Philip Beasley-Harling has worked in finance technology variously between the buy- and sell-sides of the industry over the last decade, leading and innovating on market data analytics and high-frequency, low-latency quantitative and algorithmic trading systems in kdb+.
His technical focus is on the high-performance processing of multi-terabyte data sets for back-testing and research, and parallel computation on multi-cored clusters, GPUs and FPGAs for low latency microsecond execution.
Most recently he was Head of Algorithmic Solutions IT for Global Rates and Currencies and Bank of America Merrill Lynch where he designed and built the bank’s algorithmic FX trading platform handling all global desk and client flow. The system handles many thousands of simultaneous low-latency orders across multiple liquidity pools in both New York and London and it has performed admirably over the last two years having traded hundreds of thousands of orders and trillions of dollars faultlessly.
He was also previously Head of Market Data at Marshall Wace Asset Management and the lead developer for JP Morgan Chase’s equities market data and analytics platform.