Low-latency trading systems
Execution, market-making, pricing and market-data components, designed and built in Rust or Java, from venue connectivity to zero-allocation hot paths.
Financial systems engineered for the microseconds that matter.
Velocity Edge reviews, designs and builds performance-critical financial systems: trading, market data, risk, payments and other high-throughput banking systems, where speed and correctness earn money.
- Experience
- 20 years in markets technology, at eight global banks
- Domains
- Electronic trading, front-office risk, market risk, prime brokerage and product control
- Financial centres
- London, Singapore and Sydney; now based in Auckland
What we do
Payments and banking systems
High-throughput payment and banking components in Rust or Java: transaction and message processing, ledgers and reconciliation, built for throughput and correctness under load.
Performance review
A measured account of where your system spends its time and what to change first, for latency or throughput, in a written report ranked by gain.
Market data and risk platforms
Capture, storage and processing pipelines for market data; front-office and market-risk platforms covering VaR, Greeks and sensitivities.
Technical leadership
Fractional or interim leadership of a trading or banking technology team: architecture, delivery cadence, hiring, and working directly with the desk or the business.
How we engage
| Model | Shape | Commitment | Price, excluding GST |
|---|---|---|---|
| Discovery | Two to three days to define the work: measure an existing system and rank what to change by gain, or set the design and milestones of a new build. Ends in a written report and a fixed-price proposal for the delivery | Fixed scope; half the fee credited against the delivery if accepted within 30 days | NZD 5,400 · USD 3,300 |
| Fixed-Price Delivery | Named deliverables to named milestones, each with a date and an acceptance test | The proposal's scope; anything outside it is priced as a change | Priced in the proposal |
| Advisory Retainer | Technical leadership on a set number of days a month, agreed in the proposal and billed monthly in advance | Three months minimum; unused days do not carry over | NZD 1,800 · USD 1,100 a day |
- Discovery NZD 5,400
- Fixed-Price Delivery
- Advisory Retainer NZD 1,800 a day
Prices exclude GST. New Zealand clients pay GST at 15% on top.
Who you work with
Phillip Pienaar has spent twenty years building trading and risk technology in London, Singapore and Sydney, including leading the low-latency engineers behind ANZ’s eFX execution algorithms and liquidity aggregation. You work with him directly.
Tell us about your system
We reply within two New Zealand business days.