Rupert Lane MEng rl@rupert-lane.org Based in Hong Kong SUMMARY A financial software programmer and analyst with over seven years international exposure to all parts of the project lifecycle. Technically strong and self-motivated, with good interpersonal and presentational skills. KEY SKILLS Languages: C, C++ (with STL, Rogue Wave), Perl (with DBI, CGI, libnet), SQL, shell. OS: Windows NT. Unix (Sun, HP, Linux) including socket programming. Databases: Sybase and DB/2, also earlier Oracle and Informix. Software: OM, Loan IQ, Summit, Wall Street, Devon. PVCS, VSS Businesses: Equity derivatives, syndicated loans, bonds, FX, OTC derivatives CAREER Senior Technical Specialist Large US Bank 2002-date Equity Derivatives Hong Kong, 2002-date Based on the equity trading floor, my task was to take on a large derivatives trading system built by our sister team in London and provide links to local exchanges and customisation for our traders. After six months, promoted to team leader of team of four people. Job now includes increased project management and business liason. Projects worked on: * Wrote link to Hong Kong Options and Futures Exchange. The exchange uses technology from OM Systems and I developed links for versions 15.2 and 17.1 of the OAPI. * Wrote link to HK Stock Exchange using in house API. * Developed basket trader/index arb functionality for local market. * Wrote pairs trading extension to automated trading screen. Analyst/Programmer Credit Suisse First Boston 1997-2001 CSFB is one of the world's largest investment banks. I worked for three departments Investment Banking -- Syndicated Loans New York, 1999-2001 As part of a small team, my role was to integrate the Loan IQ software package with the bank's systems for the London and New York agency and client services departments. Interfaces were mostly written in C++ as NT services linking to the Loan IQ DB/2 database. * Analysed and developed system to convert document data from two systems in NY and one in London to Loan IQ format. Created a document API to Loan IQ and wrote interfaces for each system. * Managed the static data conversion process from an in-house system to Loan IQ. Analysed systems, produced conversion scripts in Perl and helped devise post-conversion clean-up process. * Wrote interface to in-house market data system to load interest and FX rates daily. * Developed link to Trade IQ to send funding information in real-time from Loan IQ. * Devised group policy and infrastructure for source code control using PVCS and wrote common libraries in C++ to handle database access and error reporting. In 1999, worked on the previous Summit-based syndicated loans agency system * Created a document processing system reading Summit trade entities and producing documents based on a RTF template. System was written in C++ and Perl linking to a Visual Basic front-end written by another programmer. * Developed an automated link to the New York nostro system using C++ and the DEC MessageQ libraries. * Promoted to Assistant Vice President in June 1999. Emerging Markets -- Fixed Income Moscow, 1998 This was a newly created position to bring IT development direct to trades and salespeople in Moscow, writing applications and supporting existing bank software to improve the bond and FX trading environment. * Developed with a team of two programmers from London a customised trade capture and reporting system for government bonds and FX, using a C++ server, Visual Basic front-end and conversion scripts in Perl. * Devised a live bond prices link from the Moscow Intercurrency Exchange to the bank's trading systems, working with the Exchange's local software developers. This gave salespeople working in Moscow and abroad a competitive advantage due to increased speed and quality of data provided. * Directly supported traders' use of Excel, market data feeds and the Wall Street software package. Liased with PC infrastructure and back-office staff in London and New York. CSFP -- OTC Derivatives London, 1997 As part of the settlement systems group, which was replacing the Devon software with Summit, my role was to help develop a set of programs that linked Summit to several back-office systems and then run the conversion process to cut over the trades. * Designed and implemented new phase of the project to integrate FRA and swaption trade types. Improved database schema, coded trade handlers in C++ with a Sybase database. Worked closely with users when taking system live. * Extended functionality of system by writing reconciliation reports in Perl and automation scripts in Expect. * 24-hour support for users, fixing failed trades and helping with conversion strategy. * From September 1997, became team leader working with two other programmers. Software Engineer Thyron Ltd Watford 1994-1996 Thyron is a leading producer of smart card and secure transaction processing systems. Working in the Unix systems section, I played a key role in the development and deployment of a range of products using Informix or Oracle on HP, Sequent and SCO Unix platforms. * Lead programmer for financial messaging system for the securities arm of a major UK bank. Designed and implemented links to data feeds (SWIFT, Telesphere, Crest etc) and internal bank systems using programs written in C. Worked closely with customer to specify and implement each stage of the project. * Managed a team of two programmers from Thyron's Indian sister company to develop a Unix smart card based security client/server system. Provided technical assistance to marketing in presenting the product to customers. Pre-university placement Inmos Ltd Bristol 1989-90 Inmos, a part of the SGS-Thomson semiconductor group, designed the parallel processing transputer. Attached to the company as part of a structured year of industrial training I was granted sponsorship through university plus vacation work in 1991--3. I worked mainly on software development for the CAD and compiler groups. EDUCATION Imperial College, University of London 1990-94 MEng (Hons) degree in Electrical and Electronic Engineering, grade 2. Bristol Grammar School 1982-89 3 GCE 'A' and 12 GCE 'O' levels. PERSONAL Date of birth 6 May 1971 Status Single Nationality British Languages German ('O' Level + university option) Russian (RSA Cert in Basic Business Language Competence)