Dion Campbell

Head of eMacro eMarkets

Morgan Stanley•  July 2022 - July 2023

Oversaw 4 globally distributed teams (with team members in London, New York, Montreal, Budapest and Bengaluru) developing and maintaining market data feeds and order routers in the FX and Rates spaces • Conducted regular code reviews to ensure the quality and fitness-for-purpose of market access systems • Remained hands-on by regularly contributing to the development of Morgan Stanley’s low-latency market data system, VMD • Liaised with business users to determine product requirements and prioritisation and ensure that team deliveries were aligned with business requirements • Provided technical and architectural advice to developers both inside and outside of the teams

Manager, AMM FX IT Strategists

BNP Paribas•  January 2019 - July 2022

• Led a team of 7 IT Strategists distributed amongst London, Paris, Singapore and New York • Facilitated rapid delivery of requested features while maintaining application stability and 24/5.5 uptime • Remained hands-on and continued to provide 1st- and 2nd-level support and development while training newly-hired team members in London, Paris and New York

AMM FX IT Strategist

BNP Paribas•  January 2017 - January 2019

Responsible for development and maintenance of Edge, BNP Paribas’ primary trading system for algorithmic market making • Additionally responsible for production monitoring and 1st- and 2nd-level support of AMM systems • Designed and implemented an intelligent order routing system to optimise placement for hedging strategies • Implemented extensions and enhancements to the AMM Latency Monitoring System in order to better measure and visualise tick-to-trade latency • Using LMS data, tuned and enhanced performance of numerous components of the AMM systems • Analysed existing non-AMM hedging strategies (originally developed in C#) and reimplemented in modern C++ within the Edge framework

Senior Software Engineer

BNP Paribas•  October 2015 - January 2017

Implemented (in C++) order/execution interfaces for numerous venues including CHF Clearing, FastMatch, Curex, BM&F Bovespa, HotSpot, Integral OCX, Tradition, LiquiMatch and many others • Implemented market data interfaces: CFH Clearing, Curex • Maintained and enhanced the BNP Paribas order routing system (FORCE), used globally by both Equities and FX desks • Worked closely with the Algorithmic Market Making team to reduce latency and improve performance on multiple venues • Maintained and enhanced Java-based booking system tools • Provided 2nd-level support for all FX order/execution and market data interfaces, as well as associated systems (booking, monitoring, etc) • From 2016, took over leadership of the team of 6 developers in addition to development duties

Head of Asia Pacific (ex-Japan) Market Access Development

BNP Paribas•  July 2013 - October 2015

Led a team of 4 developers providing low-latency connectivity for BNP Paribas’ proprietary trading platforms (both order & execution systems and market data feed handlers) • Introduced and expanded use of automated software validation tools (including unit testing and automated non-regression testing) to improve the quality of deliverables and reduce IT-related incidents in the market access domain • Implemented a FIX market gateway allowing client DMA connectivity to Asian exchanges. As part of this project, also developed numerous FIX-based testing tools, including a highly-configurable FIX exchange simulator and an automated non-regression test framework • Coordinated and participated in the development and delivery of numerous market connectivity interfaces within the Asia-Pacific region, with particular emphasis on code correctness, defect control and performance measurement and improvement. Coordination of these projects frequently required communication with global teams both within and outside the Asia-Pacific region • Delivered several key enhancements to internal short-sale monitoring and control sys-tems

Senior Software Engineer

BNP Paribas•  July 2007 - July 2013

Implemented and maintained numerous market connectivity interfaces using a variety of protocols including FIX, Omex and proprietary protocols. • In consultation with traders, designed and implemented market data display software to provide accurate and timely visualisation of market data. • Maintained and enhanced a load-balanced clustered system for trade reporting and surveillance, extracting trade data from numerous servers, amalgamating and analysing the data before forwarding to middle-office booking systems and generating compliance reports. This system is implemented in Java, with supporting scripts and templates written in Groovy and FreeMarker. • Maintained, enhanced and supported a position-keeping system for Japanese equity traders, comprising a Solaris-based server, Windows-based clients and a Sybase database for persistence.

Software Architect

Resolution Financial Software•  January 2002 - July 2007

Working with a small team, designed and implemented a multi-tier online portfolio valuation system. Responsible for the development of the data access, queuing/flow control, business logic and valuation layers. Used multiple lan- guages and technologies including C++, C#, VB.Net, T-SQL, ASP and Java- Script. • Designed and implemented (in C++) an object-based framework for the valuation of a broad range of financial instruments. Instrument coverage includ- ed vanilla and exotic options, interest rate products, government and corporate bonds. • Developed a suite of Excel add-ins utilising the aforementioned framework to provide numerous (300+) functions for valuation of financial instruments. Cre- ated a sophisticated XML-based function database and template/example system. More details on this product can be found at http://www.derivativepricing.com • Developed an XML/XSL-based code and documentation generation system for automatically generating interface code between the C++ pricing framework and C, Java, Visual Basic, C# and Delphi. This system also generates example code in each language, as well as generating a large quantity of documentation for inclusion in the help system. • Implemented a Quality Assurance program for Resolution Financial Software products. Developed numerous tools to assist in baseline measurement and re- gression detection, including a distributed automated testing tool. • In consultation with an outside client, designed and developed a component for pricing complex lease/hire-purchase agreements using Managed C++. Balanced multiple competing priorities in the development of this project – speed vs. accuracy vs. flexibility vs. ease of use for end-user developers. • Designed and implemented a wide-area network with Quality of Service controls, automatic fail-over of communication channels and traffic flow moni- toring. Solution was primarily Linux-based (Debian/Ubuntu). • Developed numerous Excel add-ins and models utilising VBA, C++ and VB 6. Examples of these add-ins include a tool for creating discounted cash-flow analyses of businesses and projects; a tool enabling simulation/scenario analysis of virtually any Excel-based model; several option valuation tools; a farm valuation benchmark generator and numerous others. • Administered the network for Resolution Financial Software Ltd and Crighton Anderson & Associates (15 staff in total), and provided internal technical sup- port. Responsibilities included administration of various server and desktop op- erating systems (Windows 2003 Server, Windows 2000 Server, Windows XP Professional and Home, Windows 2000, Windows NT 4, Windows 98, Windows 95 and Ubuntu Linux), as well as SQL Server 2005, SQL Server 2000, Windows Server Update Services (WSUS), Internet Information Server (IIS) 5 and 6, Win- dows Virtual Server and VMWare Server

Software Engineer

Sungard Treasury Systems (New Zealand)•  January 2000 - January 2002

Maintained Sungard's flagship treasury management product, Quantum. Initially assigned to the Money Market Development team, but later transferred to the newly formed Rapid Development Team, responsible for resolution of urgent customer requests, often using tools and techniques not available within the ‘mainstream’ Quantum code-base. • Designed and implemented a Delphi 4 COM component for pricing government and corporate bonds. • Designed and implemented a utility providing a single interface for exercising various styles of options (currency, interest rate, exotic). • Designed and implemented an application for the management of fees and facilities for conduits. • Investigated and resolved customer issues, including second-tier customer support.