Frank Tobin

  • Senior Software Engineer
  • Equities Market Micro-Structure Expert
  • Data Analyst

ftobin@neverending.org

Summary

Senior Software Engineer, Equities Market Microstructure Expert, Data Analyst

I am pursuing a career in software engineering, and am particularly able to leverage extensive experience in equities trading, as well as strong data analytics experience. I am a problem solver, able to utilize technical skills to advise and solve the needs of business with technology in any industry.

As the lead engineer on many projects, I’ve worked with various aspects of business and technology, from idea-generation, architecture, and implementation, to regulatory adherence and infrastructure testing, all with the goal of making systems more profitable, scalable, and reliable. I also have strong data analytics skills, performing research and designing visualizations of complex datasets to communicate data effectively.

I have developed extensively in Linux-based systems, architecting and implementing in Python, C, and C++, R, shell, and KDB/Q, among others.

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

Professional Experience

Execution Advisory Services, Citigroup, Charleston, SC (2016-present)

Analyzed client equity orders sent to Citi, presented-to and guided clients into more efficient executions, while adapting to their particular benchmark needs. Performed ad-hoc research for clients for any questions they had about market analytics and their interactions.

  • primary architect and engineer of the reporting platform the research team uses, built in R, KDB/Q, and Python
  • the primary creator of new visualizations of complex datasets
  • developed both client and internal-facing presentations of research and analytics

Senior Software Engineer at Automated Trading Desk, Charleston, SC (2003-2016)

Architected and implemented the equities market-making strategies and trading infrastructure, working in a mix of Python, C, C++, and Perl.

  • co-authored ATD’s initial market-leading client order-handling strategies
  • performed all aspects of the development cycle on most projects, including idea generation, architecture, implementation, testing, release, operations, and maintenance
  • determined solutions for the needs of diverse teams, such as traders, compliance, trading services, technology, and outside contractors
  • responsible for numerous design and performance improvements to trading systems, particularly inter-strategy logic, increasing profitability and trading volumes
  • senior code reviewer for all levels of business trading strategies, providing feedback on business logic and code quality, while also consistently mentoring junior developers
  • responsible for developing business requirements for ATD’s transition to a new order management system, while designing for running multiple independent code bases on separate infrastructure systems simultaneously
  • designed a next-generation system for an intra-company profit-and-loss allocation

Technical Skills

I consider myself to be an expert in Python, R, shell, Perl, data visualizations, and general Linux-based development. Proficient in C, C++, and KDB/Q.

Independent Projects

Lead or co-developer of over a dozen Open Source and Free Software programs and utilities which cover a variety of topics. Programs are mainly developed in high-level languages such as Python or Perl, and run under Linux environments. Some projects, including Pyzor, GnuPG::Interface, and pgpenvelope, have been adopted by commercial enterprises or have a substantial user base.

Pyzor
Python networked spam-signature detection system.
GnuPG::Interface
Perl module interface to GnuPG available on CPAN
ReadyExec
Python/C system to pre-load Python code and have it generally accessible from Linux command-line calls.
pgpenvelope
Perl interface between the Pine/Alpine mail user agent and GnuPG an encryption program
anonvelope
Perl program to provide anonymous-remailing functionality to Pine
Python GnuPGInterface
Python interface to GnuPG
Pythius
Python toolkit for assessing the quality of Python code through code metrics. Responsible for Aspect-Oriented Programming functionality.
keystory
Python program to generate reports on the OpenPGP signatures an email address uses. Designed to practically complement the web of trust.
paraget
Perl program to provide getting multiple sections of a file in parallel from several FTP mirror sites, thereby maxing out the client’s bandwidth, not the server’s.
salias
Tool to provide general command-line argument aliasing. Implemented in each of C, Python and Perl.
MyRSS
Simple standalone Python RSS feed gather. Writes out RSS items for users in XHTML.
mboxiter
Simple C program to iteratively feed each RFC 822 message in a standard unix mbox to the standard input of a specified program.
Python xmlprinter
Simple Python module to help write out XML documents.
nodupmail
Perl procmail program to help users from receiving duplicate mails, using a variety of matching techniques

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.

Education

University of Illinois at Urbana-Champaign

B.S. in Mathematics and Computer Science