Capital markets & investment banking

Faster real-time trade integration in capital markets

Client
Corporate and investment bank, Paris
Sector
Capital markets & investment banking
Period
2018 – 2023
Services
Trading & pricing platforms, Architecture & performance, Technical leadership
5 yrsas tech lead on a capital markets platform

Five years as senior engineer and tech lead on the Orchestrade platform for a structured products and options delivery team.

Context

The structured products and options delivery team, part of the non-linear division of Capital Markets IT, owned the integration and pricing scope of the Orchestrade platform: UI, APIs, database, services, batches and plugins.

The challenge
  • Keep real-time trade integration in step with front office booking volumes.
  • Finish end-of-day reporting and pricing within their windows.
  • Evolve a legacy code base without disrupting production.
What we did
  • Built a multi-instance SignalR dispatcher to spread real-time trade integration across nodes.
  • Optimised local and grid pricing, and delivered end-of-day reporting.
  • Acted as technical referent: code review, legacy refactoring and release management.
  • Recruited and trained developers, and gave internal talks on design patterns, BDD, Web API, GitFlow, C# 8, microservices and blockchain.
Outcome
  • Better real-time trade integration performance through horizontal distribution.
  • Five years of releases under a single technical lead.
  • A stronger team through hiring, training and shared practices.
Technologies
  • C#
  • .NET 6
  • ASP.NET Core
  • gRPC
  • SignalR
  • RabbitMQ
  • Kafka
  • IBM MQ
  • CouchDB
  • MongoDB
  • Docker
  • Orchestrade
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