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C++, high frequency trading, exchange connectivity

Location:
Central and Western District, Hong Kong
Posted:
June 16, 2020

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Resume:

Albert Chan Page *

Address: Block *, Flat H, */F.,

Whampoa Garden Site 12,

Hung Hom, Kowloon.

Telephone: (852-********

E-mail: addu4m@r.postjobfree.com

Technical skills

General

C++ / Python / Java / Spring

Boost / NonStop RDMA / Mellanox VMA / PyTorch / OpenHFT Jenkins /Git /Maven /Selenium /OpenGrok /Valgrind /Catch2 /Nonius /junit /jmh Specific

Hong Kong Securities and Derivatives Trading and Clearing systems: AMS / HKATS / CCASS / DCASS

Hong Kong Securities and Derivatives Market Data Systems: OMD-C /OMD-D/ OMD-MM

Fidessa OpenAccess API / Bloomberg API / Genium INET / FIX / ITCH / OUCH Summary

Expert in building Low Latency High Frequency Trading System.

Expert in building state of the art application systems using cutting edge technologies, data structures and algorithms.

Expert in securities/derivatives trading system and backend satellite applications.

Expert in exchanges market access applications in particular Hong Kong Exchange.

Expert in Hong Kong Exchange Trading rules and Clearing rules.

Expert in system infrastructure including setting up everything from scratch for new company.

Major Experiences (in reverse chronological order) Page 2 1. Fidessa (2/2019- 8/2019)

Senior Developer

General Duties:

Development of Market Access Applications in APAC excluding Japan.

Development of Trading Applications such as post trade validation and reporting Major Achievements:

Upgrade Market Access applications for HKEx, Sydney Futures Exchange, India Stock Exchange, Bursa Malaysia and Indonesia Stock Exchange. Technology stack: C++, Boost, OpenGrok, Valgrin, Jenkins, Perforce, Fidesa Trader WorkBench, APAC exchanges API

2. Chinalin Securities Holdings (Hong Kong) Co. Ltd. (3/2016 – 4/2017) Vice President

General Duties:

Department Head of the IT Division of the new startup securities firm Chinalin Securities (Hong Kong) Co. Ltd. (SFC CE no. ADJ832) which is wholly owned subsidiary company of China Securities 华林 证券 in mainland China.

Design and set up the IT infrastructure of the new company Chinalin Securities (HK), including network infrastructure, servers, backups and IP phone system. Major Achievements:

Set up the whole IT infrastructure from scratch, tested and ready for trading as an HKEx exchange participant.

Technology stack: Windows Server, Linux, Cisco IOS 3. Hong Kong Exchanges and Clearing Ltd. (10/2002 – 12/2015) Senior System Analyst

General Duties:

Support the daily operation, maintenance and development of the Securities and Derivatives Trading and Clearing systems of Hong Kong Exchange. Major technical projects:

Major contributor in Securities Trading System revamp project, which is a large scale code revamp with implementation of RDMA over InfiniBand and implementation of state of the art LMAX disruptor like lock free circular queue.

Project leader of In-house Trade & Order Enquiry Web Portal. The system is a data warehouse of the securities market trades and orders, Page 3 implemented in Java EE as backend and Primefaces as frontend, with Akka actors and Redis cluster in-memory KVS to build the whole arichitecture. Other major projects:

Project of Derivatives Market surveillance system. The system monitors the real time market activities and give alerts on potential error trades or orders.

Project leader of Derivatives Arbitrage order detection system. The system detects and give alerts on the high frequency arbitrage orders in the market.

Project of Derivatives Clearing Risk exposure system. The system calculates the real time risk exposure of Hong Kong Exchange Clearing House and give alerts on intra-day margin call or after-hours variation adjustment.

Project of Securities Market Maker Obligation system. The system monitors whether securities market makers respond to quote requests properly to be eligible for being a market maker.

Project leader of OMD-D application technology revamp Migration from x.25 to TCP/IP

Project of Market Risk Trend system

The system evaluates the portfolio risk trend using statistical models.

Project of CCASS client simulator

The system simulates a clearing participant to access CCASS using PSS API. Technology stack: C++, Boost, Java, Java EE, Primefaces, C#, WPF, Python, NonStop RDMA, Melanox VMA, Quantlib, Akka, Redis, Selenium, Pandas, StatModels, Matplotlib, Numpy, HKEx API including Trading systems and Clearing systems 4. 2cube Securities Ltd. - subsidiary of JP Morgan (2/2001-2/2002) Senior System Manager

Project management of the establishment of the IT systems in the new company 2cube Securities Ltd. Including planning, staffing, scheduling and ongoing management.

System architecture design. Evaluation and selection of technology/products.

Implement the whole company IT infrastructure, including internal office network, external network to information vendor and Hong Kong Exchange.

On-going system management to ensure normal daily operations of the online trading portal and the backend applications.

Page 4

5. HSBC (3/2018 – 11/2018)

Development Specialist (Contractual job)

General Duties:

Development of the counter party risk application for the Global Banking and Marketing of HSBC. The application is implemented in Java Spring together with Apache Kafka and OpenHFT. Technology stack: Java, Spring, Kafka, Redis, OpenHFT, Git, Jenkins Experiences outside Finance (in reverse chronological order) Hong Kong Cable Television Ltd. (8/99-2/01) Project Manager Hong Kong Telecom (1/98-8/99) Technical Specialist Pacific Link Communications Ltd. (7/95-1/98) Asst. System Administration Manager Hong Kong Telecom (12/92-10/94) Senior System Programmer BB Telecom Ltd. (8/90-11/92) Analyst Programmer

Education

City University of Hong Kong

Bachelor of Science in Information Technology (1990) Last Salary

HKD60,000 x 12



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