See 'Internet Trading System' for the latest ETS paradigm (ETS 2002)

To design and implement an Internet Electronic Trading System for the Futures, Spreads, Swaps, Options and Product Cracks Commodity markets (Oil,Gas,Metal,Coal,Electricity). The system utilises object-orientated analysis and design techniques in a C++ and Java environment Proprietary message orientated middleware to deliver multi-tier, distributed solutions running on both NT and Unix platforms The primary GUI Client consisted of a Visual C++ MFC based Multiple Document Interface application, exploiting MFC Threading using the support technologies such as COM and ATL, with Stingray (RougeWave) Objective Grid at its core, connecting to IBM AIX Unix Servers written largely in C++. The middleware tier consists of low-level message wrapper classes that pass updates to the core API object (ATL/STL) business lists that in turn pass the abstracted data from the API DLL to the GUI presentation layer as an object. The essence of the design is a sophisticated implementation of the MFC method: UpdateAllViews(). Additional support provided for the IBM Web Sphere : Price Display Client written in Java and HTML Project Roles To finalise the business analysis functional specification documents for the development team. To produce and design the Application components (NT and Unix) To create the primary GUI within the MFC Framework utilising Objective Grid (RogueWave) To train developers to work within the model design To revise the AIX Server Processes Model To evolve the Trading System into a complete Internet Trading System To provide optimised Transact SQL in a Sybase environment To provide escalation support for the traders and liaise with them during the development phase

Unix Server Processes Central Server responsible for marshalling the messages. SqlGenerator responsible for producing a flat file of TransactSQL. Corporate Database Loader responsible for reading the flat file and writing to a Sybase 11 database. Central Matching Engine responsible for account credit checking, order matching and trade creation. Daily Cycle Controller to manipulate the market status. Message Replay Service to interactively query the database in the context of electronic trading. Back Office Information Loader to distribute any post open market data updates. Central Time Server to inform the Server Processes and remote clients of current market time. These Unix Processes were enhanced as part of a collective team effort under my direction. Ancillary GUI applications such as Back Office Interface and Price Reporting Service Interface (with ITC2 Format) used the middleware API to further distribute Market, Order and Trade information to external services (such as Reuters) The subsequent release of the product on Friday 14th September 2001 was via the Citrix Web Server and Client methodology over the internet. (10 WebServers 8 processors per server and 2000 licenses) and an upgrade to Tolarian Smart Sockets. The Java and Win32 model employed is online at http://www.montegodata.co.uk/Services/jsw_model.htm Additional support provided for the IBM WebSphere : Price Display Client written in Java and HTML. Supplied the traders with various additional sophisticated derivative model pricing spreadsheets (see Pricing Tools below). Java (J2EE) Upgrade To Trading System A reasonable Unix to NT port of these C/C++ Servers allows for a standalone demonstration of the major component suite. Remote contract works in 2002 allowed the opportunity to create a web browser trading client running under the Apache Web Server (JSP usage) with Java J2EE components (Servlets, EJB) as middleware, which connects to the primary servers as a "TSI Service". It is possible to show the vanilla Visual C++ Win32 Client running side-by-side with any of: (a) Java Jar application, (b) Java Jar applet or (c) Java Script Client. The Java Jar application Client using Swing has a comparable speed performance compared to the native Win32 Client. The Java (J2EE) middleware is essentially part of a 'n-tier' project that can be used as Client/Server.

Lloyds Bank Plc., 25 Monument Street, London. EC3P 3AB August 1979 to December 1991

These twelve years were effectively an apprenticeship in Treasury (Investment) Banking. Initially from a Business Skills perspective gaining knowledge of monetary derivatives (FX, Options, Futures, Spreads, Swaps and Bonds) From 1984 the role changed to software programming (dBase/Clipper/QuickBasic/C) In 1986 work was under taken to produce Currency and Futures Options Models with Mark Garman in Microsoft C ( see Garman and Kohlhagen (1983) and http://www.montegodata.co.uk/Services/services.asp ) In summary: Five years of acquiring Treasury Investment Banking Business knowledge Seven years of applying that knowledge as computer programmes. The final role on leaving was a Senior Software Developer.

Work Related Courses	Topic	Dates
LIFFE Exchange	Futures and Options	June 1983
Aston Tate	Programming with dBASEIII	July 1983
Q.A. Training Course	Advanced C	April 1987
Ingres Training Course	Modules I, II, III	October 1990