Cash Equities: Order Management System
I supported the cash equities programme by stabilising a client- and market-side booking platform that included an off-order-book reporting engine and a trade repository. The priority was to keep latency low while guaranteeing reliable booking across fragmented venues.
Architecture Goals
- Zero-garbage-collection execution paths for the busiest flows
- Consistent sub-millisecond response times under peak load
- Clear separation between booking, reporting, and trade store responsibilities
- Operational transparency through targeted metrics and log events
Delivery Approach
The bank favoured bespoke frameworks to minimise allocations, which made onboarding engineers and reasoning about defects difficult. I focused on documenting the platform contract boundaries, introducing profiling checkpoints, and pairing with developers to normalise code review expectations. That combination reduced triage time and exposed integration issues earlier in the release cycle.
Tech Stack and Tooling
- Languages: Java and Groovy for the execution layer
- Frameworks: Spring for configuration, FIX adapters for market connectivity
- Tooling: JRebel for rapid redeploy, JUnit for regression coverage, MSSQL for persistent trade storage
Risk and Compliance Note
Trading systems must align with local regulatory guidance (MiFID, SEC, FCA). Always verify audit trails, entitlement controls, and disaster-recovery procedures with the compliance team before deploying workflow changes.