SPTP Consultant Responsibility: Quality Assurance/Business Analysis Managed equity-linked trading and support systems. Responsible for all business analysis and quality assurance objectives for Capital Markets trading and support systems in exchange-traded derivatives, equity convertibles, convertible bonds, options market-making and structured products. Responsible for multiple projects including client/server trading/order management applications, Excel-based financial modeling tools, web-based trading, work-flow enhancement and management reporting tools and middleware products and communication protocols (MQ) Performed verification QA on 3rd-party vendor products, including LAVA (OTC trading), ALTA (Convertible Bonds Market Making) and Touchpad (OTC and Listed Trading) Responsible for leading the quality assurance and release process of a listed-options electronic market-making application that made markets on the International Stock Exchange. Participated in a new group structure prototype that required all parties involved in the project life-cycle (traders, the business management, developers, application production support and QA) to be located on the same floor and location. Developed and delegated an enhanced testing effort to meet aggressive deadlines during a company-wide global freeze period. The application was comprised of a multitude of systems: a real-time trader platform, trade bench( to publish volatility), Theoretical compute engine, real-time risk, auto hedging and various supporting backend Unix components. The communication layers consisted of TIBCO/RVD, Sockets, TCP/IP, FIX messaging and various API?s. Implemented a test automation framework to increase the productivity of automating a test script. The automation framework had shared off-shore resources that supported the current functions and/or new functions. The test cases covered the following areas: feeds (Contract insertion, trades, pricing, and theoretical prices), entitlements, trading (bid/ask offsets, Contract size, tick worse, violation of spreads, exchange rules), theoretical price generator, auto hedging, corporate actions, expiration of options, and end-to-end testing. Back to Financial Services |
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