Software Architect Eoin Woods, Barclays Global Investors

Eoin Woods is a software architect at Barclays Global Investors, responsible for a new equities portfolio management system being built for the company's well known active management group. Prior to BGI, Eoin worked in the software engineering field for over 15 years, for a number of companies including Groupe Bull, Sybase, InterTrust and UBS Investment Bank.

He is a member of the BCS, the IET and is a fellow of the IASA. His main technical interests are software architecture, distributed systems, computer security, and data management and he is co-author of the book "Software Systems Architecture: Working With Stakeholders Using Viewpoints and Perspectives", published by Addison Wesley. Eoin can be contacted via his web site at www.eoinwoods.info.

Presentation: "Pouring Data on Troubled Markets - Quantitative Portfolio Management Technology at BGI"

Track: Architectures you Always Wondered About

Time: Thursday 15:45 - 16:45

Location: Fleming Room

Abstract:

Barclays Global Investors (BGI) is one of the worlds largest fund managers, using quantitative investment management methods to manage over $1.5 trillion, in over 2,700 funds. The firm's focus on scientific and quantitative approaches to investment management means that our systems are crucial to the operation of the firm and the results we deliver to our clients.

A major current project is the creation and deployment of Apex, a new portfolio management system, which will provide a single global portfolio management platform for Active Equity portfolio managers in the US, Europe and Asia. Some of the interesting challenges we faced when designing the system included handling large complex data sets of many types gathered from many sources, running resource intensive mathematical optimization, serving a highly technologically literate user community and the regulatory-driven need for a high degree of historical transparency over the entire investment process.

In this presentation I'll explain how we went about designing Apex to meet these challenges and why we chose to combine mainstream, boutique and open source Java technologies, including Oracle, WebLogic, Spring, Swing, JIDE, Flux, CPLEX, MVEL and XStream, to create an architecture with some interesting variations on the standard J2EE form.