Name: Ethan Castanon Date: 7/29/10
APM-MDLC –CANDIDATE SELF ASSESSMENT
When you finish, please return this document and name it as follows: Lastname-firstname.doc
A. Purpose of this Self Assessment:
- We want to understand what you know. People often list concepts and technologies on their resumes which they are not prepared to discuss in-depth during an interview. This self assessment helps us understand the skills you feel most confident in so we can know up-front what you would be prepared to discuss in an interview.
- This self assessment lists many skills. We certainly don’t expect you to have experience with all or even most items on this form. We just want to understand what you know and how well you think you know it.
- If you feel there are additional strong skills you possess which would make you a more
qualified candidate, please note any such skills succinctly and rate how strong you think you are at that skill on the five point scale.
B. Understanding the Ratings Scale
Please rate yourself on a 1-5 point scale as explained below:
1- You have heard of this technology, concept or financial instrument (FI).
2 - You have employed this technology/concept/FI in the past and would require a
refresher to employ it again.
3- You possess a basic working knowledge of this technology/concept/FI – sufficient
for answering some interview questions.
4- You have employed this technology/concept/FI during your recent work experience
and have a solid working knowledge of the technology/concept/FI.
5- You are an authority in this technology/concept/FI.
C. Business & Tech Collaboration - use the 5 point scale and provide your self-assessed proficiency
*Leading Revolutionary Change/Improvement _______5
*Creating a Tech / Business Vision & Road Map _______5
*Making Build/Buy Decisions/Recommendations _______3
*Managing a domain in which you lack a deep understanding _______2
*Technology Risk Management _______4
*Project / Program Management _______3
*Capturing Business Requirements _______4
*Managing Technical Requirements _______4
*Vendor Management _______3
*Overseeing Technical Resources (pls specify avg. team size) _______5, team: 10
*Technical Staff Augmentation _______4
D. Technology – use the 5 point scale described above and provide your self- assessed proficiency
· Vendor solutions / services
Real Time Market Data Providers and Associated Third Party Tools
*Bloomberg (BPod / BPipe / Terminal API - pls specify) _______4: I have programmed and used API’s to pass data, make calls, etc.
*Reuters (RDF / RMDS / 3000 Xtra API - pls specify) _______4: I have used data feeds at the CME while working for Tanius Technology (an algorithmic prop trading firm), and while building a widget yield curve for Hedge Hogs, a social networking platform for the hedge-fund community and those who serve it; I have also interacted with COMEX for a previous firm to deal with “messaging” specifications regarding algo trading (to build models based on fees applied to order manipulation via algorithms)
*Direct exchange feeds (pls specify) _______ 4: I’ve traded futures, options and commodities with direct exchange feeds while high-frequency trading through MF Global at the CME Globex electronic trading platform & CBOE while working at Ascendant Asset Advisors, JPS Capital Management and Tanius Technology. At Tanius Technology the two principal partners were excellent programmers who had a quite sophisticated setup. I monitored algo trading overnight, would close positions or control the platform when it crashed or the algos weren’t working correctly. Also, at Ascendant Asset Advisors we had data feeds from many exchanges and used numerous trading platforms and data feeds.
*Wombat Papa, Mama, Feed handlers, Worldview (pls specify) _______3: I have used feed handlers offered by Interactive Brokers to interface with Microsoft Excel through an add-in, that one of the founders of Tanius Technology programmed: Karl Schulze (http://www.karlschulze.com), to obtain real-time quotes to get an accurate representation of portfolio values and execute buy/sell orders from Excel. From what I’ve read Wombat RealtimeXL is an off-the-shelf version of the proprietary technologies we used at the firms I worked at. RMDS or other distribution platform (pls specify) ______3: I’ve used a couple of different distribution platforms, such as the Argo Trading Platform and the Markit Distribution Platform (sic).
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Other(s) (please specify)-
*FIX engines – Modest exposure to the below off-the-shelf fix engines
TTConnect _______2:
Appia _______2:
Cameron _______2:
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*Other(s) (please specify)-
Message Bus
*Tibco EMS / Rendezvous (pls specify) _______3: Tibco real-time 3rd generation web bus messaging system. I’ve got some exposure to data integration, cloud computing and the like and some experience with peer-to-peer computing data transmission & management.
*29 West LBM _______1: I’ve never used 29West
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*Other(s) (please specify)- :
· Performance & Quality of Service - Management and Tuning
*Real time market data quality management (pls specify) _______2
*General network monitoring (pls specify) _______5
*Latency Management (e.g. CorvilNet – pls specify) _______4: I have quite a bit of internetworking experience, ranging from real-time market data to data transmission for medical offices (both uploading and downloading) while maintaining a network for my parent’s medical practice (it is a fairly large network that is part of an Enterprise configuration with NextGen medical). I’m CompTIA Network+ 2009 certified and have a decent amount of experience here with an array of applications and tools for routing, ping sweeping and port scanning. Additionally, I’ve set up routers, switches and hubs and monitored networks for congestion, which of course reduces throughput and increases latency.
*General process monitoring (pls specify) _______4: please see immediately above
*General performance monitoring (pls specify) _______4: please see above
· “Hands on” Technical skills
*Programming Real time systems _______ 4: VBA models to perform calculations on historical data. I’m not sure what you mean by real time, but the demand was real time, under extreme pressure.
*Programming Multi-threaded applications _______2:
*Languages (pls specify) _______4: C# (I’ve programmed a fairly basic multiplication game and a database using SQL for my parent’s practice – I’ve got a video online at YouTube I edited of my having programmed that. You can see my level of experience there. My YouTube channel can be found by Google searching “bige143143”); C++ (little calculator and a couple of other small things); VBA (a lot of experience programming models in Excel); JavaScript (programming buttons and the like on websites); ActionScript (with Flash for websites: please see http://www.QuantumSupport.biz,http://www.DrCastanon.com – The second website is a template I didn’t program myself, but spent quite a bit of time messing with the source code to modify the template to meet our needs); HTML, if you consider that a programming language. *CEP engines (e.g. Coral8, Streambase, Apama – pls specify) _______1
*Execution Mgmt Systems API programming (e.g. FlexTrade pls specify) _______3: proprietary software only, no exposure to FlexTrade. I have had exposure though to execution management systems.
*Scripting Languages (pls specify) _______4: PHP for websites to retrieve patient information requests via email, to build a yield-curve widget and produce web-based charts for websites; VB scripting; Ajax (for buttons and calendar widgets for websites);
*UNIX / Linux Shell Navigation and Utilities (e.g. grep, sed, awk) _______3: I’ve got a bit of experience using UNIX and I’ve set up Fedora on one of my MacBook’s, which is, of course, Linux.
*Basic SQL _______4: I got a 97% on a beginning SQL course final.
*Advanced SQL (complex joins & sprocs, perf. tuning) _______3: Modest exposure
*DBA or System Administrator (pls specify) _______5: I’ve served as system administrator at my parent’s medical practice. They’ve got a fairly sophisticated setup for a small business. Their network contains more than dozen computers, Cisco VPN, a T1 line running a Samsung modem, an encrypted wireless access point, etc. Additionally, I’ve set up networks before and have experience troubleshooting issues and the like.
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Other(s) (please specify)
E. Business Knowledge - use the 5 point scale and provide your self-assessed proficiency
*Market Data Sourcing Strategies _______I am not sure I understand the meaning of the phrase
*Order Type / Routing Strategies _______5: I’ve traded before at a fast pace and used several different types of market orders using web-based platforms and also desktop applications for order transmission.
*Transaction Cost Analysis _______3: I’ve backtested trading strategies to assess transaction cost effects on the profitability of trading strategies using off-the-shelf software like NeuroShell and prop software, as well as build my own calculation models.
*Financial instruments (how they work)
Equities _______4 | Futures _______5 |
FX _______4 | Options _______5 |
Credit & Fixed Income (pls specify) _______4
*Market MicroStructure and Optimal Execution (pls specify regions/markets)
Equities _______fairly evenly across the board | Futures _______equity indices primarily |
FX _______dollar, euro, yen, less other countries, but mainly currencies of industrialized countries – G7 | Options _______equity indices primarily |
Credit & Fixed Income (pls specify) _______mainly Treasuries, read up on corporate debt instruments
*Algorithmic / Black-box Execution Strategies (pls specify) _______4: I’ve worked in an environment at the CME where I was monitoring an algo systems produced by Tanius Technology that implemented algo strategies like automated market making and capturing disparities between exchange-offered calendar spreads and the outright contracts by examining the spreads for inefficient pricing. There we used SQL for database management of trading data and C# for functional programming of the platforms.
*Derivatives pricing sensitivies (the “greeks”) _______4: I’ve programmed an original model, which I still have, that uses Black-Scholes to calculate options prices based on toggling parameters, such as time, volatility and underlying asset price.
*Time value of money _______4:
