DVP and PTA

2007 – 2012 • Senior Software Engineer • Interactive Brokers

Developed a DVP (Delivery vs. Payment) and PTA (Post‑Trade Allocation) system that enabled the company to become a prime broker. 1 year after going live, IB got 2nd place in the Best Commodities Prime Broker category (Trader Daily Magazine). Took part in design, development and provided continuous production support. Implemented transfers for US and Canadian clearing houses, customer‑facing and back‑office UI, netting (to reduce fees), re‑designed the state machine to accommodate manual transmission after automatic cut‑off time, changed from file‑based transmissions to event‑driven MQ protocol.