Michael Ubah
London
Summary
Very enthusiatic Software Engineer / Algo Developer with strengths in Algorithmic Trading, market data solutions, and data processing/analysis. I love collaborative work as well as taking ownership of projects and learning as much as I can about both new and legacy technologies to build robust, scalable future-proof solutions.
Even in my younger years I enjoyed exploring technology; I created an IOS pet forums app using XCode and Swift in my spare time when I was an Economics student in undergraduate, and created multiple game modifications with over 45,000 unique downloads on Steam for the game Total War Atilla, using 3DS max to create and rig models.
Overview
5
5
years of professional experience
1
1
Certification
Work History
Algo Developer
SEFE Marketing & Trading
09.2021 - Current
- Created, tested, ran and monitored 2 Live Trading Strategies using internal algorithmic trading framework; EUA breakout and NBP/TTF mean reversion.
- Created an internal charting website using ChartIQ library with Blazor and JS Interop to display native and aggregated/implied prices for all products offered on the internal smart order router trading screen.
- Maintained and updated the position reconciliation solution in order to monitor and ensure equality between the trades of the algo strategies and the trades existing inside the ETRMs.
- Created and maintained a Market Data Adaptor solution which streams live orderbook and trade prices for Intraday Power contracts from Volue/EPEX and publishes them to Kafka.
- Created and maintained (including overnight on call support) a Trading Adaptor to facilitate 24/7 trading on Volue and EPEX, using websocket to stream private trade and order update messages.
- Created and maintained a WebSocket server and WebSocket client nuget package to allow seamless connection between a client and the Trading Adaptor so it could receive requests to route to Volue and the client could receive live updates.
- Integrated OAuth PKCE with blazor on the Charting website and internal Trading Screen.
- Implemented intraday block implieds logic on internal Smart Order Router framework to imply prices from higher delivery timeframe contracts from lower timeframe contracts. E.g implying a 1 hour contract from 2 half hours, or 4 quarter hours.
- Created and maintained an EPEX SFTP data history scraper to read csv history and publish to ClickHouse daily.
- Supported a Gas Storage application for position nominatons.
- Created numerous Grafana dashboards to analyse and monitor data from multiple sources; SQL, Prometheus, Clickhouse.
Education
Master of Science - Computer Science
University of Bath
Bath2021
Bachelor of Science - Economics
University of Sheffield
Sheffield2020
Dulwich College
London2016
Skills
- C#
- SQL
- Blazor
- WebSocket
- REST API
- VSTO
- Grafana
- ClickHouse
- Kafka
- Algorithmic Trading
Languages
English
Proficient
C2
Italian
Proficient
C2
Certification
- PADI Rescue Diver
Hobbies and interests
- Tennis
- Skiing
- Poker
- Art
- Museum
- Travelling
- Music
Timeline
Algo Developer
SEFE Marketing & Trading
09.2021 - Current
Master of Science - Computer Science
University of Bath
Bachelor of Science - Economics
University of Sheffield
Dulwich College