PB Microsavings
Retail payments and micro-savings · CTO
A savings account inside the supermarket checkout lane — every transaction tied to the store that took it so it lands in that store's end-of-day reconciliation.
What was wrong
The desk priced US and European treasuries, bills, futures, deposits, swaps and OIS live off a Bloomberg terminal using a desktop application fed by around forty flat files maintained by hand next to the executable. It also had a display fault, years old, that nobody had been able to diagnose.
What I built
Rewrote the main application to pull from the Bloomberg API directly, added futures screens with automatic contract rollover, and produced a full mapping of every Bloomberg field to the classes consuming it.
What happened
Diagnosed the notorious 'mouse flicker' as unmanaged memory leaks inside the market-data vendor's own .NET wrapper — pointer-holding string objects and clients that were never released. Fourteen years on the desk.