Experience

TransMarket Group

• United States
• Capital Markets
• 1 - 100 Employee

• Quantitative Developer

  • 2010 - Present

  I currently develop applications to support our click and automated trading activities. These applications include working on multicast price servers, real-time pnl systems, and back office tools for accounting, traders and management. Applications are developed using C++, C#, STL, and boost. These applications are deployed in windows and/or Linux. Develop custom trading applications for the Orc trading platform and developed custom pricing application for various option trading strategies that would continue to price in real time to allow the trader to price standard and custom strategies to floor brokers. Show less



Morningstar

• United States
• Financial Services
• 700 & Above Employee

• Senior Software Developer

  • 2006 - 2009

  Developer for the Morningstar Direct product. Developer for the Morningstar Direct product.



EFS

• France
• Government Administration
• 700 & Above Employee

• Developer

  • 2003 - 2006

  My primary focus was developing solutions for exchange connectivity and various applications required to support our proprietary trading. During my tenure I wrote and worked on quote servers, order routers, and trade handling applications. I have worked on various exchanges including BOX, ISE, LSE, Eurex, and CME. These applications were developed on the UNIX Solaris platform in C/C++. The applications ran on both Solaris systems and RedHat Linux systems. The exchanges used TCP and UDP as the transport layer for various types of data and I had to optimize these applications to gain an edge to compete with other market makers. Show less



Goldman Sachs

• United States
• Financial Services
• 700 & Above Employee

• Senior Software Developer

  • Jan 2000 - Mar 2003

  Server side programming of a proprietary engine that is used calculate the theoretical values and portfolio risk using current market conditions or varying the inputs to simulate possible market scenarios. This engine was primarily used for the risk management team to watch positions of our clearing member’s accounts in real time in order to proactively manage our risk. Server side programming of a proprietary engine that is used calculate the theoretical values and portfolio risk using current market conditions or varying the inputs to simulate possible market scenarios. This engine was primarily used for the risk management team to watch positions of our clearing member’s accounts in real time in order to proactively manage our risk.



UBS

• Switzerland
• Financial Services
• 700 & Above Employee

• Senior Software Developer

  • 1997 - 2000

  Design and implement various solutions for propriety trading systems. Projects included straight through trading applications, which use FIX protocol to communicate with customers via TCP/IP and spool into our internal risk systems via a proprietary trade and positioning system, TPOS. I also worked on projects to integrate data from other customer proprietary systems into our risk management systems. Design and implement various solutions for propriety trading systems. Projects included straight through trading applications, which use FIX protocol to communicate with customers via TCP/IP and spool into our internal risk systems via a proprietary trade and positioning system, TPOS. I also worked on projects to integrate data from other customer proprietary systems into our risk management systems.



Motorola Mobility (a Lenovo Company)

• United States
• Computers and Electronics Manufacturing
• 700 & Above Employee

• Software Developer

  • 1988 - 1994