OMS Neo is the order management system used by institutional investors on Borsa Istanbul’s bond market. Redesigned from the ground up, in parallel with the live platform.
Modular dockable panels, live order books, account watch, care orders, executions, and events: all on one canvas. Traders configure it once for their role and own it for the session.
Eleven weeks from first interview to pilot desk. The path wasn’t linear; discovery kept feeding ideation long after design started. The phases kept me honest about where the work was.
Before any sketches, three weeks of interviews and shadow sessions with traders across the seven market desks. I logged every workaround, every paper note, every “I usually do this”, and let the patterns speak.
I keep a notepad next to my keyboard because the system doesn’t tell me what I just did.
Half the buttons I never touch. The two I need are buried four clicks deep.
When the price step is wrong, the legacy app just lets me send it. Then compliance calls.
Runs a TRY-denominated sovereign book. From the 09:40 open to the 18:10 close, he lives inside the OMS.
Doesn’t trade often. Reviews positions, instructs care orders, sanity-checks settlement.
I framed the problem space with four “How Might We” questions. From 60+ sketches and sticky-note ideas I clustered the recurring patterns. We voted six themes forward; they became the product spine.
How might we make risk visible before submit?
How might we let traders own their workspace without breaking shared layouts?
How might we collapse seven markets into one mental model?
How might we keep institutional density without overwhelming new traders?
Top cluster (“Inline feedback”) became the brief for the smart order forms and live simulator.
48 controls fighting for attention. No visual hierarchy. Critical risk fields tucked behind tabs. Forms gave no feedback before submission.
One canvas. Color reserved for state, not decoration. Modular panels traders drag, dock, and save as layouts. Inline risk validation before submit. Compliance flags appear inline.
Twelve dockable widgets, role-aware defaults, layouts saved per session. No two trading desks looked the same, and none of them looked accidental.
Buy and Sell forms separate from the start. Color is the affordance, not a tag inside a single form.
Increment buttons respect the symbol’s tick size. No rounding errors at submit time.
Bid, ask, low, high, base, ceiling. Read from the same stream the form trades against.
Limit, market, time-in-force grouped in one block. Time-in-force (Süre Tipi) separated so day vs. session is obvious.
Forty-three preferences across eight groups, with a single search field. Each setting carries a plain-language tooltip explaining what it does, and what changes if you toggle it.
“If enabled, CTRL+1–9 opens the corresponding pre-defined order in a new window.”
Institutional trading lives in tables. The redesign keeps the density traders rely on, but earns every row: column rhythm, monospace numerals, color reserved for state changes only.
Post-launch, measured against the legacy baseline.
Fewer “how do I” calls. Forms now explain themselves.
Used by institutional traders on Borsa İstanbul.
Easier to submit. Easier to follow my positions. Easier on the eyes.