SUMMARY:

• 20+ years experience designing, building and deploying low latency and real - time financial trading systems
• 20+ years experience designing, building, testing and deploying large scale distributed information systems using object oriented design (Use Case-UML)
• 20+ years experience C/C++ in Unix System V, Solaris, HP/UX, AIX, Digital Unix, Linux and Windows environments
• 10+ years experience with Java, EJB
• 15+ years experience high performance database design (in-memory, object, object-relational, and relational DB)
• 15+ years experience developing mission critical financial services back end and front end applications
• Extensive experience in high performance technical computing including zero-lock concurrent programming, perfect hashing, massive parallel processing, hierarchical memory optimization
• Extensive experience in low level systems programming, including UDP multicast, unicast, sockets, threads, and processes
• Compiler design (lex/yacc) including domain specific compiler back-ends and JITs
• Additional experience in embedded systems assembly programming and digital signal processing
• Math and statistics: Digital Signal Processing, PDEs, Regression, Statistical Optimization

TECHNICAL SKILLS:

Languages: C, C++, Java, assembler (x86, DEC Alpha, dsp56000)

Frameworks and Libraries: stl, boost, rogue wave, ACE (adaptive communications environment), CORBA, COM

Graphics Toolkits: wxWidgets, QT, open gl, radiance

Financial Protocols: FIX, FAST

Exchange Handlers: cts, cqs, utdf, uqdf, opra, nasdaq level II

Open Source Software: Ace Communications Library/TAO CORBA ORB

PROFESSIONAL EXPERIENCE:

Confidential

C++ Engineer

• Streaming Realtime Implied Volatilities
• Streaming Theoretical Values Based on Proprietary Vol Surface
• Design for Backtesting/Time Series Engine on OPRA Tick Data

Confidential

C++ Engineer

• Port Price Server to Solaris Studio 12.4 Compiler / C++ 11
• Performance Tune Price Server using Oracle Performance Analyzer
• Upgrade C++ Build Environment to github/gtest/doxygen
• Designed Straight Through Processing Module to Replace Database Stored Procedures

Confidential

C++ Engineer

• Develop CDS Deployable Margin Engine
• Port Engine CDS Algorithm Code from Java to C++
• Develop and Stress Test Web Interface using Apache Modules and Boost ASIO Web Clients
• Set Up Cross-Platform Build Environment Using Cmake
• Set up Cross-Platform Unit/Regression Test Platform using Gtest
• CDS Market Data and Risk Deserialization from JSON to Native C++

Confidential

C++ Engineer

• C++ 11 Video Buffer Design and Implementation
• C++ 11 Webrtc Connector Plugin for Internet Explorer, Chrome, Firefox Browsers
• C++ 11 VPX Video Encoder / Decoder Classes
• Hardware accelerated rendering with OpenGL/SDL
• C++ 11 Media Pipeline Implementation

Confidential

Cofounder

• Options Spread Trading Front End in Open GL / VTK
• 3D Risk Visualization
• Position Analysis
• Mobile Platform in Qt/QML
• Oculus Rift 3D Immersive Graphics

Confidential

C++ Engineer

• Regulation T Margin Engine with wxWidgets graphical user interface
• OCC / Portfolio Margin Engine
• Real-time quotes updates for margin requirements
• Support for multiple clearing firms (Goldman, Merrill, and Apex)
• Developed time-series object database for stocks, options and option spreads
• Includes theoretical value and implied value for all time series elements
• Multi-day tick consolidation and rollup
• Developed real-time option tape filter with custom filters for 40+ traders, covering 100% of all option trades executed on all exchanges

Confidential

Technical Consultant

• Code review and evaluation of high frequency equity + ETF trading platform
• Design requirements design for Qt administration GUI
• Design requirements design for ETF arbitrage strategy
• Hardware, network and collocation requirements analysis
• Celoxica FPGA API requirements

Confidential

C++ Engineer

• Developed and deployed real-time energy trading system, including all the municipal meters in the City of Toronto
• Developed price switching tariff matrix (grid-to-generator, generator-to-grid) with configurable tariff input
• Embedded systems integration with distributed smart meters into trading engine
• Distributed web viewer and controller for all active devices

Confidential

Java Engineer

• Designed and developed distributed Real Estate Investment Trust Management System using XML/EJB
• Re-factored and replaced existing system (turnaround) on tight deadline
• Replaced static property and contractor descriptors with dynamic XML parser
• Principal investors in the Fund included Former Treasury Secretary Robert Rubin and Warren Buffett

Confidential

Architect

• Lead architect for continuous, real-time position risk analysis system
• Use Case Design (UML)
• System is still in use at present date

Confidential

Architect

• UML Architect for NXTraxx/Eurex Clearing System
• Designed administrative/fault tolerant subsystems
• Designed multi-currency clearing mechanism

Confidential

C++ Engineer

• Designed and coded real-time data warehouse/library server for 69 billion dollar investment portfolio covering 39 different asset classes
• Technical representative on Investment Management Committee