work in credit technology. For several years I worked for that organization in Canary Wharf in London, but I am currently in New York.
Previously I was responsible for the development of a C# user interface framework and the application that used it. This was the single application that all credit traders used for all functionality, from trade booking to risk management. It is still our main trading system. The project was successful, but its own success has led to a few problems. Also it’s getting old now and both Microsoft’s desktop technologies and our management have changed. As a result we have been working on upgrading this application using newer technologies.
For the last few years I have been involved in electronic trading, specifically in building a new system from scratch to handle all credit electronic trading. This system has gone to production, and is being rolled out globally. The client part of this was originally built within the trading application discussed above, thus forcing me to use my own framework in anger. In recent times we have started moving this functionality onto newer platforms, and I have been involved in building some of these.
I have more years of experience than I care to remember working on trading systems, in FX options and equity derivatives as well as credit derivatives and other credit products. I have been working professionally with .Net since 2002. I have to say I like building trading systems immensely. It’s a great job.