| | | 20,000+ Fresh Resumes Monthly | |
|
|
| | Related Resumes Python, C/C++, R, SQL, Pyspark, MySQL, Tableau, Power BI Chicago, IL Python Data North Chicago, IL Software Engineer Python Developer Plainfield, IL AWS, Python, C/C++, JavaScript Hoffman Estates, IL Python Developer Web Application Elk Grove Village, IL Python, R, SQL, PowerBi, Tableau, ML, AWS, Axure, Excel, PowerPo Chicago, IL SQL, Microsoft Excel, Power Bi, Data Analytics, Python Chicago, IL |
|
Click here or scroll down to respond to this candidateCandidate's Name
EMAIL AVAILABLEStreet Address N. Brainard St.Naperville, IL Street Address
PHONE NUMBER AVAILABLEObjectiveA developer position using and expanding upon my skills and experience building sophisticated, high-performance trading systems in C++ and Python. ExperienceAlbatross Labs Chicago, IL. Feb 2022 - Jun 2023Single-handedly designed, built and ran a complete market-making system for quoting the option chain and RFQs (including spreads) at Bybit, Paradigm and Powertrade crypto exchanges. The system included exchange connectivity, price feeds, pricing algorithms, quoting logic, all GUIs, and automated operations management via Slack. The whole system ran on AWS EC2 and included automated testing using Pytest, environment setup via Poetry, concurrency using asyncio, and containerization using Docker. Technologies: Python, EC2, crypto, exchange price feed and order protocols, Poetry, Docker, Pandas/numpy/scipy/matplotlib/jupyter, attrs, asyncio. Allston Trading Chicago, IL. Oct 2019 - Dec 2021C++ low-latency price feed, gateway, and trading infrastructure development for prop trading in futures. Examples: built a new ICE feed including matching engine simulation and implemented major version upgrade for Eurex exchange gateway adapter. Designed and built a trading strategy integration test harness in C++/Python around the core C++ components to eliminate regressions.Technologies: C++/17, Python, exchange price feed and order protocols. Chicago Trading Company Chicago, IL. July 2015 - Sep 2019 C++ low-latency exchange gateway development for primary market making in equity options. Built and maintained new CBOE/BZX, existing PHLX, Eurex, and FIX protocol adapters. Designed and built a python integration test harness around the C++ components. Technologies: C++/14, Python, exchange protocols.Bank of America Chicago, IL. Jan 2015 - Jun 2015Python development for back-end trade confirmations engine. Technologies: Python, Quartz, Object DB, Map/Reduce/Grid Computing. Charles Schwab/OptionsXpress Chicago, IL. Oct. 2014 - Dec 2015 C++ development and support for an order routing system. Built an integration-test harness in python, including SQL database abstraction/mocking and registry abstraction/mocking for a completely isolated test environment of the routing system. Built a CI system running on Jenkins, including automatic install/configuration of 3rd party components and python/virtualenv. Debug and optimize critical path code.Technologies: C++, Python, Jenkins, FIX.BOS Group/MW Capital Chicago, IL. Jul. 2012 - Sep. 2014 Designing and building out a prop trading system using C++/Python/Erlang/Riak. Design goals: high uptime, fault tolerance, hot code upgrades, service redundancy, location transparency, scalability, zero configuration. Built an order router and trade blotter with real time greeks and PNL, spread entry screen, several external price feeds and OMS interfaces. Built out a complete Jenkins CI implementation using python to build and test. Build a virtual data center in AWS.Technologies: C++, Python, CentOS/Ubuntu, Win8, TCP-IP, Erlang, Riak, Git, Jenkins, AmazonAWS, Vagrant/Docker, FIX.SourceTrade Hinsdale, IL. Jan. 2011 Jul. 2012Built a browser-based algorithmic trade execution front-end application allowing traders to design and maintain algorithms with intuitive graphical diagrams. Developed a complete puppet manifest for all of the machines required to run the application network. Technologies: Python, Javascript, ExtJs, WSGI, Google Docs integration, Puppet, RHEL admin, Kerberos, Git, Svn, Scons, Jenkins.Goldman Sachs/AMM Chicago, IL. Nov. 2007 Nov. 2010 Developer and Lead Trading Desk Strategist. Development, support, maintenance, and trade management of Index Options market-making (SP500) desk at the CBOE. Developed and maintained several new and existing real-time front-end and back-end applications and protocols. Primary Technology interface for upstairs trade desk and floor traders. Technologies: Visual C++ 8.0/MFC, Cross-platform Win/Linux C++, Qt 4.0, STL, Boost, CVS. Base-2 Capital Evanston, IL. Jan. 2005 Sep. 2007 Application Developer. Developed a front-end application for proprietary automated stock market-making. Application used VC 8.0, MFC, STL, boost, Stingray Objective Grid. Developed a dual-platform (win/linux) back-end database access library with a STL-style interface for ODBC.Technologies: Visual C++ 8.0/MFC, Cross-platform Win/Linux C++, ODBC, STL, Boost, SVN Goldman Sachs/Hull Trading Company Chicago, IL. Nov. 2000 Dec. 2004 Senior Programmer. Lead developer/architect for a front-end trading application for market-making and auto-quoting used at all major options exchanges by a large options specialist/market-making firm.Technologies: VC 6.0, MFC, STL, TCP-IP, Stingray Objective Grid, Cross-platform Win/Linux C++.EducationB.S.E.E., Northern Illinois University DeKalb, IL. Aug. 1989 - Dec. 1994 Northern Illinois University Honors Fellow Scholarship Award. Graduation with full University Honors. GPA 3.4/4.0.Degree Emphasis: DSP and GUI programming. |
