Shamus Neville
Senior Development Manager Fixed Income Pricing and Risk @HSBC
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WORK HISTORY
Senior Development Manager Fixed Income Pricing and Risk @HSBC
As part of a global development team, we use use the Numerix graph framework to provide real-time pricing and risk solutions for the Fixed Income Desk. By using micro-services, developers work concurrently to provide pluggable components that do specific units of work. These components are strung together to do more complex curve building and pricing and risk in real-time. From the curve builder and pricing engine, prices are streamed out to multiple endpoints like ION, TREP, Rendezvous and internal messaging systems. The pricing engine provides pricing for multiple CCPs like LCH, CME, Eurex and bi-lateral. To develop a calculator, the developer simply implements a C++ class with a few callbacks. To meet our performance target of 50 ms, the number of calculators are scaled up as needed. Employing a location strategy, prices are distributed globally to TradeWeb, Bloomberg and other eCommerce channels.As part of an Agile approach, unit tests are written with GoogleTest. These unit tests and integration tests give us confidence to do weekly releases. With Geneos monitoring and code techniques for instrumentation, we have controls in place to verify the health of the systems.
EDUCATION
St. Bonaventure University
Master of Business Administration (MBA), Banking and Financial Support Services
University at Buffalo
Bachelor of Science (BS), Electrical and Compute Engineering
Courant Institute of Mathematical Sciences
MS in Mathematics, Finance
ABOUT SHAMUS NEVILLE
Multiple roles from Foreign Exchange, Precious Metals Options, Algo trading and fixed income pricing. All roles emphasized around Front Office Tool application development. Managed projects from front to back to help the traders achieve their objectives.Using the Numerix graph framework, provide real-time pricing and risk solutions for the Fixed Income Desk. By using micro-services, developers work concurrently to provide pluggable components that do specific units of work. These components are strung together to do more complex curve building and pricing and risk in real-time. From the curve builder and pricing engine, prices are streamed out to multiple endpoints like ION, TREP, Rendezvous and internal messaging systems. The pricing engine provides pricing for multiple CCPs like LCH, CME, Eurex and bi-lateral. To develop a calculator, the developer simply implements a C++ class with a few callbacks. To meet our performance target of 50 ms, the number of calculators are scaled up as needed. Employing a location strategy, prices are distributed globally to TradeWeb, Bloomberg and other eCommerce channels.As part of an Agile approach, unit tests are written with GoogleTest. These unit tests and integration tests give us confidence to do weekly releases. With Geneos monitoring and code techniques for instrumentation, we have controls in place to verify the health of the systems.
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