Nicholas Ferguson

Berufserfahrung von Nicholas Ferguson

• Bis heute 9 Jahre und 10 Monate, seit Aug. 2014

  Developer ( C/C++, Excel) technologies for a quant desk

  Sumitomo Capital Markets

• 1 Jahr und 2 Monate, Juli 2013 - Aug. 2014

  Developer, C++, Ultra High Frequency ( Non Disclosure)

  WinGARCH, Inc. Non Disclosure Contract

  Non-Disclosure contract

• 6 Monate, Jan. 2013 - Juni 2013

  Senior Developer

  Credit Suisse, ETF Desk,. Delta One client flow.

  Review third party algo engine, in Java, and helped align it to business requirements, for ETF Desk.. Optimized VBA for an excel s/h for risk management by making it 18 times faster.

• 2 Jahre und 5 Monate, Juni 2010 - Okt. 2012

  Senior Developer

  Deutsche Bank Securities Inc. ETF Desk. Lead Market Maker on NYSE, NASDAQ

  (1) Developer on a C++ Algo trading box for ETF Desk. It was used for hedging and for market making as a lead market maker on NYSE/NASDAQ. (2) Developed a C++ high frequency exchange simulator using Wombat depth of book data. This tested algorithms using real time data (3) Review ultra high frequency C++ code for use by ETF Desk.

• 7 Monate, Dez. 2009 - Juni 2010

  Developer, C++, Ultra High Frequency ( Non Disclosure)

  WinGARCH Inc.

• 2 Jahre und 7 Monate, Mai 2007 - Nov. 2009

  C++ Developer. Algorithm Engines for ETF Desk.

  Credit Suisse, ETF Desk.

  (1) C++ developer on algorithm engine, used to hedge ETF orders, with a mix of stock baskets, emini futures and etfs. (2) Developed C# app to work with imbalances (3) Developed perl infrastructure for a flat file database for ETF creation/redemption and hedging compositions.