Systems Analyst

• Joined in March 1988 as a Systems Analyst, working first on the in-house synthetic option trading and management system, written in a combination of C and Ingres/ABF, a 4GL.
• Became one of the lead architects of Tesla, a foreign exchange options trading system built to be marketed and sold to major banks and option traders, and designed around distributed client/server features: concurrency, collaborative processing and fault tolerance.

Tesla

Responsible for part of the data design, and wrote the functional specifications and detailed design of several major components:

• A custom-built transaction processor that monitored all database access and auditing.
• Security access services.
• Implementation of all option and hedging instrument pricing models.
• A distributed, real time, fault tolerant portfolio position evaluation and re-balancing service that replicates and distributes itself across idle network nodes.
• Graphical display and charting facilities.

Tesla’s design and architecture is the subject of Distributed Computing and Risk Management, written with Tim Posney — one of the architects of TOPS, a sister product for interest rate over-the-counter options trading — and published in SunTech Journal in 1990. The longer manuscript we submitted is here too.