Schlagwörter
Skills
Hands-on Financial IT Architect, Developer, Consultant with broad experience in Derivatives, Pricing, Trading, Market Making, Risk, Position keeping. Certified Front Arena Developer.
Mar 2014 – Present. Self-employed. Zurich, Switzerland.
Made an innovative market-agnostic (US, Europe, Asia) real-time derivatives risk and trading platform. The platform runs on a monstrously performant cluster of Xeon Phi\'s with a stack of trading tools around it:
• Excel based (VBA, XLL, RTD) front-end and position control with execution via Interactive Brokers complimented by a unique web-based options trading front-end
• Market data processing tools based on NxCore, SpiderRock and Interactive Brokers feed
• SQL database to store all sorts of processed market data
• Several auto-trading tools in C# and C++
• High-speed backbone protobuf-based protocol for all the modules to talk to each other and to the outside world
All based on a plethora of great technologies, among others: Xeon Phi HPC coprocessor, Intel C++ compiler which makes so much better binaries, Intel TBB for multi-threading, Intel Cilk for effective vectorization and terse code, EIGEN math library to help converting Matlab code to vectorized C++ in no time, XLL to make C++ Excel add-ins, MYSQL as a cross-platform database engine.
Jan 2013 – Mar 2014. Consultant, Sungard Capital Markets Consultancy Services. Amsterdam, NL.
Mar 2009 – Jan 2013. Software Developer, Optiver. Amsterdam, NL.
For full experience, please refer to https://ch.linkedin.com/in/alexander-kristensen-best.
Mar 2014 – Present. Self-employed. Zurich, Switzerland.
Made an innovative market-agnostic (US, Europe, Asia) real-time derivatives risk and trading platform. The platform runs on a monstrously performant cluster of Xeon Phi\'s with a stack of trading tools around it:
• Excel based (VBA, XLL, RTD) front-end and position control with execution via Interactive Brokers complimented by a unique web-based options trading front-end
• Market data processing tools based on NxCore, SpiderRock and Interactive Brokers feed
• SQL database to store all sorts of processed market data
• Several auto-trading tools in C# and C++
• High-speed backbone protobuf-based protocol for all the modules to talk to each other and to the outside world
All based on a plethora of great technologies, among others: Xeon Phi HPC coprocessor, Intel C++ compiler which makes so much better binaries, Intel TBB for multi-threading, Intel Cilk for effective vectorization and terse code, EIGEN math library to help converting Matlab code to vectorized C++ in no time, XLL to make C++ Excel add-ins, MYSQL as a cross-platform database engine.
Jan 2013 – Mar 2014. Consultant, Sungard Capital Markets Consultancy Services. Amsterdam, NL.
- Migrated Front Arena Reuters installation to Bloomberg at a multinational Dutch bank.
- Improved performance of a major retail trading system by filtering redundant Front Arena TNP messages.
- Added Reuters DACS support for a complex multi-site Front Arena environment at a major Scandinavian bank.
- Consulted the development of Euronext market access module for Front Arena (AMAS).
- Implemented Front Arena for position keeping and risk in equities and derivatives as part of a new fund startup at a high profile hedge fund in London.
- Certified in AEF and AIF.
Mar 2009 – Jan 2013. Software Developer, Optiver. Amsterdam, NL.
- Improved speed and stability of connection to our second most used exchange (Euronext Liffe) thereby increasing profit, reducing risks and incidence of issues, by redesigning it from scratch.
- Brought a new team member up to speed by coaching her along a structured plan which we devised together with her team leader.
- Made an RFP for TOM MTF matching engine (ME), thereby aiding the structured process of choosing the best available engine, by analyzing different MEs, interviewing TOM and Optiver employees for requirements, and analyzing previous RFP replies.
- Introduced code reviews to our team by devising tailored best practices, test driving review tool, writing quick start guides and giving team presentation.
- Organized development seminars, team brainstorms, trading champions meetings, compiled a regular trading news digest. Helped HR with recruitment activities.
- Developed and supported connections to all available Swiss Exchange interfaces, thereby increasing Optiver’s SWX market share and revenue.
- Developed and supported a set of internal applications aiding operations department.
- Took a number of internal trading trainings, including 2 weeks hands-on arbitrage trading, thereby enabling effective communication and improving business focus.
- Learned Linux, thereby reducing development time to market.
- Supported globally and improved connections to Reuters, CME, LSE, Borsa Italiana.
For full experience, please refer to https://ch.linkedin.com/in/alexander-kristensen-best.
Projekthistorie
Available upon request.
Reisebereitschaft
Verfügbar in den Ländern
Deutschland und Schweiz
