We are two experienced freelancers working for the financial industry. Using our years of experience, we service the full project scope, from business analysis, concept documentation, design, and software development to testing and delivery of software running in production.
We are accustomed to working with traders and we have experience performing in the sometimes hectic environment of a trading desk. We also deliver on time.
Do you need a solution right now? We have mastered the art of rapid prototyping and are known to fix production issues on the spot.
We have also designed and implemented large scale applications, such as C-One,
the IBoxx Consolidation Engine, and Visdom. We'll dig into your legacy code base and get stalled projects up and running again.
We have designed complete systems from the ground up. Check out C-One, the IBoxx Consolidation Engine, and Visdom.
We can service the full stack of a high-performance many-user distributed system. From system programming and interacting with the kernel, efficient database access and configuration, low-latency in-memory algorithms, to responsive web-based interfaces accessible world width through the browser.
Analysis and performance optimization from the ground up: hardware selection, network analysis, data base setup, and software profiling and optimization.
If you are dealing with hidden software bugs (especially on Unix systems) we can help you pin them down. We have extensive experience finding bugs by, for example, coredump analysis, code reviews, tracing system calls, static code analysis, or runtime analysis.
We have worked for Seclend- and Repo trading desks for many years, implementing business requirements for the whole trade life cycle, from order initiation, routing, and matching to trade affirmation, clearing, and settlement.
Realtime systems require low latency, high-throughput data access and network communication all the time. We have built the software infrastructure to deliver these requirements consistently.
We have experience with numerical algorithms and optimization problems. Recently we used a mixed integer linear program solver to optimize collateral allocation.
We have experience in extending internal models, especially Monte Carlo scenario generation, parameter estimation based on historical time series, and the handling of inter-marked correlations.
We have implemented derivatives pricing algorithms and improvements (for example Monte Carlo pricing, SABR volatilities, and a local volatility model).
Examples are data feeds based on Reuters real-time price API, import of WM master data (Emittents, Dividends, Securities), and Bloomberg security and price information.
We have served as Scrum master, product owner and Scrum developer in a variety of teams. We have experience in introducing agile methodologies and setting up efficient agile development teams.
Analysis of legacy code, modernization, adaptation, and testing. Training of new maintenance personnel.
We have years of experience working with Oracle, Postgresql, DB2, and Microsoft Server, using SQL and PL/SQL or variants. We also have experience with older systems such as Informix based on C-ISAM/D-ISAM.
Our main experience is with Linux, Solaris, and AIX, but we have also worked with Windows Servers.
Implementation of connectors to Eurex F7, Eurex C7, Xetra and others, communication via Fix protocol, message based architecture, AMQP over the Qpid Message Bus
Implementation of a pub/sub distributed system, TCP/UDP/Multicast Sockets, and inter-process communication.
In the business analyst role we evaluate the requirements for a successful implementation with a view toward the full project scope. This means uncovering immediate and hidden stakeholder requirements, considering regulatory conditions, and determining technical feasibility. After thorough analysis we will propose and document a feasible, minimum-risk solution based on your existing tools and systems landscape.
We have successfully implemented new libraries, applications and user interfaces in the past, and we can do the same for you. We have significant experience in extending existing software with innovative features. We are proficient at a number of programming languages, and while object oriented approaches in C++ and Java are our main focus, we also offer to port legacy software to a modern development toolchain.
With keen attention to detail and an understanding of how the business works, we can develop an encompassing test set considering all edge cases for your product. Based on proven approaches we can set up test automation to bring down recurring test overhead for projects big and small.
We set up agile development teams based on sound management principles and integrate well into your team as developer, Scrum master, or product owner.
We offer courses and workshops on a variety of topics such as SOA and enterprise architecture, trade processing and life cycle, or object-relational modeling. We also offer pair programming and review sessions to transfer our expertise to your team.
IT changes quickly and new software versions and programming languages emerge. We will support both the maintenance and modernization of legacy code. We can also support porting your system to Linux or to a free DBMS such as Postgresql. We have also done ports from 32 to 64 bit architectures and can upgrade your network stack from IPv4 to IPv6.
With some 20 years under his belt, this seasoned systems architect has worked on large projects in the financial industry.
Ready to get started?