Synthetic Swap System
Synthetic Swap System is a Swap Trading System that covered whole trading life cycle, from Pre-Trade (Pricing), Trade (Order Management), and Post Trade (allocation). It enabled the traders to hedge the position effectively and create Synthetic Equity position in low latency manner. • Developed automated Straight Through Process for Direct Market Access (DMA) and Regulatory Reporting with Tibco RV, JMS, JBoss, FIX protocol and Fidessa. • Transitioned team from traditional waterfall style development process with post development testing phase to an agile process based in Test Driven Development and automated testing with minor post development validation of previously run tests. • Re-architected OMS into Java 8 and disruptor patterns, which reduced the processing time of each order by 50%. • Build integration test case and test framework by implemented JUnit, XMLUnit and Spring Test Listener. Ensured high-test coverage (>90%) with Maven, Surefire, FailSafe.