Experience

ITG

• United States
• Financial Services
• 400 - 500 Employee

• Senior Software Engineer

  • Dec 2010 - Present



ESP Technologies

• Nashua, NH

• Senior Software Eng.

  • Jun 2002 - Dec 2010

  Worked on various applications, including: Designed and coded Clearvoyance - a clearing product that allowed Asset Managers to combine multiple orders into single order for the purpose of clearing to reduce the ticket charges associated with multiple executions Designed and coded a Dark Pool - A liquidity system for matching orders. System would internally match orders and route orders to ACT for reporting. It allowed queued orders to be exposed to other dark liquidity pools using FIX IOI messages. Designed and Coded the company's internal support website - used by techinical client support teams to to view and mange what was happening within our systems in real time. Designed and Coded intial version of company's Trading System - an order routing system for FIX messages to and from clients to execution destinations. Code would interpret between client FIX versions and destinations FIX versions. Show less



elephantX dot com

• Nashua,NH

• Directory Of Software Eng. (11/99 - 9/01)Senior Software Eng.(9/01 - 5/02)

  • Nov 1999 - May 2002

  Worked on various projects including: Managed a team of 5 engineers, including myself. Worked with CTO to develop companies strategic direction and then responsible for implementing it. Approved design specifications and managed timeline within the development group and worked with QA to make sure process moved smoothly through QA to production. Designed and implemented database architecture for Alternative Trading System Designed and coded a process for matching customer stock orders within the ATS, in real-time, based on a priority of best price, time received and volume Designed and coded a real-time process for routing traffic flows to and from the internal ATS and/or to DOT for execution. The process would look at the symbol and type of order as well as whether or not there was a possible internal match and if so would send the order to the internal system, if not would route it to DOT. Once the internal system either matched the order or cancelled it the process would then route the remaining shares to DOT. The process was built around the FIX protocol Designed and coded a process that created end of day reports for our clearing firm Bear Sterns. Created both BNS and BTS formatted reports Designed and coded a process that created end of day NASDAQ OATS reports. Designed and coded, along with another engineer, a real-time quote distribution system. This multi-threaded application would cache all internal orders and there current state and then allow other applications to connect to them and would distribute our quote stream to them Did a performance revision to our FIXEngine endpoint application. This software allowed traffic flow between our system and customers, using the FIX protocol, and the revision consisted of removing unnecessary object creations as well as reducing the number of database calls Show less