Brought into Natwest Stockbrokers to solve latency problems within their Order routing system. Here I developed and performed optimization on the London Stock Exchange trading gateway. Additionally, in preparation for Y2K directed complete an audit of all exchange trading gateways.
A rotation program over 12 months that allowed me to try out a variety of roles, gain a wide range of experience, and explore multiple opportunities. Started at a Bond trading desk using Excel and then found my way to extending a Bonds Analysis system (called Bonds Gemini) for Bond dealers which provided real-time update of positions and limits to allow accurate risk monitoring.
Using PL/1 developed various components of Stock, Bills, and Forward Rate Agreement (FRA) trading systems.