Michael Tepp

At TradingScreen Hong Kong I am in charge of global development for client and broker connectivity. I am managing development and maintenance of connectivity applications across Asia, Europe, and the U.S.A. The connectivity development group is creating solutions that are easy to configure and maintain to accommodate the demands of both buy-side clients and brokers. This is achieved by using an intuitive domain specific language (DSL) to define the transformation rules between internal and external message formats. ANTLR is utilized to generate Java code from DSL for efficient message transformation.

With Michael Tepp Consulting I was offering IT project management, technical architecture, and software design services for the financial industry. I provided solutions to banks and financial software companies in the area of electronic trading applications, automated trading strategies, and low latency trading platforms.

At TradingScreen at that time, 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.

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.

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.

At JP Morgan, I led 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.

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.

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.

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.

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