Client Knowledge Limited (now ICAP)

01 May 2009

Details

Company

Client Knowledge Limited (now ICAP)

Location

London, UK

Worked as a quantitative developer and connectivity engineer supporting real-time market connectivity and high-frequency algorithmic trading.

Selected work

• Market Connectors: Designed a low-latency framework to capture, receive and replay real-time, high-frequency data. Built CEP-engine adapters for direct streaming market-data access through FIX, including FX feeds and Dow Jones market news.
• Model Implementation: Partnered with research analysts to implement Value at Risk (VaR) and FX trading models in Progress Apama and Coral8 CEP engines.