• Part of team designing a new ultra low-latency trading platform with objective to replace systems from different assets (Equities, FX, Futures, Options) with a unified code base. Quality of code is promoted through code reviews, unit testing, and continuous integration.

• Contributed in different areas of the project from early design discussions, common library coding, to external team integration.

• Designed and implemented platform logic for application recovery and redundancy from shared memory messages.

• Designed and implemented FIX client order-entry gateways, drop copies, and exchange gateways. Latencies were dropped from 100 microsecs to 50 microsecs per round-trip message, while providing persistence and redundancy.

• Performed various micro-benchmarks and code profiling using valgrind/vtune.

• Hired primarily for long-term project of building from ground up an in-house trading system and algorithmic execution platform to replace existing system. Implemented using newest C++11 standard. Designed and implemented lock-free concurrent queues (spsc, mpsc, mpmc), Event Loop, content-based distributed Publisher/Subscriber, communication transport layers (tcp, unix, posix message queues, shared memory), cash bond FIX gateways, market data feed handlers interfacing with kdb+ for futures markets.

• Implemented speed up of simulated clock for historical execution simulations with accurate results, and provided trading desk a faster turnaround in generating client TCAs.

• Reviewed existing pub/sub implementation and fixed several critical bugs and latency issues. These changes improved the throughput of pub/sub thus reducing conflation of market data, and prevented unexpected suspension of market data delivery to trading system that impacted fulfillment of client orders.

• Developed and maintained C++/Perl/MySql based trading platform. Responsible for core back-end technology development, including analysis, design, coding, and testing for high volume electronic trading.

• Provided leadership and mentoring to team of 12 engineers in different geographical locations. Kept staff costs to minimum by expanding hands-on knowledge and efficiency.

• Leading role in the development and enhancement of proprietary risk, positions, and execution order management system with support for multi-assets and multi-strategies.

• Reduced by more than 50% end-to-end trading latencies pertaining to market data, algorithms, and execution/exchange connectivity.

• Contributed to a smooth day-to-day operation of over one billion dollar in daily trading activity in global markets and various asset types. Equity markets included all developed countries as well as emerging markets such as Brazil, Mexico, South Africa, Israel, Czech, Hungary, Turkey, Korea, Hong Kong, Taiwan, Singapore; Up to 30 different FX currency pairs in spot and forwards; Up to 30 various future products in major global exchanges.

• Designed analytical application that measured various metrics of the merchant phone verification process. Written in Java/Perl and interfaced with Oracle database.