Software engineer developing and maintaining UBS' low-latency market data feed servers.

• C++-based feed server development featuring multithreaded architecture and concurrency support, including POSIX access control (mutexes, condition variables and signals) and lock-free programming algorithms.

• Extensive range of exchanges supported, including NYSE and NYSE AMEX, NASDAQ, Arca, CME, ICE, BATS and OPRA. Handled TCP/IP- and multicast-based proprietary exchange protocols, decoding messages and maintaining market state to support in-house client application access with low latency.

• Code analysis and optimization to improve performance and reduce resource utilization, lowering latency through implementation of lock-free algorithms and atomic/compare-and-swap data usage.

• Java feed server development, implementing feeds on UBS' fault tolerant multicast-based data framework.

• Created numerous tools and utilities to facilitate development and support: Unix command line-based feed dumping and stream analysis utilities, text and data analysis tools, support scripts.

Developed back-end and GUI applications for Bloomberg's FX Tradebook foreign exchange trading platform. C++-based (with some C and Java components) system runs on SunOS servers, providing traders with an FX marketplace supporting sophisticated algorithms for customized trading strategies.

Maintenance and enhancement of Schering-Plough's warehouse management and logistics system, responsible for inventory tracking, loading and shipment of Schering-Plough products nationwide.

• Migrated legacy C-based warehouse management system from DEC Alpha to HP-UX, including updating configuration and build system. Extended lifetime of the existing system until a suitable replacement could be identified and installed.

• Code maintenance and enhancement: Performed refactoring and re-engineering of legacy system, improving reliability and reducing code maintenance effort.

• Participated in analysis of pilot RFID tagging system for inventory tracking, focusing on data collection and storage, and development of integration applications to run on embedded Linux-based RFID readers.

• Organized a test lab to support development and research of technologies used within the logistics system. Contained a simulator for the high-rise crane system, RFID tag reader and support software, and a 10-node Gentoo Linux-based Beowulf cluster.