Barry Wilkes

Barry Wilkes
38 Kersley Road
Phone : +44 (0)20 7923 0162
London, N16 0NH
Home page:
2002 - Present
Lehman Brothers
Director, Fixed Income Research
2001 - 2002
UBS Warburg
Director, Fixed Income Analytics
2000 - 2001
UBS Warburg
Associate Director, Fixed Income Analytics
1997 - 2000
UBS Warburg
Senior Analyst/Programmer, IT Operations
1997 - 1997
Deutcshe Bank
Analyst/Programmer, FX Options Technology
1995 - 1997
Reuters Senior Programmer, News Products Development
1994 - 1995
Programmer, International Product Technology Group
1989 - 1994
University Of Edinburgh
Research Assistant, Department of Physics
1986 - 1989
University College, London
BSc.(Hons) Mathematics and Physics, class 2.1
Professional Qualifications
Securities Institute Certificate in Securities, Certificate in Derivatives
Elected Chartered Engineer (CEng)
Elected Member of the British Computer Society (MBCS)
Skills: Summary
I have worked in development teams in investment banks spanning the front and back office, in both the fixed income and equity businesses.  I have a  strong mathematical background and a wide experience in information technology, covering everything from personal computers to highly parallel supercomputers. I have ten years of experience programming in both C and C++ on both Windows and UNIX variants. I have three years experience of Java and seven years experience of relational databases, primarily Sybase.
Skills: Development
Lehman Brothers
B2 - I am a senior developer for this, a distributed risk system for structured credit derivatives.  I implemented the CORBA infrastructure which ties the components of the system together, and was also responsible for the design and implementation of the XML interfaces between the components. 

I was also responsible for re-implementing the explanatories process for the Structured Credit and Credit desks.  This reduced the processing time for this process from over six hours to under fifteen minutes.

I am currently working on porting the infrastructure to Linux.

Technologies : Windows XP, Solaris 8, Red Hat Linux, C++, Java, XML, Excel

UBS Warburg
PHI - I was technical architect for PHI, a project to deliver a bank standard pricing library for fixed income instruments. I specified the tools and procedures for the development team to follow in order for PHI to meet its technical objectives - to be available on both Windows and Solaris and efficiently thread safe on both platforms. PHI is written in ANSI C++, using Microsoft Visual C++ 6 on Windows and the Forte 6.2 C++ compiler on Solaris. I was responsible for the original Solaris implementation of PHI and also designed and implemented (with one contractor under my management) the JNI wrapper for PHI, allowing Java applications access to our library.  I developed a plugin architecture for the calendars within PHI, allowing different users of the library to specify their own source of calendars via a simple API.

Technologies : Windows NT, Solaris 2.6, C++, Java, XML

Securities Settlement Engine Confirmations Project (SSECP) - I was responsible for the design and implementation of the proof of concept prototype of this, a confirmations system for equity trades replacing the Orchid system referred to below.  SSECP was the first system to be developed using the bank's in house workflow architecture. I managed a team of three developers working on this with the client and middle tier written in Java and the database running on DB2. The project was interesting in that we developed the system on Windows NT, but delivered it running on S/390 on an IBM mainframe, running Java compiled to native code.
Technologies : Windows NT, Java.

Wispa Reports - I was responsible for the design and development of this reporting tool, implemented in Java with a Swing GUI, running against a GLOSS - based Sybase database containing settlement information for fixed income trades. Managed a team of two new graduates who completed the implementation.

Technologies : Windows NT, Solaris 2.6, Java, Sybase 11

Orchid - I was responsible for the  year 2000 certification of this, a confirmations system for equity trades.

Technologies : Solaris 2.6, Sybase 11

Corporate Actions Reporting System (CARS)   - I developed the overnight batch process for the original data feed from Extel, implemented as an NT system service. I implemented a second feed of data for Euro related corporate actions, using data supplied by Valorinform. I did this by producing code which parsed the feed definition (which was changing regularly, as Valorinform decided on how they were going to represent the data), producing database tables and scripts for parsing the feed automatically. I was also responsible for putting CARS through year 2000 certification.

Technologies : Windows NT, Solaris 2.6, C++, Sybase 11, TCL

Other responsibilities - I am involved in the banks graduate recruitment program, both as an assessor at the recruitment stage and a mentor for new graduates.  I am a member of the banks technical operating committee, which is responsible for approving the use of development tools such as compilers and libraries. I was directly involved in negotiating the banks global contract with Roguewave software for its C++ libraries.
Deutsche Bank ETHOS - I finished the development  of this back office reconciliation system for exotic FX trades. This was written in visual basic, communicating with an Oracle 7 database.

Technologies : Windows NT, AIX, Visual Basic, Oracle 7.


Reuters Business Briefing 2.0   - I was responsible for the design and implementation of the Insurance Briefing  variant of this product, specialized to the insurance market and carrying  data from Sedgwick. I was also responsible for EU Briefing, a variant specialized on information relating to the European Union, and carrying data from CELEX, the EU's official database. Designed and implemented the 'News Track' feature in the main Briefing codebase, which allowed users to save their regular searches  and execute them easily.

Technologies : Windows 3.1, 95, NT, C++

Database Retrieval System (DRS)   -  This is the Reuters system responsible for feeding the Reuter Terminals on dealers desks. I helped to implement a satellite backup link for the historical database.

Technologies : OpenVMS,  DEC Pascal

University of Edinburgh UKQCD Project - I wrote a software  package to analyze the output of qcd simulations run on the UKQCD supercomputer,  'Maxwell.' I contributed to three papers and one conference presentation.  I also presented my results at the Institute of Physics Conference in 1992.

Technologies, SunOS, C, OpenVMS, OCCAM.

Personal Information
I was born in 1964 in Crickhowell and grew up in Stourport in the West Midlands. Since then, I have lived in Edinburgh and London. I am married with one child.

© 2004 Barry Wilkes <>