Dr Peter Lappo : CV

BSc 2.1, PhD, Finance MSc, MBCS, CITP

March 2008

Mallory Rd, Hove, UK : Tel: +44 (0)7767 784452 : email : peter.lappo   at   smr.co.uk

Peter has had significant exposure to algorithmic trading at UBS and JP Morgan and most recently at Bear Stearns and Man Investments and wants to continue working in this area. He has developed VWAP, TWAP, Slicer and market on close algorithms and is supporting Implementation Shortfall, Participation Rate, Conditional IS and Pairs algorithms. He is looking to extend his experience in a senior developer / team leading capacity.

Peter is proactive and experienced in analysis / development and project management. He has a track record of delivering quality software in the investment banking and financial industries. He is skilled in all aspects of the software development life cycle but prefers agile methods like Scrum or Extreme Programming.

He has recently completed a Finance Masters degree with distinction in International Securities, Investment and Banking at the ICMA Centre at the University of Reading.

Java

8+ years

Databases

5 years

Unix

10+ years

C++

10+ years

Algorithmic Trading

1 years

Interest Rate Derivatives Trading

2 years

Corporoate Bond Trading

2 years

Credit Derivatives Trading

2 years

Equity Trading Systems

3 years

Jun 2008 - Now

Senior Algorithm Developer : Man Investments, London

Skills

Java, Algorithmic Trading, Unix, Python, R, One Market Data, tick database

As part of the high frequency and market data group Peter is leading the implementation of a tick database (OneTick) for research and trading in addition to investigating options for the next generation of the electronic trading systems. This is part of the AHL CTA fund which has $25 billion under management. This involves the following:-

• Designing Tick database schema.
• Coordinating with business users.
• Optimising the database to achieve a 10 fold increase in performance.
• Coordinating work of junior members of the team.
• Understanding the architecture and requirements of the existing electronic trading system.
• Investigating platforms for the future trading system.

Aug 2007 - Jun 2008

Principal European Algorithm Developer : Bear Stearns, London

Skills

Java, FIX, Algorithmic Trading, Unix, Ant, TTConnect, JUnit, Sell Side

Peter was responsible for developing and supporting the entire sell side algorithmic trading system for European equity exchanges as follows:-

• Developing the next generation VWAP / TWAP.
• Specifying and developing a slicer algorithm.
• Specifying and developing a market on close algorithm.
• Developing a desktop alerting service.
• Developing post trade reports.
• Supporting FIX engines and VWAP, TWAP, Implementation Shortfall, Participation Rate, Conditional IS and Pairs (statistical arbitrage or long short) and Slicer algorithms in production and UAT.

June 2005 - Aug 2007

Project Manager / Team Leader / Analyst Developer Consultant : JPMorgan, London

Skills

Java, C++, JUnit, JDBC, Swing, Ant, Sockets, Sybase, Agile Development, Unix, ION Market View Web Services, Bloomberg Server API

In February 2007 Peter moved into a new team that will be implementing the logic engine for the next generation OTC trading platform for fixed income, CDS and interest rate derivative OTC markets. The team will be implementing algorithmic trading for fixed income markets. Peter helped define the architecture.

Prior to this Peter worked as part of the Jets team performing analysis, estimation, planning, design, and development on a variety of projects in fixed income, interest rate derivatives and credit derivatives OTC trading system . Projects included:-

• Development of CDS fees calculator that uses Bloomberg server C API built as a SOAP Web Services (C++).
• Development of front office trading applications written in Java for US and Europe desks using MarketView gateways:-
  • Market Axess corporate bonds
  • TradeWeb Index CDS.
  • TradeWeb bonds
  • Interest rate swaps trading on both Bloomberg and Tradeweb
  • Bloomberg hedge trades with corporate bonds being traded

Mar 2003 - Apr 2005

Analyst Developer Consultant : UBS, London

Skills

Equity Trading, Java, JMS, JUnit, C++, JDBC, Swing, Ant, Agile Development, Unix,, FIX

Peter performed analysis, planning, design, and development of a variety of FIX based Direct Market Access (DMA) trading systems and components for equity and exchange traded derivatives. Projects included:-

• Algorithmic / strategy trading on defining the control parameters.
• Member of working group to develop a standard company wide messaging protocol to cover all message flows in equities front, middle and back office processing including algorithmic trading (FIX, FPML).
• Re-engineering of a pan European trade routing and translation gateway for equity markets
• Pan European Tom Bat trading system gateway server using sockets and Corba
• Odd lots gateway for the Nordic markets.
• Automated functional test framework including a simulated equities market.

Nov 2002-Feb 2003

Analyst Developer / Project Manager: Dresdner Kleinwort Wasserstein, London

Skills

Java, JMS, C++, Linux, Solaris, Windows 2000, CxxUnit, Spiritwave, CVS

Conversion of DRKW's C++ messaging system to use JMS (Java Messaging Service) from ETX.

Jul 2002-Nov 2002

Analyst Developer / Project Manager: APS Berk, Eastbourne

Skills

Java ,Swing, SQL

Development of a swing workflow application to track samples through various stages of quality assurance testing.

May 2000-Oct 2002

Java and Database Consultant : Barclays, Reigate: Web based invoice factoring system

Skills

Java , SQL

Feb 2000-May 2000

Chief Technical Officer: Manage.com, London : Network management tools for ecommerce

Skills

Java, Network Management, Sales, Consultancy

Oct 1997-Feb 2000

Team Leader / C++ Java Analyst Designer : Nomura International, London

Skills

C++, Java, SQL

Developement of a securities reference database for position keeping, corporate actions and risk management system.

May 1997-Oct 1997

C++ Analyst Designer : Computer Share, London

Skills

C/C++, Real-time stock exchange trading systems, Oracle, GL, Reuters, SETS, FIX

Order management system for London Stock exchange for UBS.

Dec 1996-Apr 1997

C++ Analyst Designer : GPT, Nottingham: : Network Management

Aug 1996-Nov 1996

Project Manager / Analyst Designer : Raima UK : 4GL/database

Dec 1995-Jul 1996

Project Manager / Analyst Designer : BT : Text to Speech

Jun 1992-Nov 1995

Project Manager / Analyst Designer : GPT, Nottingham : Network Management

Feb 1992-May 1992

Project Manager / Analyst Designer : Singer Link Miles Ltd, W.Sussex : Simulation

Aug 1990-Feb 1992

European Technical Manager : ALC, Bergen, Norway : Naval Systems

Mar 1983-Aug 1990

Software Engineering Group Leader : Singer Link-Miles,W.Sussex : Simulation

Finance ISIB MSc (Distinction) Reading University

PhD, Computer Optimisation, Leeds University

B.Sc (Hons 2.1) Food Science: Leeds University

3 A-levels, Physics with Maths, Biology, Chemistry, 11 O-levels

Sun Certified Programmer JDK 1.4 (84%)

BrainBench C++ aptitude test (74%)

Member of the British Computing Society (MBCS)

Member of the Professional Contractor's Group

BCS Sussex Branch Chair 2004-2008

Chartered IT Professional (CITP)