UseCase Citibank Greenfield

8

Transcript of UseCase Citibank Greenfield

Page 1: UseCase Citibank Greenfield
Page 2: UseCase Citibank Greenfield

CONTENT 3 THE PROJECT 4 WPF, WCF, T-SQL 5 MATHEMATICS 6 EQUITIES, EXCHANGES 7 REFLECTION

Page 3: UseCase Citibank Greenfield

The project was greenfield project for in-house appli-cation managing derivatives, equities, indexes and pricing · Design the full stack functionality · C#, T-SQL Implementation · Cliburn · WPF, WCF, DI/IoC, Design Patterns · WWF · Architect DevOps Communication Methodology · Certified Beta Release Methodology · How-To Certified Beta Release Methodology · Our Moneycorp success story · If the links do not work use Our website http://www.adtsoft.co.uk and read our “Greenfield Innovations”

Initiating the project

Page 4: UseCase Citibank Greenfield

During the implementation process I was involved in different subjects. I have to implement data analyt-ics, and data management, and data integration, and functionalities including WCF, WPF, Workflow Foundation, T-SQL. I consider the project of one of the fastest implemen-tation speeds I was participated. Clear User Stories and Tasks initially estimated by the Team Lead almost all of the time was perfect match task estimate. The application uses composite WPF UI using Cliburn Micro and MVVM as a standard. Furthermore, the WPF application was extended with workflow execu-tion and background task workers. Application was strongly designed for multi-threading, Rx, STS and more

WPF, WCF, T-SQL

Page 5: UseCase Citibank Greenfield

During the initial phase I received an email from my Team Lead to confirm my Mathematical understand-ing and background. I did confirm and enjoyed to implement mathematics and touch GRID computing with Symphony. Most of the mathematics were imple-mented in tight algorithms. The complex mathematical solutions have been test-ed manually and with unit testing. It wasn’t first time to me to do mathematics but first time to implement mathematics in finance,

MATHEMATICS

Page 6: UseCase Citibank Greenfield

Almost all of the application was to handle pricing and powerful pricing engine with binary data han-dling, reflection, WWF, mathematics, GRID, T-SQL exe-cution and many more. The business side was equities, commodities, stocks, indexes, portfolio management, exchange holiday calendars, pricing, price curve calculation. Most common case of data integration from different quote sources like Bloomberg, S&P and more. The da-ta integration is a common way to create load of price details for the portfolio and equity analysis.

EQUITIES, EXCHANGES

Page 7: UseCase Citibank Greenfield

The vital part of the application was reflection, han-dling assemblies, handling binary data and mathe-matical equations. Biggest part of the application served for purpose of analytical portfolio view. Handling and processing binary data was required as part of the application mathematical and analytical algorithms.

REFLECTION

Page 8: UseCase Citibank Greenfield

WE BELIEVE YOU ARE OUR NEXT SUCCESSFUL CLIENT

THANK YOU!!