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Achievements at Barclays
Lead the tech team to pass a very critical transition period on 2010:
Before and after I joined Barclays first 4 weeks, all original developers in the tech team
left. At the same time, with limited resource and tight deadline, we had to add new
features to commission management system in order to satisfy one big client
(Millennium LLC)’s immediate requirement which is very critical to win or lose the
contract. I took the challenge and successfully completed the project on time, which
made us win this big client and gain the chance to rebuild the tech team in following
years.
Real time pricing engine:
One of the major tasks of commission management is to calculate soft commission
based on various trade scenarios. To process the soft trades in real time makes
Barclays at leading position in soft dollar business and help us win more clients. The old
pricing schema is build using database stored procedures which has huge gaps to
process complex trade scenarios automatically and also makes adding and changing
the pricing rule difficult and time consuming. By carefully analyzing the business
requirements and different technologies, we choose Drool, a state of art rule engine, as
our pricing engine framework and combine with Solace as messenger system and
Coherence as cache to build a comprehensive commission pricing rule engine. This
project was a great success and makes Barclays the first broker dealer to process soft
dollar business T+0.
Here is my manager’s comment:
“Wei has been crucial to the success of the pricing engine. The system was very complex and it couldn't
have been delivered successfully without Wei's dedication and attention to details. The business has
been very happy with the results and I am confident the product will be effective well into the future
because of it's well thought out design which Wei has been a major contributor to.”
The pricing engine allows our business to provide clients with flexible pricing on various
trade scenarios as well as accurately haircut the soft commissions and this is one of the
most important factors clients consider when choosing a CSA broker partner. The new
pricing engine is well architected and a lot of new features are added after initial
deployment to production. Multiple layers of pricing rules can be defined for a client and
a great, uniformed performance is realized even with constantly added new rules.

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Risk calculation is used to be manual work, since the business needs to apply complex
formula to recalculate the soft commission and then create journal to adjust financial
balance. We successfully build the risk model in pricing engine and realize real-time risk
calculation and put Barclays Commission Management ahead of peer firms.
Redesign and build new CAS Reconciliation Engine:
Old CAS reconciliation engine was out of state and dragged the productivity of
commission management daily operation and being constantly complained by business
about accuracy, data integrity and efficiency. I had a multi-phase project to redesign it
and built a state of art reconciliation engine to automate the reconciliation process with
minimum human intervention. The reconciliation process that the business executes on
a monthly basis for many of the firm's top clients has significant client visibility , the
business is expected to reconcile a client's trade file soon after receiving it, but such
reconciliations often took days of laborious and manual work, forcing the business to
search for trades in various systems and then make educated guesses about how to
match trades submitted by the client with trades as they existed in the firm's trading
systems. I took the initiative to analyze the process holistically, by speaking to the
business users and observing their work processes and pain points, and then
leveraging the best applicable technology to fundamentally redesign the reconciliation
tool. The new reconciliation has drastically reduced the time each reconciliation takes
(literally from DAYS to MINUTES) and improved match accuracy to 99.99%, creating a
positive reputational impression with clients, and freeing up the business to focus on
growing the firm's soft dollar business.
Many- to- Many matching is a long waiting feature for commission management and it
needs a good algorithm to handle many different match schemas. As one of major
objectives, we completely redesigned reconciliation tool and developed and
implemented many-to-many matching, we further increased the reconciliation matching
rate for client with aggregation role like Alliance and further shorten the reconciliation
time by avoiding manual matching. Our service team uses it to reconcile client trades
constantly and improve client service quality and response time significantly. CAS
Business owner comments this tool as following:
"I just did Fidelity in less than 30 minutes, which normally takes up to 5 days. Outstanding work guys!
This is an incredible leap forward and positions us well in a resource constrained environment while
greatly improving our rec turnaround times for clients."

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Markit Commission Manager Integration:
Markit Commission Manager is third party system to report soft trade and payment to
buy side client. The system is sponsored by major brokers including Barclays, JP
Morgan, and Goldman etc and also gives buy side clients a chance to compare the
services among different brokers. I am the tech representative from Barclays to review
and define the initial functionalities, and also the designer and builder of Barclays’
integration application with Markit Commission Manager. Markit provides both SOAP
and file based API to upload trades and payments, considering SOAP APIs having real
time and better interactive capability, we decide to use their SOAP API and became the
only broker leveraging this technology and gain many advantages by providing real time
trade reports and allow buy side to submit invoice from either Markit or Barclays’
commission management system.
System Migration:
Infrastructure migration is firm wide tasks and became challenge since missing support
from legacy system and tight timeline. I have taken full responsible for system migration
including OS, database and web application server etc. One of big challenge for
migrations is how to test and make sure all the existing features as it was. We had built
some test tools to help both tech team and business team to guaranty all migration
effort success.
Ownership and cooperation:
Take ownership and coordinate with other teams to complete complex project.
Here is manager’s comment:
“Wei has taken owndership of a number of critical processes and projects. For example, he has taken
ownership of our interactions with the vendor Markit (which is a vendor application used by both buy-
side clients and sell-side brokers across the street, which exposes the firm to comparisons by clients to
other sell-side brokers). Wei immediately addresses any Markit-related issues, and has developed tools
for RTB to easily onboard and support clients. These efforts allow Barclays to distinguish itself from its
peers. he has also been instrumental and a dependable and trusted source in the team's effort to help
the business reconcile its soft dollar data with the FISS system. His willingness to take ownership of
processes and projects is a sign of leadership, helps the team and business, and shows maturity in his
career development.”
“Wei is careful in his development, making sure that his code is as bug-free as possible, proactively
identifying potential issues and finding creative solutions to solve them. he carefully designs, builds and
tests to deliver a highly-reliable work product. Over time, I and the rest of the team, as well as our

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buinsess users, have come to trust and rely on his work, and his conscientous efforts greatly contribute
to the stability of our applications.”
“Overall, Wei demonstrates the willingness and ability to fundamentally improve workflows and
functionality by leveraging his technical and business knowledge, and his ability to analyze and
understand business workflows and pain points. He takes ownership of projects and tasks, is self-
directed, and is careful to produce stable code that balances short-term needs with long-term goals.”