Worked in the Sell-Side External Market Making team
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Captured trade allocation FIX messages using C++ and SQL, enhancing a trade debugger for 101 users and reducing troubleshooting from 20 hours to minutes.
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Handled discrepant FIX messages from international exchanges to capture post-trade messages by buffering and sequencing them based on available FIX tags.
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Implemented multi-threading with Boost job pools to avoid blocking main business logic and developed a thread-safe cache for pre-processing trades.
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Resolved race conditions in multi-process database operations by implementing atomic database transactions