Michael Ma
Michael Ma
Summary:
Experienced VP/Senior Developer with a proven track record in architecting and implementing complex
trading systems and risk management applications. Skilled in C++, KDB+, C#, and .NET technologies, with
extensive experience in the financial industry, specifically with trading platforms and risk systems for MBS,
CMBS, equities, and futures markets. Adept at leading teams and managing all phases of the software
development lifecycle, including design, development, testing, and deployment. Strong hands-on
experience in high-frequency trading (HFT) systems, multi-threading, and parallel programming. Proven
ability to deliver large-scale projects on time and on budget.
Technical Skills:
Experience:
• Utilized the power of AI, R programming, and advanced data mining techniques to analyze large
datasets and extract actionable insights.
• Focused on developing sophisticated market signals specifically tailored to predict and optimize
trading strategies for the US500 Futures.
• Designed algorithms that leveraged AI-driven analytics to identify patterns, trends, and predictive
signals in the futures market. This resulted in more precise buy and sell recommendations,
enhancing profitability and decision-making for traders.
Morgan Stanley (IST Front Desk), New York, NY Hybrid Aug 2017 to Mar 2023
Vice President
• Developed a comprehensive trading system for MBS Passthroughs, TBA, CMBS, US Agency bonds, and
Pool Trade Tickets using C#. Integrated Morgan Stanley BigMac C++ API for efficient order routing.
• Leveraged C# and C++ to streamline trade ticket generation and order routing, reducing latency and
improving execution speed in high-volume trading environments.
• Implemented a KDB+ q-based risk system to manage securities issued by government-sponsored
enterprises (Fannie Mae, Freddie Mac, Ginnie Mae). The system provided real-time risk analytics for
Class A, B, and G securities.
• Designed a scalable solution for monitoring risk exposure across portfolios, ensuring compliance with
regulatory standards and improving decision-making for risk managers.
• Developing synergistic relationships with all market venues and software vendors to bring projects to
completion on time and under budget and successfully bring all JMX systems online with over 700
end-users
• Strong hands-on experience in all phases of the Software Project Life Cycle.
• Fully responsible for project handling, architecting, and delivery of GUI front end with C# WinForms a
multi-thread application, Infragistics, and Backend with C++, KDB, shell, and Perl.
• Led team to successfully release JMX Trader and JMX Risk Manager, the complete performance-driven
trading and risk managing systems within 8 months.
• Implement the JMXHFT system and continually implement and improve HFT models.
• Led the team to develop hotkey, Level II, Blotter, Order Log, Chart, Time & Sale, Stock Watch, OMS
(Order Manager System), and Execution Engine.
Bank of America Securities & Bank of America Nov 2005 to Dec 2008
Senior Software Developer/KDB Developer
• Designing Hybrid Trading System componentized OMS (Order Manager System), Execution Engine,
NYSE compliance (Continuity, Depth) Algos using C++, Q language, KDB+, shell, Perl.
• Analyzed Bank of America Hybrid platform. Suggested major performance improvements that
allowed the division to compete effectively with other specialist firms
• Evaluating, restructuring, and enhancing, a new electronic trading system (Hybrid Trading) using C#
WinForms, and KDB+ for Bank of America Specialist.
• Launched a Hybrid Trading application on the NYSE floor within a limited-time schedule
• Designed application architecture for CMA compliance management application using C# WinForms,
and KDB which are significant in business’s cope and impact
• Implemented and architected TrustWeb Web application using C#, AJAX, client callback feature, SOA
architecture, and Webforms for Bank of America Global Wealth & Investment Management.
• Fixed major and minor C# and Q applications’ bugs using the KDB platform.
• Designed and developed Client-Server Dimension Database Manager, implemented and improved
many features to STEPS and STEPSVAL that promoted faster responses, better quality data using C++,
Windows
Education