Frank Tobin

ftobin@neverending.org

Principal Software Engineer

  • Proven software engineer
  • Extensive Linux development experience
  • Strong data analytical skills
  • Vast algorithmic equities trading industry knowledge
  • Proficient business and client communication skills

I prefer opportunities that allow me to remain in the Charleston, SC area. I have proven experience working with remote colleagues and clients.

Experience

VP Execution Advisory Services — Citigroup, Mount Pleasant, SC
2016-2019

  • Lead architect of the analytics platform the research team uses, built in R, Python, and KDB/Q
  • Spearheaded new visualizations of complex datasets
  • Quantitatively analyzed client equity orders’ performance
  • Advised clients towards more efficient trade executions
  • Investigated and explained ad-hoc markets analytics research to clients

Principal Software Engineer — Automated Trading Desk, Mount Pleasant, SC
2003-2016

  • Co-authored market-leading client-order algorithmic strategies
  • Lead architect and implementer of market-making strategies and trading infrastructure, developed in a variety of languages
  • Responsible for all aspects of the development cycle of projects: idea generation, architecture, implementation, testing, release, operations, and maintenance
  • Developed solutions for diverse business teams: traders, compliance, trading services, and outside contractors
  • Increased profitability and trading volumes through numerous design and performance improvements
  • Reviewed all levels of code check-ins
  • Mentored junior developers
  • Gathered and developed business requirements for transitioning to a new order management system
  • Designed a next-generation system for internal P&L allocation

Independent Open Source Work

  • Developed over a dozen open source programs and utilities designed for Linux environments
  • Pyzor, an anti-spam tool, was adopted by a commercial enterprise
  • Other projects have been incorporated into various Linux distributions’ packaging systems

Technical Skills

  • Software architecture
  • Python
  • Linux
  • R
  • SQL
  • C/C++
  • KDB/Q
  • Perl

Business Skills

  • Data analysis
  • Data visualization
  • HFT algorithmic trading
  • Business collaborator
  • Client advisement
  • Business requirements gathering

Licenses

  • Series 7
  • Series 63

Education

University of Illinois at Urbana-Champaign
B.S. in Mathematics and Computer Science

Highlighted Independent Projects

Pyzor
Python networked spam-signature detection system, adopted by a commercial enterprise
rsnappush
rsync wrapper for pushing incremental backup snapshots
Python GnuPGInterface
Python interface to GnuPG
ReadyExec
Python/C system to pre-load Python code and have it generally accessible from Linux command-line calls.
keystory
Python program to generate reports on the OpenPGP signatures an email address uses. Designed to practically complement the web of trust.
Pythius
Python toolkit for assessing the quality of Python code through code metrics. Responsible for Aspect-Oriented Programming functionality.
Python xmlprinter
Simple Python module to help write out XML documents.

Also

Discovered and disclosed a system security hole in Unix systems that use S/Key and sudo to BugTraq, an industry-respected security mailing list.