04/05/04 – 03/22/05 Crown Financial Systems – 525 Washington Blvd.; Jersey City, NJ 07310 – Senior Programmer Analyst
Responsibilities included managing all FIX Order Flow into and out of the firm. This FIX messaging was done via a FIX to BRASS© API application. This application was capable of order customization before delivering the orders into the trading system. Multi-Threaded Fix Sessions were managed using QuickFix Engine.
Under certain conditions, the interface executed portions of orders upon arrival, based on criteria negotiated with the customer. In other cases, the Trading system was instructed to forward part of the order to ECN’s for enhanced liquidity.
Additional functionality included automated trading at the market for selected customers sending high volume orders, again, based on previously negotiated Order Handling instructions.
The FIX API was connected to the BRASS© Trading System, available from Sungard Trading Systems.
Responsibilities also included writing programs to enable communication between the FIX API and a new Trading System being developed by a consultant. The intention was to prepare the same FIX Front end to customers, while using this new Trading system on the Broker/Dealer Side.
Environment: BRASS, Java, C++, Windows, Sybase, DB/Lib, Eclipse, HTML, Tomcat, FIX Protocol, QuickFix
08/19/96 – 03/19/04 Knight Securities, L.P. – 525 Washington Blvd, Jersey City, New Jersey 07310 – Strategic Systems Manager
Responsibilities included managing personnel involved in the development of a Java GUI product which enabled Small Broker Dealers to remotely send orders via a Browser based application over the internet.
Secondly, responsible for the TradeWare FIX software implementation, coding, upgrading and production support for the firm. This was the firm’s first FIX engine.
Additionally involved in the development and support of a Java based FIX Engine also from a third party vendor called Cameron Systems after Knight Securities decided to migrate away from TradeWare’s FIX Engine.
Also responsible for the design, testing, implementation and production support of a Motif Based GUI for sending Indication of Interest, Email and News messages using the FIX 4.0 protocol.
Additionally designed, wrote and managed Applications using Applix, a UNIX based product intended to compete with Microsoft Office. It had components which allowed users to write Documents, Spreadsheets, Graphic Displays (similar to Power Point) and standardized access to database products such as Sybase and Oracle. For example, if 2 separate databases were required for the display of consolidated data, then Applix Macros could be written which could access data from both database systems, yet still provide a single user interface for data display. There was no programming in compiled languages required in order to implement this functionality. Yet, the end product could have a single display GUI with data merged from Sybase, networked files, or calculated cells in spreadsheets running in the background.
Modified an existing Java Based FIX Engine by adding TIBCO library calls for Indication of Interest message distribution throughout the list of Institutional firms with which we did business.
Wrote a Motif GUI for sending IOI messages. The Application was written in C using the UIMX Motif GUI Builder. This application was used primarily by the Institutional Desk.
Trading System used was BRASS, originally written by ASC. Corp.
Environment: BRASS, Java, C++, Windows, Sybase, DB/Lib, Transact SQL, Eclipse, HTML, Tomcat, FIX Protocol, QuickFix, VI (editor) on Solaris (Unix) Operating System
Over 25 Years of Wall Street Experience.
John Perez & Co., LLC