An end-to-end trading platform covering live market data, price-time-priority matching, Kafka execution flows, position booking and live risk.
▶ Explore the complete platform, submit orders, execute trades and watch positions, valuation, VaR and PnL update.
The platform is composed of five independently built and tested systems:
- market-data retrieves real market quotes and retains the last-good snapshot through transient provider failures.
- orderbook is a limit order book and matching engine with price-time priority, using scaled-integer prices and single-writer concurrency over an LMAX Disruptor ring buffer. Includes JMH throughput, latency and allocation benchmarks.
- position-ledger is the book of record: it consumes executions from Kafka and books each one into a fill ledger and its position in a single Oracle transaction, so a replayed execution cannot double-count and a crash cannot persist one without the other.
- risk-engine values options and computes Greeks, VaR and expected shortfall, independently cross-validated against OpenGamma Strata.
- trading-desk is a single web entry point over the live order book and the trading screen it renders from the ledger.
The components are separately deployed and versioned. position-ledger and trading-desk compose the underlying services and libraries rather than duplicating their functionality.
- Morgan Stanley: trader-facing pricing, booking, P&L and risk systems for CDS Index Options and Structured Credit
- Goldman Sachs: equities booking, high-volume trade processing and regulatory reporting across multiple engagements
- Citi: front-office equities risk and P&L infrastructure, including distributed calculation orchestration, reconciliation and intraday/EOD processing
- CMC Markets: low-latency options pricing and risk, FIX connectivity and off-heap market-data processing
- Blockchain.com / AiX: institutional OTC trading, automated RFQ pricing and treasury infrastructure across spot, options, custody and lending
- Credit Suisse: market risk and reference-data platforms, including large-scale in-memory risk aggregation
- portfolio-manager provides authenticated clients for Binance and Bitfinex, with venue-specific HMAC signing and a safety-focused withdrawal workflow.
- stocks-analysis-us builds and ranks a US equity universe from public fundamentals and exports the results to Excel.
My work emphasises measurable performance, deterministic testing, explicit failure handling and clear architectural trade-offs.
The public repositories include CI, static analysis, coverage enforcement, concurrency stress testing, property-based testing, integration testing and independent correctness validation.
I also use agent-assisted engineering workflows for implementation, testing and review, while validating the resulting behaviour through benchmarks, automated tests and reference implementations.
- Languages: Kotlin, Java, Scala, Python and TypeScript
- Trading and integration: FIX, Kafka, REST and gRPC
- Platforms: OpenShift, AWS, GCP and Docker
- Domains: pricing, risk, trade lifecycle, post-trade, prime brokerage and treasury automation
For professional enquiries, please contact me through LinkedIn.
