Fixed Income and Macro - algo/execution/e-trading engineering

Equity options market maker.

• Led development of C++ quoting system, generating continuous two-sided quotes streamed directly to 15 US options exchanges.

• Re-architected order entry and quote management process, enhancing micro-placement strategies utilizing cache-efficient pre-computations and smart prioritization under bandwidth limitations.

• Focused on control systems to ensure stable quoting behavior, latency reduction to single-digit microseconds tick-to-trade, and data analytics for profitable quoting strategies.

• Enhanced signals to provide tighter, larger size quotes, using modern data-driven methodologies.

• Optimized performance on server-grade x86, focusing on cache utilization and efficient memory design.

• Contributed to diverse system functionalities, spanning market data, messaging, order entry processes, and FPGA interface.

• Collaborated closely with traders, quants, and engineers.

Developed core infrastructure.

Mentored new hires, working closely to familiarize them with codebase, review their changes and teach best C++11/14 practices.