Olivier Guiglionda

Olivier Guiglionda

Work History

Work History
Dec 2011 - Oct 2014

Front /Middle office

Intelligo Capital SA (Geneva)

Algorithmic fund manager for private and corporate clients.

  • HFT / UHFT : Develop and trade strategies.


  • Data aggregation (C# + Java)
  • Connectivity (FIX, API)
  • Routing (C#+ Java)
  • Execution Server
  • Risk (Currency, network, orders...) 

Mar 2008 - Nov 2011

Front / Middle office

MashreqBank (Dubai)
  • Middle / Front algos
    • Execution
    • Liquidity
    • Slicing
  • FIX onboarding
    • Certification (GS, DB, CS, UBS, CQG)
    • Insure latency 
  • Market data aggregation.
Jan 2002 - Apr 2007

HF :Forex G10 Systematic trader

Dynexcorp (Geneva)

G10 algorithmic currency trader in leading currency hedge fund.

  • Research and development of trading systems  (C#, Excel, VBA, C++, EasyLanguage).
  • API development for automated order routing to multiple counter parties (brokers, banks) using c#, FIX or/and c++.
Jan 2000 - Jan 2002

Forex Trader

ACG (London / Egypt)

  • Provide solutions to manage currency risk and provide currency hedges via currency options strategies.
  • Spot currency trader.



Neural networks

Open source : Major contributor in Encog (Neural network framework see : http://www.heatonresearch.com/wiki/Encog_Contributors )

Computer programming

    C#: Design trading strategies Design portfolio management solutions Design storage system (SQL, MySQL, Flat file, web services) FIX protocol engines Net 2-4.5   Java Designing , programming strategies Threading, tasks. FIX (quickfix, orc, onyxs, marketcetera) Fix engines   Assembly: Debug applications Find security risks C++: Improve fix engines Trading strategies Excel: Quick tests  

FIX protocol

FIX protocol and connectivity:     UAT certification Certification of application for DB, CS, GS, UBS, Currenex (and variants), CQG. Latency: Working on latency to reduce bottlenecks and general improvements. Systems to FIX: Take any system or application and have it use FIX Protocol to pass its orders. Fix messages to datacenters Designing datacenters (databases to flat/custom files) from FIX messages  


Sep 1998 - Sep 1999

D.E.S.S Techniques de la banque / gestion internationale de fortune

Institut de l'administration de l'entreprise
  • Portfolio management
  • Bonds trading
  • Forex trading
  • General international accounting
  • Various portfolio optimization strategies

B.A in computer sciences


Learn C++.

Sep 1990



BAC C with mention (Math + Physics Majors).


Jan 2012 - Jan 2020

FIX certifications:

SolidFX , Gtx , Fastmatch, Currenex, Hotspot, FxAll, Lmax, Deutsche bank, UBS, Credit Suisse, GS, MF, FxOne, Cantor FX, EBS, Reuters.