Forex Post-Trade System

Information

Company
Duration
Roles
Senior Software Engineer, Software Engineer, and IT Student
Domains
Finance & Foreign Exchange

Summary

Danske Bank’s legacy foreign exchange post-trade system was to be re-implemented as microservices in an effort to increase scalability and maintainability. I initially joined the project as an IT Student as I applied this technological transition as a case study for my M.Sc. thesis. Once I graduated and got promoted, my responsibilities shifted: main responsibilities became development of microservices, infrastructure, and DevOps; additionally I took on responsibility for architecture the final year, focusing on robustness, uniformity, and performance.

The system handled all FX trades from market-facing systems and allowed traders to e.g. manage trades & positions, book new trades, and get price quotes all via a desktop UI. Mainly residing in the mainframe and a single monolithic service, the legacy system was to be split into several message-oriented and containerized microservices. I was a key individual in this transition and besides developing business functionality, I also ensured effectiveness of the system as well as the team through development of CI/CD, monitoring, libraries, and tools. Furthermore I led the effort of stabilizing the system for production and simplifying its operation by utilising Danske Banks internal cloud services, swapping out developed utility-services with standard solutions, and aligning technologies across services.

Deliverables

  • Forex business services.
  • REST- and streaming-APIs.
  • Containerized environments.
  • Integration with legacy mainframe systems.
  • System and performance monitoring.
  • CI/CD of services and infrastructure.
  • Simplification of infrastructure and technologies.
  • Automated regulatory reporting.

Languages

Bash
C#
F#
SQL
JSON
YAML

Technologies

.NET
Containerisation
Docker
Docker Swarm
Elasticsearch
Kibana
Fluentd
Git
GoCD
Grafana
IBM Mainframe
Icinga
InfluxDB
Linux
OpenShift
PostgreSQL
Prometheus
RabbitMQ
Redis
Rest APIs
SQL Server
Websocket APIs