Management Developer

STEPHEN RICHARD VAREY

Education: B.Sc. Comp Science, A Levels (Maths, Comp Science, Economics)

Date of Birth: 21 12 57

Nationality: British

Email: *******@*****.***

Web www.setonhi.com

Mobile +41-76-448-****

CAREER HISTORY

09.13. to date TECHNICAL TRADING ANALYST Setonhi

03.14. to 08.14 SOPHIS 7 CONSULTANT TD Securities

04.13. to 03.14 TECHNICAL TRADING ANALYST Setonhi

08.11 to 03.13 SOPHIS CONSULTANT Lombard Odier Asset Management

05.11 to 08.11 CREDIT RISK CONSULTANT Credit Suisse

07.10 to 05.11 SENIOR DEVELOPER JPMorgan Chase & Co.

11.09 to 05.10 SENIOR DEVELOPER HSBC

04.09 to 11.09 TECHNICAL ARCHITECT Turkana Trading Corp

11.08 to 03.09 SOPHIS CONSULTANT Hypovereinsbank

09.07 to 10.08. SOPHIS CONSULTANT Jabre Capital

04.07 to 08.07 OPTION TRADER Independent

06.06 to 03.07 SENIOR DEVELOPER Global Supply Chain Finance

06.04 to 06.06 SENIOR DEVELOPER, UBS

12.03 to 06.04 TECHNICAL TRADING ANALYST, Setonhi

11.02 to 11.03 CHIEF ENGINEER, 312 Inc.

05.02 to 09.02 PRINCIPAL ARCHITECT, Volkswagen Financial Services

10.01 to 04.02 APPLICATION ARCHITECT, Bank Mendes Gans

08.01 to 10.01 TECHNICAL TRADING ANALYST, Sethonhi

03.01 to 08.01 TECHNICAL ARCHITECT, Redsafe.com

09.99 to 02.01 CREDIT RISK CONSULTANT, Dresdner Bank

02.99 to 08.99 TECHNOLOGY CONSULTANT, Sanwa Bank

07.98 to 01.99 TECHNOLOGY CONSULTANT, Actant

03.98 to 07.98 ARCHITECTURE CONSULTANT, CATS Software

06.97 to 03.98 TECHNICAL ARCHITECT, Dresdner Bank

10.96 to 06.97 TECHNOLOGY CONSULTANT, Iona

01.95 to 09.96 MARKET RISK CONSULTANT, Barclays de Zoete Wedd

09.94 to 01.95 OBJECT TECHNOLOGY CONSULTANT, Infinity

OVERVIEW

Technical architect, knowledge engineer and data scientist with 25 years IT experience in trading systems,

hedge funds, telecomms, aerospace and defense. A pioneer of new technology: first worldwide user of

Rational Object Oriented CASE tool; first European user of Sybase Replication Server; responsible for

introduction of Java EE at Dresnderbank and of COM/Corba at Barclays. Developer of commercial credit risk

software. Lecturer at Thames Valley university. Courseware author. Manager of multimillion pound projects,

strategic initiatives and many years team leading and hands on development.

Technical Skills (years)

Java/ J2EE 15 Spring/ Hibernate 10

Scala 1 Sophis 5

NoSql (MongoDB) 1 Middleware (Corba, Com, MQ, JMS) 20

Big Data, Hadoop, Grid 5 C++ 25

Hibernate 8 OO Design/Analysis, UML, RUP 25

ESB/SOAP/REST/Web Services 5 DB/SQL (Sybase, Oracle, SQLServer) 20

Unix 25 Javascript 5

Python 2 Websphere 10

Business Experience

Hedge Funds Credit / Market risk

Equity / IR Derivatives Collateral Management

Portfolio Management Defense/Aerospace

Telecoms Supply Chain

Data Science Knowledge Acquisition

Manufacturing Teaching/Mentoring/Change Management

DETAILED WORK HISTORY

Setonhi Aug 2014 to date

Responsibilities: Development of Financial Engineering toolkit.

Enhancements to Algo trading system

Big Data Trend Analysis

Technology: Scala, Akka, ScalaFX, NoSQL (MongoDB), JSON, Hadoop, Java

TD Securities Feb 2013 to Aug 2014

Responsibilities: Sophis Risk 7 development manager and team leader for Equity

Derivatives Trading.

Sophis customization via toolkit:

• Generation of XML reports for downstream systems

• Development of new pricer categories

• Development of new pricing models

• Development of excel blotters

• Customization of equity basket swap

• Customization of workflows

• Front Office Trading Business Requirements

• Software Development Lifecycle

• Rational Unified Process

Technology: Oracle, C++, C# Java, XML, Sophis 7 Toolkit API, RUP, MQ, JMS, GIT

Setonhi March 2013 to Feb 2014

Responsibilities: Enhancements to automated trading system predicting market moves. Obtains

real time market data and generates trading signals delivered to web and desktop

clients.

Upgrade of Master Agreements application from Swing to JSF/PrimeFaces

Upgrade of Collateral/Credit Risk system from EJB1 to EJB3 and Swing

to JSF

Design and initial prototype of “new look” operating system

Technology: Sybase, Scala, C++, Hibernate, JSF, JDBC, EJB, XML, Java, Python,

Swing, Vaadin, ScalaFX, NoSQL (MongoDB), JSON

August 2011 to March 2013

Lombard Odier

Fixed Income / FX

Responsibilities: Design and implementation of Sophis / Barclays risk system.

Design and implementation of share class hedging engine for

Bloomberg AIM.

Design and implementation of corporate actions engine for Bloomberg AIM.

Technology: SQL Server. Oracle, C++, Java, XML, Sophis, Barclays Point, FIX

Bloomberg AIM

July 2011 to October 2011

Credit Suisse

Credit Methodology Exposure

Responsibilities: Support and enhancement of credit risk procedures and processes

Technology: MS Access

JPMorgan Chase July 2010 to April 2011

OTC Trading

Responsibilities: Design and implementation of new instruments in OTC trading

application

Technology: Sybase, SQL, Java, Subversion, Eclipse

HSBC Nov 2009 Apr 2010

Design of new architecture for Futures IT Back Office

Responsibilities: Design and implementation of global feed servers with web

monitoring

Technology: Oracle, SQL stored procedures, Java, Spring Integration, Vaadin

Turkana Trading April 2009 to Nov 2009

Implementation of real time market data feed for automated algo trading platform

Responsibilities: Development of trading platform and option trading mentoring.

Technology: C++, C# Sybase, Transact SQL, Stored Procedures, Java, JMS

HVB Nov 2008 to March 2009

Improving performance and reliability of main trading system.

Projects

Archiving and purging for optimised Sophis trading.

Specialised value at risk reporting

Responsibilities: Lead Sophis Toolkit developer. Trader and risk management support

Technology: C++, C# Oracle, SQL, Java, Sophis

Jabre Capital Sep 2007 to Nov 2008

Acquired a very good knowledge of the Sophis risk management platform from a

front office, technology and back office point of view. Developed several

applications in the Sophis C++ library (Toolkit) to extend the functionality of the

system to all the users.

Projects

• Interface to Riskmetrics for risk reports on Sophis positions

Every instrument in Sophis is mapped into a format (RML) to be uploaded into the Riskmetrics platform.

This was done for vanilla and exotic instruments.

• Generation of Sophis cash balances for prime broker reconciliation

• Development of reporting software for compliance dept.

Created a lot of functionality to set up and perform compliance checks in Sophis through the toolkit.

• Data Accuracy project

Wrote an application to check any inconsistencies in CDS curves.

• Development of Sophis/VAR reports

Integrated the outcome of the different value at risk results back into Sophis. (Incremental VAR, Total

Var,

• Exposure and PNL reports

Wrote an application for the investor relations department to visualise the PNL and equity exposure in the

different funds.

• Implementation of Monis Convertible Bond pricing in Sophis

The Sophis pricing model for convertible bonds is linked to the Monis API. The Sophis CB user interface

has been replaced by the Monis pricing screen.

• Conversion of risk and pricing library from C++ to C#

• Implementation of Deutsche Bank Risk Office

Responsibilities: Sophis Toolkit developer. Trader and risk management support

UBS June 2004 to July 06

Projects

1. Order Validation and Enrichment

Design and implementation of order management system component. (client

eligibility and availability, security and market validations and enrichments)

2. FIX processing

Maintenance / enhancement of OMS subsystems. Mmanaged the flow of client

order related messages between trading systems, order entry systems and FIX

channels

3. Architecture, Next Generation Trading Platform

Responsible for design and implementation of .NET architecture replacing legacy

c++/unix equity trading platform.

Implementation of service based components using Web services

Implementation of high speed SQL Server 2005 aggregration server.

Implementation of C# stored procs

4. Gigaspaces grid implementation of order management technical framework.

Responsibilities: Design, implementation and testing. Business liaison.

Technology: OO, C++, C#, Java, Oracle, Web Services, SQLServer 2005, SQL,

Stored Procedures, Unix, .Net, JNI, DLLs, Eurex, Xetra, FIX

Various 1997 – 2004

eBanking & asset management Financial model pricing

Multiple Value at Risk solutions Multiple Trading system developments

Trend analysis in financial time series Implementation of Big Data/Grid system

Encryption system for Big Data Financial predictive analysis

Diagnostic and planning systems for Naval threat detection

International Space Station

Fault detection in telecom and data networks Scenario generator for battlefield simulation

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