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Credit Suisse Derivatives Pricing Platform

Problem Space

Build a low-latency pricing engine for complex derivatives and structured products. Deliver a Silverlight trading interface with Metro UX, later migrated to HTML5. Provide a service abstraction layer across WCF SOAP and REST. Assimilate legacy platforms (Python, Java, Ruby) into the .NET ecosystem. Integrate the Clariden Leu trading platform following merger.

Architecture & Patterns

  • Low-latency pricing engine for complex derivatives and structured products
  • Silverlight trading interface with Metro UX, later migrated to HTML5
  • Service abstraction layer (WCF SOAP, REST, Unity IoC, Prism)
  • Legacy platform assimilation (Python, Java, Ruby → .NET)
  • Clariden Leu trading platform merger integration

Tools & Stack

Silverlight, C#, WPF, Prism, WCF, REST, Unity (IoC), Java, Python, SQL Server, HTML5

Business Outcomes

  • Low-latency pricing engine for complex derivatives and structured products
  • Successful Silverlight-to-HTML5 migration of trading interface
  • Legacy platform assimilation from Python, Java, and Ruby into unified .NET stack
  • Clariden Leu trading platform merger integration completed

Reusable Narrative Snippets

Built a low-latency pricing engine for complex derivatives and structured products with a Silverlight trading interface (Metro UX), later migrated to HTML5, backed by a service abstraction layer across WCF SOAP, REST, Unity IoC, and Prism.

Led legacy platform assimilation from Python, Java, and Ruby into a unified .NET ecosystem and integrated the Clariden Leu trading platform following merger.

Source Notes

  • Derived from role responsibilities and achievements in config/madu_profile.json; reconciled with JobVia export (madu_alikor_export.json).
  • Confidence: high