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.
VP Execution Advisory Services — Citigroup, Mount Pleasant, SC
- 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
- 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
- Software architecture
- Data analysis
- Data visualization
- HFT algorithmic trading
- Business collaborator
- Client advisement
- Business requirements gathering
- Series 7
- Series 63
- University of Illinois at Urbana-Champaign
- B.S. in Mathematics and Computer Science
Highlighted Independent Projects
- Python networked spam-signature detection system, adopted by a commercial enterprise
- rsync wrapper for pushing incremental backup snapshots
- Python GnuPGInterface
- Python interface to GnuPG
- Python/C system to pre-load Python code and have it generally accessible from Linux command-line calls.
- Python program to generate reports on the OpenPGP signatures an email address uses. Designed to practically complement the web of trust.
- 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.
Discovered and disclosed a system security hole in Unix systems that use S/Key and sudo to BugTraq, an industry-respected security mailing list.