Responsible for .Net development: Equity and Credit derivative applications in C# Winforms, ASP.Net and Excel with SQL Server 2000 and live links to Bloomberg.

• O-O design and implementation of the Tapas Research Manager application in C# Winforms with a SQL Server 2000 database, hedge calculations, collating analysts’ qualitative and quantitative data, calculating expected values of equity outcomes and indices for correlated securities. Incorporated indices for comparable equities, with annualised returns, associated bonds, CDSs, and risk limits using VaR. Reporting using Crystal Reports.
• Developed real-time high frequency (about 10000 ticks/s) asynchronous links to Bloomberg in C# using Bloomberg’s COM and .Net interfaces, implemented as a multi-threaded application, and writing samples to a database every few seconds.
• Project manager for Tamale: organized installation and upgrades, coordinating teams from London and New York, organized overall schedule, testing and deployments. Integrated custom web pages into the Tamale web portal using the Tamale API

Business Analyst/Developer: interest rate modeling of structured notes and other derivatives; O-O implementation of primary issues software in C#/Javascript/ASP.Net/ SQL Server 2000 using UML.

• Valuation of path-dependent floating rate structured products, with associated swaps, using a 1-factor Monte-Carlo model in Excel & Mathematica
• Business Analysis and object-oriented design of a flexible and configurable toolkit to construct primary issues of multi-tranche Structured Notes in C#/ASP.Net, linking to a SQL2000 database. Structured notes incorporated floating rate, basket, range accrual, cliquet and stepped coupons, with triggered switching between coupons. Coupons were modified by caps, floors and knockout calls. Prototyped a C# Winforms applications to create classes for specialist structured note types at run time, and to validate the construction procedure for floating rate and basket notes.