Kinematex is a New York engineering firm for institutional capital markets. We work across the trade lifecycle — the systems that carry orders to market, the processes that settle and report them, and the platforms that keep the apparatus running.
Order management and the systems that move orders between desk, venue, and counterparty. We work on the connectivity layer (FIX and adjacent protocols), the messaging transport beneath it, and the desk-side application logic that binds them. Stacks vary with the engagement — standard institutional toolchains for most work, specialist approaches where the latency budget requires them.
The machinery behind execution: trade capture and reconciliation, reference-data management, corporate-action processing, and regulatory reporting. Alongside these we build the operational surface that ties them together — cash and position keeping, valuations, client statements, and the controls that run across them.
The quieter software that keeps a trading and post-trade environment running. Build and release pipelines, batch and scheduled workloads, observability, and the internal applications that engineers and operators rely on day to day. We build for test coverage, predictable behaviour, and small blast radius.
We work with banks, funds, brokers, and capital-markets technology vendors. Engagements are scoped up front and structured as time-bounded statements of work. They usually take one of a few shapes: architecture reviews, embedded senior engineering inside an existing delivery programme, small-team delivery of fixed-scope builds, or continued support through the post-launch life of a platform. Standard commercial terms and NDAs on request.
We take on engagements selectively. A short note describing the problem, the desk, and the constraint that matters most is the best place to start.
enquiries@kinematex.com →