Celine
Celine is a basket trading simulation system that aggregated BnS and LnB positions and calculated exposure per trade. • Rewrote the UI in Python Jupter Notebook from excel VBA which allowed the trader to define their own set of parameters and explored the data with pandas. • Developed custom python modules (Pandas and Numpy) to support Jupter Notebook. • Use Java multi-threading and collection to do the simulation of the basket trading. • Refactor existing project with Java 8 functional programming, stream and lambda, which improved the implementation time of new feature by 30% and introduced behavior driven development which resulted in no regression errors for each release. • Performance tuning on the application by studied the slowness from Kibana, code refactoring, e.g. changed recursive to dynamic programming and GC optimization. • Worked with Traders closely, supported and provided solution to any issues in a timely manner.