Rupert Dudley

Algo Trading Quant Development Manager, Managing Director (2021 - present)

• Responsibilities increased to include the FX options quant development team.
• Established Equity Derivatives quant development teams, leveraging eFX framework and tooling to deliver bespoke platforms to each location, with total team size of 50-55 quant developers.
• Partnered with quant teams to integrate options pricing and vol libraries, delivering strategic quoting and algo vol fitting capabilities for algo trading platforms.
• Delivered highly performant Equity Derivatives quoting and signal pipelines leading to improved revenue and reduced slippage.
• Delivered optimised workflow tooling to Equity Derivatives flow sales and trading teams, improving efficiency and revenue.
• Led the integration of the UBS and CS eFX platforms, continuing to service clients across both businesses as the CS stack was decommissioned.
• Onboarded the CS eMacro team into UBS.
• Supported broader adoption of the eFX framework by aligned technology teams through documentation, training sessions and buddying.

eFX Quant Development Manager, Executive Director (2017 - 2021)

• Following a reorganisation, was appointed as the quant development manager for eFX.
• Responsibilities increased to include the model framework and implementation, client pricing and connectivity, and devops and engineering, along with associated teams of around 25 quant developers.
• Established strategic framework, concepts, patterns and libraries that underpinned the entire platform from tick in to quote out.
• Organised team into four pods, each focused on delivering specific platform components according to the agreed approach.
• Challenged release process and delivered process management tooling to support a continuous intra-day delivery model while adhering to tech SDLC and associated controls.
• Partnered with control functions and second line of defence to establish frameworks and approaches for model validation and limit management.
• The strategic implementation of eFX led to improved non-functional performance, scalability, resiliency and client experience, evidenced by expand rankings and Euromoney awards.

eFX Quant Development Team Lead, Director (2015 - 2017)

• Appointed to lead a team of 5 senior quant developers, tasked with rebuilding eFX components spanning market connectivity, position management and data persistence.
• Successfully replaced proposed vendor technology with a simpler in-house alternative that achieved comparable performance.
• Stabilised position manager through pragmatic redesign of the transport layer, UMS and EMS, to ensure speed and guaranteed delivery.

Quant Developer / Trader

• Following extended sick leave from January to September 2014, returned to work as a quant developer, sitting with quants and trading.
• Partnered with quants to build strategic signals and execution strategies.
• Built on-desk tools for mark to market and PnL evaluation.
• Responsibilities included book management and manual intervention where required.

Dev Manager

• Appointed as dev manager, leading a team of 8-10 developers.
• Led the expansion of the platform and its capabilities as the franchise grew.
• Established Agile delivery approach and associated tooling.
• Led the team through multiple audits of software and delivery approach, achieving positive results and setting the standard for Agile delivery within the corporation.

eFX Developer

• Initially joined as the most junior of a team of three, tasked with delivering a new market making capability underpinned by existing connectivity and transport frameworks.
• Designed and implemented strategic framework concepts that enabled rapid development of the platform.
• Delivered key components across market connectivity, pricing, client distribution and execution.

• Rebuilt the eFX position management component.
• Became team lead for a hybrid team spanning multiple locations plus consultants to deliver strategic components for the new FX Single Dealer Platform.
• Key achievements included building the first 29West-backed transport library and delivering the initial version of a Hazelcast-backed data fabric for storing and distributing reference data and client relationship hierarchies.

• Initially partnered with quants and traders to rebuild the eFX spot pricing engine and associated UI.
• Scope increased to deliver requirements across the eTrading platform, including client and exchange connectivity, client pricing and performance enhancements.

• Joined the Group Technology graduate scheme, initially assigned to an L1/L2 support team within the retail division.
• Moved to the associated development team, gaining experience as a Java/J2EE developer aligned to a document workflow platform.