Senior Java / Python Qz developer developer @ Bank of America Merrill Lynch
Senior Java calypso application devoleper (oms, ems, sor) @ U.S. Bank
Senior Java / C++ trading Developer, Front office @ BNY Mellon
Bachelor's degree @
Universität Zürich - Yaounde 1
Alexis a proactive and experienced Quant analyst / app developer with a track record of delivering quality software in the investment banking and financial industries. Fernando is skilled in all aspects of the software development life cycle, he adds most value in the early phases of requirements specification, Information gathering, Quality through continuous improvement process, analysis
Alexis a proactive and experienced Quant analyst / app developer with a track record of delivering quality software in the investment banking and financial industries. Fernando is skilled in all aspects of the software development life cycle, he adds most value in the early phases of requirements specification, Information gathering, Quality through continuous improvement process, analysis and design. Fernando enjoys developing and delivering systems that involve human aspect of software development and gets the most out of his work when he's interacting closely with stakeholders and members of the team to deliver systems that add business value and provide a return on investment.
He has successfully delivered a number of fixed price projects on time and to budget and number of accomplishment in several large Information Technology projects, with a reputation of "getting the job done”. Fernando has a strong experience in building clients-servers systems, financial and administrative and security systems from their own and from Open Source components and can switch between English and French conversations as needed at whatever moment to provide necessity support.
Pursue front office career in dynamic & progressive organization with a challenging job task, yet rewarding role with a clear prospect for a career advancement that effectively utilize my knowledge and further develop my skills. To take my career into the next level as professional; To continually develop my ability to seek out creative solutions and devise effective strategies that respond to challenges. To engage my outstanding leadership skills to deliver optimal, well-reasoned and clearly communicated solutions that match client needs.
Specialties: Monte Carlo, Black-Scholes, Stochastic Modeling, Discounted cash flows, Binomials, Brownian Motion 4 years Asset class Pricing and risk valuation models 4.5 years
OTC, DMA, ECNs, OASIS, ATSs, FXall, Data Feed, Dark Pools, Swift, ACH, FedWire 5.5 years
IRS, IRO, CDS, FRA, FXCC, MM, EDM, ABS, 5.5 years Mean Rev, Stat-Arb, Event-Arb, Moving Av, Trend Strategy, Pair Trading, Delta Hedging 4 years
Senior calypso application devoleper @ Alex moved a new team to build a trading platform. The core of the development consisted of Scenario analysis to allow users to design different market data scenarios by defining many different perturbations to market data elements and saving these as templates. Scenario will apply these shifts to the market data used in valuing a trade or portfolio and calculate NPV or other measures at the shifted levels in addition to the base (un-shifted) level.
• Design multiple pricing environments based on pricing needs: trading, accounting, end of day report, settlement, compliance so that pricing data can be collected in a pricing environment: quotes, curves, volatility surfaces, correlation matrices, pricing routines, pricing parameters for Regression Testing and Black Box Testing, Parallel Runs and End-of-day or intra-day reconciliations..
• Manage multiple calypso calculation clusters and automate the full lifecycle reconciliation between Calypso and other systems to synch and to specification making sure that it remains accurate, controlled and consistent to interface with multiple business partners system including Trading, Sales, Operations, Compliance, Technology, Project Management and Documentation team.
• Using Calypso Development experience with Foreign Exchange trading application, for the designing and applications implementation for the FX platform and establish a baseline configuration across Development, Test, UAT, Production and Disaster Recovery Lab for all System, Performance, Stress, integration and Functional Testing (UAT, Regression, Pre-UAT, Production )
• Develop trade generators that enable a user to automatically create trades which can be uploaded directly into Calypso using Trade Uploader ; to store static data base in order to populate trades which will be used in test cases and whatif scenario each time the test case is executed running thousands of trades spanning every asset class, testing every function of calypso automatically. From April 2014 to Present (1 year 7 months) nyc / charlotteSenior Java / C# trading Developer, Front office @ Skills Java,C# .NET, Python, JDBC, T-SQL, Swing, Sockets, Sybase, Agile Development, Unix, Eclipse SWT , GWT, RCP,J2EE Equity, FRAs, Bond Options, Swaptions, cap/floor, FX, OIS
Alex moved into a new team to re-engineer the next generation trading and risk management System and calypso to provide comprehensible investment management systems.
The core of the project was to Ensure the performance and the transaction monitoring on clustering server, implementing low latency automated strategy execution to build numerous intelligent auto-quoting and order booking system entirely from scratch using Java, and code some algorithms that run on top of a third-party framework including spring, hibernate, order capture engines, customizable Windows-based trading UIs, option pricing, modeling libraries, strategy simulation engines in both side market using python.
• Taking the lead in coordinating complex transactions between multiple interdependent business areas in coordination with the market data, rendering curves Technical Support area to conduct feasibility analysis of new Architecture and risk calculations. (J2EE,Log4J)
• Own and manage the technology aspects of ECN, Order Management System to assist performance measurement, cost effectiveness and ensure appropriate timely escalation and the support of requirements from Traders, Salespersons and Structuring teams.(Soap, JAVA)
• Provide Apps, Scripts, critical analysis in python to constructively challenge processes, approaches, attitudes, to add improvement or value to development Operations comprising the full front to back Operations process including confirmations and settlements processes.
• Provide customized script and application code for Real-time pricing, exchange data, compliance monitoring for the trading platform using Front Office, Middle Office, and Back Office functions for multiple asset classes such as FX, FI, IRD, CD and other structured instruments. From April 2013 to March 2014 (1 year) jersey city NJSenior Java/C# e-Trading Developer, Trade Booking @ Skills Equity, FX, oracle, Bond Options, Swaptions, BLAZEDS, Flex, OIS and structured derivatives, Fixed Income, RabbitMQ, T-SQL, Python, Tibco, JMS, AMQP, Ehcache, EXTJs trading, Gemfire, FIX, Gigaspace, Coherence, RCP, Maven, wsdl, Tibco, jquery, esper, cep
Alex moved into a new team that will be implementing the logic engine for the next generation Navigator platform for CITI users.
The core of the project was to establish a Risk Management System for the trading of cash equities, risk management and position keeping, design a trading system with the back office settlement system and direct interfaces to the various stock market burst. A vast risk management and position keeping system that includes all internal trading positions in real-time was implemented to monitor and analyze market data from external sources such as Clearing houses, back-office systems and live information channels from the stock market.
• Evaluate and tune algorithms for profitability, evaluate the strategy under various market circumstances, evaluate the strengths and weaknesses of the strategy, reducing the risk of trading with a bad strategy, Generating estimates of future performance.(Python)
• Build algorithmic trading strategies with Multi-destination order routing using FIX routing and trading strategy that places orders on multiple exchanges using Standard financial message specification, Page Caching, Load Balancing.
• . Improve the competitive edge in the marketplace, by enhancing the platform filtering capabilities based on java data object type to enable risk managers to access real-time financial information using technical indicators to buy/sell equities and exotic investments.
• Provide estimates for tasks, including design, development and testing to extend and support the low-latency order booking system to meet the business requirements, implement the unit / system / regression / performance testing on those requirements. From November 2012 to April 2013 (6 months) warren NJSenior Java/C++ e-Trading Developer, Quant trading @ Skills Java,C# .NET, JUnit, JDBC, Swing, Sockets, Sybase, Agile Development, Unix, Eclipse SWT , GWT, OSGI, RCP,J2EE Equity, T-SQL, FRAs, Bond Options, Swaptions, cap/floor, FX and structured derivatives, Fixed Income, Tibco RV, FiX, Ajax.
Fernando moved into a new team that will be implementing the logic engine for the next generation trading platform for fixed income.
The core of the project was to implement the GEMS platform, a credit management system for financing. This application consisted of a front-end application in java with an interface to a SQL Server database on a Windows NT server. The core functionality was an enterprise JAVA application engine that implements a uniquely flexible and extensible workflow management system; a distributed lock manager resources with trading-quality models and analytical tools that help users manage interest rate, volatility and credit- sensitive positions for Trading & Risk Management.
• Support any key project deliverables for flow rates middle office eg. Perform analyses such as stress testing, price change decomposition, mark to market end of day positions and report daily P&L, automate overnight risk calculation through a batch utility.
• Design highly quantitative model, employing computerized algorithms to analyze incoming market data and develop fully automated low risk strategies from Polypath high-end functionalities, compatible with most major application servers and database platforms. (Jboss).
• Provide a flexible interactive tool, portfolio batch upload for each asset class to calculate return and risk measures for portfolios of interest rate, volatility, and credit-sensitive instruments using PolyPaths Distributed Processing for pricing and risk management.
• Using Liferay Developer Studio that includes support for Websphere and Weblogic server adapters for Permissions, categories, content creation, to publishing content Structures and Templates. From February 2012 to November 2012 (10 months) Greater New York City AreaTrading platform architect Java/C#, senior developer @ Skills JAVA, Java, C# .NET, JUnit, JDBC, Swing, Sockets, DB2, Sybase, Agile Development, SimCorp A/S – SimCorp , esper, Credit Derivatives, Gemfire. Design Patterns, ION Market View, Bloomberg API, T-SAlex moved into a new team that will be implementing the logic engine for the next generation trading platform, maintain the Software competitive edge in the market by constantly operate enhancement on the trading strategies, business models, and trading Analysis tools. All aspects of trading, such as obtaining historical and real time quotes, analyzing price patterns, making trading decisions, placing orders, monitoring order executions and controlling the risk are automated.
During the implementation process the team has to define:
• How to implement and re-factor various trading benchmark (VWAP, Implementation Shortfall, % Volume, Market On Close, TWAP, InLine ) or liquidity seeker algorithms ( CrossFire, Hunt, Iceberg) and quant risk algorithms.
• How the latency contributors like: Serialization delay, Propagation delay, Retransmission delay, Nominal switch latency, queuing latency can be significantly reduced by performing adequate buffering to increase the profits of automated trading businesses.
A very significant element has been the architecture that allows parallelization of work stream and so-called dark books liquidity pools that match buy and sell orders.
• Implementation of design pattern like Lazy initialization, week object reference, Dependency Injection, Double-checked locking , asynchronous method invocation , Thread pool, connection pool, memory pools, object pool to continually optimized the low latency architecture to handle the exponentially increasing volumes of market data.
• Member of working group to develop a standard companywide messaging protocol to cover all message flows from the equities front office, middle to the back office and portfolio management processing including algorithmic trading. From June 2006 to August 2011 (5 years 3 months) Hong KongSenior JAVA / C++ developer / Algorithmic Trading Developer / FX @ Skills Venture, Vopt, Delta trader, Foundry, Caprice, Polypath, Smoke, GDS, MDX, Kondo+, Score,.CEP, Sybase, Agile Development, Unix, SimCorp, Autosys .
Alex moved into a new Structured & Exotic Derivatives IT production team working closely with the Global MO team in London and Singapore, Seoul, Hong Kong and Tokyo comprising the Trading Floor team in the local Front Office, Quant Analyst developer for CAF.
The unity project consist of the implementation and the adoption of a unique Pricing Curve Surface called UNITY: (SimCorp, Sping, Junit)
Pricing using Overnight indexed swap (OIS) rates curve for swap discounting less risky (daily margins agreement/collateral calls);
Pricing using CVA(Credit value Adjustment) and FVA(Funding value adjustment), limit the counterparty exposure and the spread risk;
Pricing using HJM model based on a multi-curve approach, Bootstrapping multiple swap curves from a combination of instruments;
• Control Reconciliations & Reporting: Inter-system reconciliations; Cash Reconciliations ; P&L/Risk substantiation: T0 P&L reporting, assessing trade amend P&L impact, live query resolution, complex deal auditing, Web Services, nUnit and SQL Server (SQL queries, cep, stored procedures, esper functions and triggers).
• Life cycle event management: including Call, Trigger, Early Redemption monitoring; Exotic Coupon calculation and verification of the front to back Operations process to include the key elements of confirmations, settlement and Delta Rates Business.
• Book, all relevant Structured & Exotics Rates products, including IRS, XCCY Swaps, Interest Rate Swaps, FX, Swaptions, Inflation Swaps and the CAF platform, CMS Spread, FX Options, hybrid structures.
• Solve complex problems across a broad range of disciplines including lifecycles of swap product set (all trade events & cash events) and the systems and reporting mechanisms required to enable full control of operational risk. From June 2006 to August 2011 (5 years 3 months) Greater Chicago Area / singaporeC# developer/ Quantitative Analyst @ Skills Equity Trading, STP Java, JMS, JUnit, C# , Swing, Ant, CxxUnit, Corba, Sockets, Sybase, Agile Development, Unix, Windows, FIX, ABS, MBS, CBO, CDO
Alex performed analysis, planning, design, and development of a variety of FIX based Direct Market Axess (DMA) and Straight Through Processing (STP) systems and components for equity and exchange traded derivatives. Working under intense business pressure, the team delivered systems to 12 markets during a 2 year period resulting in considerable business value being generated. The system is business critical and now covers most markets and has very large volumes flowing through it.
• Implementation of Time slicing and Volume slicing algorithm for large orders that work small pieces of order into the market over time. To help maintain the trading edge, all slices are fingerprinted, identifying the part of the strategy responsible for them and analyzed across actual trading history to determine the effectiveness of each part of the strategy alone.
• Continuously adding features or improvements for benchmark trading performance, cost reduction, intelligently trading, regardless of market conditions, which involves being flexible enough to withstand a vast array of market scenarios.
Traders can now monitor the performance and progress of the algorithms in real time and change the parameters if the stock is moving away. Additionally, they can now filter portfolios by sector, market cap, exchange, basket, and percent of volume, profit and loss per share.
• Implementing various set of collection and container data structure in multithreading environment, to contain the real-time market data and trading history that enable Price Pattern Analysis.
• Implementation of models that rely on as little as a linear regression, game-theoretic and pattern recognition or predictive models. Neural networks and genetic programming have been used to create these models. From November 2004 to April 2006 (1 year 6 months) zurichJava developer - Business Analyst @ Skills JAVA, Java, JMS, JUnit, C# .Net, XML, XSLT, JDBC, Swing, Ant, CxxUnit, Corba, eclipse rcp: Model Query(MQ), Model Transaction (MT), Textual Modeling Framework (TMF), Model Development Tools (MDT), Business Process Metamodel and 2.x (BPMN2), Object Constraint Language (OCL), Model to Model Transformation (M2M), Generative Modeling Technologies (GMT)
Alex moved into a new team that implements the network logic engine for the next Fernando built a server running on AIX operating system for CDS fees calculator in JAVA, java, Pear, and shell utilizing the Bloomberg Server API data stored in oracle server. Using Eclipse Modeling Framework (EMF) for code generation facility and for building tools and other applications based on a structured data model that provides tools and runtime support to produce a set of Java classes for the model, along with a set of adapter classes that enable viewing and command-based editing of the model, and a basic editor.
• Ancillary Products developed: Managed Storage and Backup on Demand and event correlation, and Systems and Monitoring tools. (Java)
• Designing object oriented systems using techniques like polymorphism, design patterns, inversion of control, ORM's and AOP. (AWT) Personal realizations:
• Implementation Thread pool, the WorkerRunnable is passed to the thread pool for execution when a thread in the pool becomes idle.
• Improved code readability and reduce code complexity to improve the maintainability of the source code, as well as a more expressive internal architecture or object model to improve extensibility or little refactoring to expediently adding new features From July 2002 to November 2004 (2 years 5 months) Application Programmer J2EE- Database Architect @ Skills JAVA, Java, C# .NET, JUnit, JDBC, Swing, Sockets, DB2, Sybase, Agile Development, Unix, Tibco App, Linux (gcc),
Alex had to administrate platform With a view to enhancing Bloomberg's services in providing real-time financial trading information from the major international markets, this position involved the development of a Unix platform to interpret real-time trading information received via modem from various market information vendors. Selected commodity information was displayed in Microsoft Excel via DDE, allowing simple spreadsheet calculations on values before being sent via modem to the host repository in New York. (WSO2.WSF,JAVA ,libsigJava)
• Implementing the test driven development (TDD) and Testing a DAO, using a mock java.sql.Connection and java.sql.ResultSet object with the DAO to check that the DAO makes the correct JDBC calls.Test almost all of a class by using subclass mocks. (Junit, Jmock).
• Responsible for feasibility, and business case documentation on all business customer related network construction.
• Responsible for all database and network security events, reporting, and incident response. From May 2000 to October 2001 (1 year 6 months)
Master of Business Administration (MBA), Information Technology @ Western Governors University From 2013 to 2014 Bachelor's degree, Computer Science @ Universität Zürich - Yaounde 1 From 2000 to 2004 Alex Guiffo is skilled in: SWIFT, Stochastic Modeling, FRA, Document Management, Monte Carlo Simulation, front/back office, Java Enterprise Edition, Offices, Agile Methodologies, ABS, SWIFT payments, Multithreading, Databases, Capital Markets, Java, Operating Systems, Investment Banking, Analysis, JUnit, Sybase, Test Driven Development, Scrum, SDLC, Management, JMS, Equities, Eclipse, Design Patterns, Unix, Oracle, JDBC, Linux, Unix Shell Scripting, C#, Ant, Distributed Systems, Hibernate, Web Services, Software Development, OOP, JSP, Electronic Trading, SWIFT Payments
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