Credit derivatives on track as Principia adds recruits

Principia Partners has appointed Douglas Long as European head of new product development for structured products. The appointment puts the capital markets back office vendor on course to deliver credit derivatives functionality within the Principia Analytic System by the first quarter of 2001.

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Credit derivatives on track as Principia adds recruits

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Theresa Adams, a founding partner at Principia, states: "Our rapid progress in the development of the advanced credit derivatives functionality is due to the appointment of Dr Douglas Long and the valuable experience he brings to our development team."

Long, a quantitative research specialist and author in the field of quantitative analysis, will be responsible for the mathematical modeling techniques and functional design associated with the introduction of credit default swaps, basket default swaps, credit linked notes and credit spread options to the Principia system.

Long was formerly with the global equities research group at Deutsche Bank, working on modeling techniques and pricing tools for highly structured equity derivatives and hybrid products. Prior to this, he worked at Infinity where he developed software for handling interest rate and foreign exchange derivatives.

The UK-based firm has also hired Steve Buchanan from Integral as director of technology. As director of engineering at Integral, Buchanan was instrumental in building CFOWeb, one of the first commercial ASP offerings for capital markets. Prior to that Steve was at Renaissance Software (latterly Infinity) where he was in charge of re-building the products for a distributed computing environment, developing core operational support modules and designing the migration to a Java-based hybrid Object-Relational database implementation. His initial financial expertise was gained with seven years at Bankers Trust and NatWest Securities, where he was responsible for designing Equity trading systems.

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