Extremely strong C#, server-side, WPF and multi-threaded developer with 10 years .net experience and who can quickly deliver high-quality, well-designed code. Specialties: Complex multi-threaded, low-latency, high-volume .NET server-side and WPF applications for financial institutions. Equities and Fixed Income with some FX and commodities experience.

Senior Server-Side and Gui Developer @ Senior C# covering various back-end and front-end STP and trading applications From February 2015 to Present (11 months) Front Office Tech Lead and Senior Software Developer @ Development of a high-profile front-office interest rate risk and pnl system currently rolled out to algorithmic, gilt and t-bill desks and to be used globally by all interest rate traders. • Development of a high-profile front-office interest rate risk, ticketing, P&L and STP system currently rolled out to algorithmic, gilt and t-bill desks and to be used globally by all interest rate traders. • Sole developer of RX chain linking all grids in application to parallelised server connections. • Sole developer of very complex, high-performance, in-house pivot grid which provides heart of the application from trader’s perspective. Pivot grid has been adopted by 3 other teams in front office due to its ease of use, performance and extensibility. • Used TPL, RX and RXX to provide multi-threading and improve extensibility and maintainability of complex, multi-threaded, race condition/deadlock safe application. • Train other team members on writing high quality code, application’s architecture and perform code reviews. Flown to New York twice to work with the business, train the team and improve local standards. • Heavily involved in development of all areas of the system and maintain a very detailed knowledge of entire 15 man year codebase making me the “go to man” for the full team. • Complex UI design driven by external UX agency and developed “pixel perfect” by my team to provide highly intuitive and efficient interface. • Real-time updates across many server feeds, with updates displayed every 0.5 seconds across thousands of positions. From November 2011 to February 2015 (3 years 4 months) Technical Team Lead and Senior Software Developer @ Technical Team Lead and Senior Software Developer for C# WPF exotic equity derivatives risk application used daily by 450 traders • Ongoing development and significant refactoring of Morgan Stanley’s global equity derivatives pricing and risk system used by 450 traders daily for viewing intraday and EOD risk and attribution. • Complex, highly customisable application with significant multi-threading; integrated with many other quant, trading and reporting systems and with a very large and complex codebase. • Worked in many areas, including: gating of new market data; integration with basket trading booking system; selection and overriding of vol curves; visualising trade-level cost of calculation and shocked scenarios execution. • Intense focus on me from all levels of the organisation to resolve the significant historical architectural and development issues damaging growth, stability, scalability and developer productivity while I still needed to continue delivering an ongoing programme of new functionality. • My team were relatively junior and required significant training, mentoring and support as I introduced a significant amount of change to the development style, processes and approaches. Management heavily praised my development of the team and one of my team told me he had “learned more in 6 months [with me] than in the previous 3 years”. • Introduced a step-change in the quality, readability, maintainability and trustworthiness of the automated unit tests being developed by the team. Ensured all our future development follows industry best-practices, appropriate use of design patterns, good design principles (e.g. S.O.L.I.D.) and a readable/maintainable/testable style. From November 2010 to October 2011 (1 year) London, United KingdomSenior Software Developer @ Senior Software Developer on C# WPF Equity Risk application • Greenfield project developing a new system for the intraday and overnight pricing, P&L attribution and risk measurement, currently being rolled out to all exotic equity derivatives books in EMEA and the Americas. • Complex multi-threaded suite integrated with many bank-wide systems for executing quant pricing models, farming execution of quant models and distribution of overnight risk results to downstream systems. • WPF front-end with a 2 weekly release cycle (4 weeks for the server) and an ever increasing focus on improving developer productivity, automated testing, quality of code delivered and responsiveness to the needs of the traders. • Worked on many areas, including: P&L attribution, shocked scenario risk, volatility surfaces, correlations, blotter, etc. From November 2009 to November 2010 (1 year 1 month) Senior .NET Software Developer @ Consultant in E.ON Energy Trading • Developed a suite of WCF services with a WPF front-end for pricing future commodities purchases, focussing on commodity and FX futures and in-house forward curves for pricing commodity purchases. • Developed framework for running MatLab and Java models to calculate/execute the Variance Covariance matrixes, Principal Component Analysis, cash exposures, market liquidity, Monte Carlo simulations of shocked forward curves, shocked and historical implied volatilities, etc for calculating close out and expiry PaR and VaR for 1,200 trading books. • Applications covered exchange traded futures, over the counter (OTC) forwards, vanilla and exotic European and American options for commodities and FX covering markets across Europe. • Worked with quantitative developers (quants) to integrate their MatLab into my Java container. • Worked in a test driven development approach, with continuous integration and selective pair programming. Agile process with daily stand-ups, story/task based development, burndowns, retrospectives, short iterations, etc. From April 2009 to November 2009 (8 months) Senior Software Developer @ • Primary architect and sole developer of multi-threaded, low-latency, high-volume greenfield application for monitoring messages disseminated to the market regarding sales/orders/auctions/prices/etc of equities, debt, covered warrants, ETFs, ETCs, REITs, CFDs, GDRs, bonds/gilts, etc. • C# 2008, .NET 3.5, C# 2005, Visual Studio Team System 2008 (VSTS), ADO.net, LINQ, Windows Services, WPF, WinForms, SQL Server 2005, T-SQL, SQLCLR, SQLXML, XQuery, SSIS, Enterprise Library, CodeSmith/NetTiers, Nunit automated testing, test-driven development (TDD), RhinoMock, NCover, ClearCase, ClearQuest. From March 2007 to March 2009 (2 years 1 month) Various .net Server-side, WinForm and ASP.net Development Contracts @ Various .net Server-side, WinForm and ASP.net Development Contracts RBS, ISIS Asset Management, Royal London, new bank founded by the creators of Egg and others. From June 2003 to March 2007 (3 years 10 months) London, United KingdomSoftware Developer @ C++, C, COM, Oracle From June 2001 to August 2002 (1 year 3 months)

Computer Studies BSc(hons) 1st class, Computing, Maths, Finance @ Glasgow Caledonian University From 1998 to 2003 Paul Darroch is skilled in: C#, WPF, WPF Development, C# 4.0, SQL, Microsoft SQL Server, LINQ, C++, WinForms, T-SQL