New York, New York, United States
Rates/Credit QR
Options Market Making
• Enforced Non-Compete Period
• Built a Python API used by ETF traders to query net positions of their baskets in real time • Worked on post trade analysis tools that provide insights into fill rates and trade latencies etc. • Added WebSocket functionality to a core production system used widely within the firm for executing streaming SQL queries
• Core member of the Broker Connectivity team, developing software solutions for nearly 6 months • Developed mission critical systems for compliance to deal with new MiFiD II regulations • Built reporting tools for sending alerts regarding execution mismatches in production • Implemented multi-bus support for Citadel’s core FIX engine (C++) • Worked on a Kdb Bridge application to persist execution data from the FIX engine into Kdb+