We have extensive and detailed experience in a number of investment banking domains.

FX and E-Commerce

• FX electronic pricing and distribution. Extensive design and development experience with FX pricing and markup engines; trade capture, validation and booking; and distribution of prices to customers and multi-bank portals such as Hotspot, FXall and Currenex. Innovative use of a number of technologies, including Actors, grid computing and async object-oriented storage to solve aggressive latency targets and performance targets set by the business. eg, 10ms to capture, validate and book a trade - in 2005.


• Algorithmic trading, modelling and backtesting. Full life-cycle experience in designing custom applications for modelling, backtesting and trading high-frequency FX arbitrage and other prop trading strategies. Experience with risk and money management strategies, real-time high-speed data-cleansing, natural language parsing, and high-availability technologies.


• FX FIX gateway. Expertise in the design, specification, testing and deployment of advanced sell-side and buy-side FX FIX implementations. Experience with advanced FIX features such as FAST, load-balancing and low-latency fail-over.

Credit Risk

• Aggregation and calculation of bank-wide credit risk information from a variety of cross-platform internal and external sources using multiple transport protocols.


• Collation and distribution of large volumes of credit risk (obligor) and credit rating data to multiple client systems in real-time.