I am looking for a position where I can combine my experience in the financial services industry with my technical skills.


I have a degree in computer science, am a certified IT project manager, Sun certified Java programmer, and certified Scrum master. I have many years of experience with the architecture and design of efficient, highly reliable electronic trading systems and algorithmic trading applications. I have worked on software projects for basket trading, single stock trading, derivatives, portfolio management, PNL calculations, index arbitrage, and more.


I am trading the U.S. stock and options markets on my own account.

Work History

Work History
Jan 2008 - Present

Managing Director

Michael Tepp Consulting Pte Ltd

With Michael Tepp Consulting I am offering IT project management, technical architecture, and software design services for the financial industry. Since founding the company, I have provided solutions to banks, financial software companies, and hedge funds in the area of electronic trading applications, automated trading strategies, and low latency trading platforms. Some of the projects were completed with the client's own staff, some were outsourced.

Sep 2010 - Present



Currently, I am managing a project at TradingScreen to revamp the implementation of line handlers and FIX gateways. The resulting application will be a container that starts line handlers and FIX gateways from centrally stored configuration. This makes it easy to deploy new instances by creating the configuration and having the application load the new definitions. The container application is distributed and utilizes Gemfire to share data. I am using JIRA together with Greenhopper as agile project management tool.

Dec 2010 - Present

Senior Systems Architect

Lancing Capital Pte Ltd

At this hedge fund, I am currently managing the development of an automated trading platform in Java. The programming work is outsourced to a software company in Romania.

Nov 2009 - Jul 2010

Consultant, Technical Architect

ANS Solves

With ANS, I created the architecture and design for a co-located, low latency trading platform to connect to TSE Arrowhead. I managed the development and implementation of the system from start to end. The platform is up and running for one of the major Japanese banks.

Aug 2004 - Nov 2009

Principal Developer


At TradingScreen, I was taking care of core Java services like order routing, client data server, product data server, etc. to enhance reliability and functionality. All software at TradingScreen was delivered in Java. JMS was used for inter process communication, Gemfire Cache for distributed data. Development was done on Windows XP, deployment on Solaris 10.

Aug 2002 - Jul 2004

Director, Technology Specialist

UBS Investment Bank

At UBS, I designed, developed, and supported a high performance, distributed automated trading platform for index arbitrage at the automated trading desk. In this context, I managed two consultants to integrate third party TSE and OSE line handlers. In addition, I contributed to the development of other algorithmic trading strategies. This work was mostly done in C++ on Linux. I developed a simple GUI for the index arbitrage system in Java. Transaction data are stored in a Sybase database designed and implemented by me. For inter process communication TibRV is used. Real time market data are received through Reuters.

Jan 2001 - Aug 2002


Lehman Brothers

At Lehman Brothers, I supervised two consultants to implement a warrant market making system. I also developed and supported front office desktop applications for the CB desk. For Japanese Government Bond trading, I performed the Tokyo implementation of  a global bond trading system. Part of this work was done in Java, part was done in PERL on Windows NT.

Jan 1998 - Jan 2001


JP Morgan

At JP Morgan, I headed a team of four developers to maintain and support the proprietary equities trading system. Before that, I was part of the development team that built the trading system. Server side development was done in C++ on Solaris. Front ends were built in Java and Visual J++. Interprocess communication was done using CORBA, Teknekron and Tibq. A trasaction database was designed and implemented by me in Sybase.

Jan 1997 - Dec 1997

Senior Systems Analyst


At Barclays BZW, I developed, maintained, and supported a position keeping and P&L system for the convertible bond desk. Part of the work was done in C++ on Unix and in Sybase, part was done in MS Excel. Unfortunately, the BZW arm of Barclays was closed down one year after I joined, and the traders that I supported moved to JP Morgan.

Mar 1994 - Jan 1997


Merrill Lynch

At Merrill Lynch, I developed the graphic user interface for a technical trading system that was based on genetic algorithms. Later, I ported the prop desk's execution management system from Unix to Windows NT. I also built a number of desktop applications for the portfolio trading desk. Several different technologies were used, such as C, C++, GINA++/Motif, Xrt/graph, Xrt/table, Tcl/Tk, and Splus. Sybase was used for database tasks, Teknekron for real time data feeds.

Jan 1991 - Dec 1993

Scientific Programmer

A.I. Laboratory, Erasmus University Rotterdam

At this A.I. Laboratory I designed and implemented a modeling tool for causal reasoning. This was part of a research project to develop a decision support system for the management of dairy farms. The work was done using Common Lisp and CLM/Motif on Unix.

Dec 1988 - Jul 1989



At the DFKI, I implemented unification algorithms for the automated reasoning group. All development was done in Common Lisp.






I am certified as Scrum Master. I have been incorporating elements of Scrum in my software development projects and have made use of Greenhopper in JIRA for project tracking.

Project Management

I studied project management and got certified. I have managed several projects in the area of electronic trading and automated trading algorithms.

Front Office Development

Almost all development that I did since joining the financial industry has been in front office applications.

Real Time Programming

Most development I did involved some kind of real time interaction with other applications using JMS, CORBA, Tib API, Tib Rendezvous, or 29 West's LBM.

Object Oriented Design and Development

I have done object oriented design and development throughout my career using Lisp/CLOS, C++, and Java. I created the architecture and design for a number of electronic trading applications, including a low latency trading platform.

C++ Programming

Most of my programming tasks before joining TradingScreen were in C++. While at TradingScreen, I didn't use it at all. On one of my recent projects, I was involved in C++ development again.

Java Programming

Over the last five years, I used Java exclusively. Before that, I used it on some projects.