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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