Reece Granville

EXPERIENCE

• Interest Rate Options Broker OTC Oct 2021 - Current Role
  TPICAP

  Working as an Interest Rate Options Broker within the TP ICAP group. Maintaining client relationships with top tier dealer banks. Responsible for executing trades and managing client orders related to interest rate derivatives in over-the-counter ('OTC') markets. Gaining a strong understanding of fixed income products predominately swaps, options, swaptions, caps, floors, futures, and exotics. Ensuring accuracy and timely execution. Accountable for the USD pricing screen, accurately pricing option volatility, facilitating informed decision-making and price discovery for clients. Coupled with a software engineering background, allowing collaboration with both quant and tech teams to develop pricing tools and algorithms. Implementing in-house applications to analyse live market trades and historical data, leveraging in depth excel and python libraries (QuantLib,Flask) to build sophisticated analysis of real-time execution posted to Swap Data Repositories, contributing to the firm's competitive edge in options broking.

  • Owner of in-house pricing applications for swaptions, caps, floors, and exotics.
  • Adjusting SABR parameters in real-time to reflect market moves.
  • Manage the development and operation of in-house dealing platforms.
  • Running of daily auctions and understanding internal platform functionality.
  • Communicate market prices to banking institutions.
  • Up to date knowledge on regulatory procedures for both the FCA and NFA.
  • Implementing price analysis widgets using a variety of Python frameworks.
  • Experience with MarkitWire and regulatory reporting.
  • Experience with in-house deal management systems.
• Operation Analyst Jan 2021 - Oct 2021
  Analytico | Crypto | RUST

  Supporting a 24/7 low latency, leading market maker/liquidity provider on Binance. Working in a fast-paced trading environment, proactively detecting issues and resolving on-going application defects. Led the build and optimisation of Analytico’s cloud-based systems. Managed AWS EC2 lambda instances, integrating amazon CloudWatch logs to cloud-based monitoring systems. Utilising (DataDog) as a centralised logging system, creating alerts and real time monitoring to highlight application performance.

• Application Specialist Apr 2016 - Jan 2021
  Amelco | Sportsbook | Technology

  Provided 3rd line technical support to in house white-label platforms used by tier 1 leaders in the sports betting industry. Working in a AGILE/SCRUM development team of 9, leading the delivery of new features and change requests. Handled the full issue management lifecycle, from identification through to production deployment. Managed the change lifecycle disciplines for internal java and python-based applications, and the integration of 3rd party data providers such as Betradar, Tipex,SIS,PA and Lsports. Acting as a product owner representing the user base in daily stand ups raising new features and bug fixes in the form of user stories (JIRA), prioritising when appropriate. Produced documentation on application workflows in confluence, enabling a smooth handover to L1 and L2 support teams. Managed the set up and installation of new technologies in test environments working closely with the DevOps team and the subsequent set up of system monitoring pages in ZABBIX and alerts via SLACK. Providing input and review of regression test scenarios, along with performance and load testing. Supported the in-house data science models used for internal pricing and integrating this to incumbent applications. Including debugging and testing features, whilst liaising with traders and senior management to identify areas of continuous improvement. Taking ownership of release’s front to back exposes me to all aspects of the software development lifecycle working in partnership with the development team.