Flow Traders (2021–2022)
Hong Kong CBBC Options
Opened Hong Kong operations for Flow Traders, building the complete technology infrastructure for CBBC (Callable Bull/Bear Contracts) options trading. This involved connecting to the Hong Kong Stock Exchange, implementing the specific order types and market data formats required for structured products, and ensuring compliance with HKEX regulations.
New Options Desk Infrastructure
Built the technology stack for a new options trading desk from scratch. This included pricing engines, risk management systems, position tracking, and the execution layer connecting to Hong Kong venues. The infrastructure had to handle the unique characteristics of CBBC contracts — knock-out barriers, mandatory call events, and residual value calculations.
Market Making Technology
Worked on Flow Traders' core market-making technology stack, contributing to the systems that enable one of the world's largest ETF market makers to provide liquidity across global exchanges. This included order management, quote generation, and real-time risk monitoring systems.
Capital Markets Trading (2019–2021)
Sub-Millisecond Hedging
Built sub-millisecond hedging systems that could calculate and execute hedge orders within microseconds of a fill. When a trading position changed, the system instantly computed the optimal hedge across correlated instruments and routed orders to the appropriate exchanges — all within a sub-millisecond time budget.
Deutsche Börse & CME Exchange Connectivity
Built sub-millisecond exchange connectivity for Deutsche Börse (Eurex) and CME Group, two of the world's largest derivatives exchanges. This included market data ingestion, order entry, and the complete lifecycle management of orders from submission through fill or cancellation. The connectivity layer handled millions of market data updates per second while maintaining strict latency requirements.
Technologies
- Java, C++ for core trading infrastructure
- FIX Protocol and native exchange protocols
- Low-latency networking and colocation
- Real-time risk management and position tracking
- Options pricing and Greeks calculation