Chatham, England, United Kingdom
• Software engineer/architect specializing in real time data feeds, exchange execution feeds, high speed messaging middleware and infrastructure development within the high frequency low latency trading arena. • Able to architect and implement solutions within tight timescales, working individually or as part of a team. • Excellent communication skills. • Projects can be realized in Linux/C++, right down to assembler residing on intelligent adapters communicating directly with the hardware components.
Designing and implementing a very low latency trading infrastructure from the BIOS upwards handing off direct market data feeds from CBOE and CME to shared memory ring buffers for strategies to process and trade on.
Design & Implementation of client facing FIX gateways for order execution. Ultra low latency collocated FX feed handlers for market data. Crypto exchange market data feed handlers. Implement generic execution routing to/from 4OTC gateway offering. Design, Implement, Support a global market data dissemination network in AWS, first in TCP then UDP.
Designed / implemented a high performance Market Data, Execution, Trade and ancillary information Gateway to provide simplified connectivity to the Power.Trade crypto exchange. Client connectivity is provided by REST and Web Sockets API's.
Part of a team that designed/implemented a new high speed low latency exchange. Involved in all aspects of the technical design of the matching engine, market data, market execution, network topology and hardware/software selection. The system is written in C++ under Linux and is highly multithread and optimised for performance. Designed/implemented a very low latency Total Order Multicast Sequencer system to provide a reliable and recoverable real time trading event stream. TOM protocols are a central feature of high availability and reliable/recoverable systems. The software was designed to work with Solarflare NIC’s utilising their proprietary low latency multicast interface. Created a ultra low latency process logger for use with the above projects.
Provide ongoing technical expertise on systems I previous created in Abu Dhabi as well as design/implement a Linux based low latency Smart FX Hedger to improve our own book P&L. Additionally I designed/implemented market data and execution handlers for MT4/MT5 running under Windows 10. I was also involved day to day in diagnosing various system issues concerning market data, execution systems, and troubleshooting any aspect of latency wherever it might occur such as network, or server hardware/software setup, or multithreaded software design issues.