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collateral management system for MMFX (money market & foreign exchange) as well as derivatives, primarily Swaps. System built in VC++/Sybase using Bloomberg pricing feed. • Designed and implemented middle office reconciliation system for fixed income derivatives under VC++/VBA 1995-1996 Ptvgrammer/Anab
l equity basket trading system. The system was supporting multi-office principal/agency portfolio trading. Implemented under HPUX and Windows using Sybase/C++/VC++/Corba EFTA00611838 • Designed and implemented generic MIS subsystem, electronic feeds to ITG for trading and ADP for back office settlem
l collateral management system for MMFX (money market & foreign exchange) as well as derivatives, primarily Swaps. System built in VC++/Sybase using Bloomberg 2 EFTA_R1_02102741 EFTA02706723 • pricing feed. • Designed and implemented middle office reconciliation system for fixed income derivatives und
equity basket trading system. The system was supporting multi- office principal/agency portfolio trading. Implemented under HPUX and Windows using Sybase/C+ + / VC+ + / Corba • Designed and implemented generic MIS subsystem, electronic feeds to ITG for trading and ADP for back office settlements as
collateral management system for MMFX (money market & foreign exchange) as well as derivatives, primarily Swaps. System built in VC++/Sybase using Bloomberg pricing feed. • Designed and implemented middle office reconciliation system for fixed income derivatives under VC++/VBA 1995-1996 Programmer/ Ana
l equity basket trading system. The system was supporting multi-office principal/agency portfolio trading. Implemented under HPUX and Windows using Sybase/C++/VC++/Corba EFTA00583285 • Designed and implemented generic MIS subsystem, electronic feeds to ITG for trading and ADP for back office settlem
Entities connected to both Bloomberg L.P. and Sybase
Sharpe
ORGANIZATIONBarclays Capital
ORGANIZATION
Design
ORGANIZATION
Marla Maples
PERSONGranger
PERSONButtonwood Group
ORGANIZATIONAdaptive
ORGANIZATIONMarkovian
PERSONAvon Products
ORGANIZATIONKalman
PERSONMarket Microstructure
PERSONComplex and Functional Analysis
ORGANIZATIONPrincipal Component Analysis
ORGANIZATIONStochastic Control
ORGANIZATIONVector Auto Regression
ORGANIZATIONGARCH
ORGANIZATIONARIMA
ORGANIZATIONR. Kissel
PERSONVC++
PERSONRuss Berry
PERSON