ECOOP 2015
Sun 5 - Fri 10 July 2015 Prague, Czech Republic
Wed 8 Jul 2015 15:30 - 17:00 at Moravia - Grimm

Running a successful trading business requires being nimble and systematic at the same time. Being nimble means continually monitoring one’s risk exposure, and swiftly adjusting to changing market as well as regulatory conditions. Yet being systematic means also accounting for every trade through its lifecycle, from order to settlement, while following applicable rules and regulations at every step. In this talk, I discuss how SecDB, Goldman Sachs’ trade and risk management system, directly helps meet the two requirements. First, SecDB integrates an in-house scripting language, called Slang, with a set of globally replicated object databases. As a scripting language, Slang greatly simplifies the task of developing and evolving functionality. Second, the issue tracking, regression testing, and code review systems are implemented in Slang and let developers easily follow a common workflow while also subjecting code to a rigorous vetting process. I present an overview of SecDB’s scripting and database technologies, sketch a development process that favors releasing code early and often, and discuss how technology and process reinforce each other with beneficial effect.

Track: ECOOP Summer School

Robert Grimm is a Vice President in the Technology Division of Goldman Sachs, where he works on the company’s risk and trading platform. Before joining the firm in 2013, Robert was an Associate Professor of Computer Science at New York University, researching how to leverage programming language technologies to make complex systems easier to build, maintain and extend. He received a Ph.D. in Computer Science from the University of Washington at Seattle in 2002. His honors include the Best Paper award at the 6th ACM International Conference on Distributed Event-Based Systems, a Junior Fellowship at NYU’s Center for Teaching Excellence, and an NSF CAREER award.

Wed 8 Jul

Displayed time zone: Amsterdam, Berlin, Bern, Rome, Stockholm, Vienna change

15:30 - 17:00
Nimble yet Systematic Trading
Summer School
P: Robert Grimm Goldman Sachs