• Extensive work with high frequency trading engines and high volume, low latency market data processing
• Extensive use of boost, stl, C++11, C++, Python, llvm/g++/Clang on linux.
• Implemented/certified/supported order execution gateways and market data feeds for most major exchanges including BATS, CME, ICE, CFE, OSE and several others (equities, futures, and FX)
• Allow me to repeat that: OSE.
• Implemented & supported several market data feeds including BATS, Nasdaq, CME, ICE, OSE, EBS, CQS/CTS, UQDF/UTDF and others.
• Implemented FIX, FIX/Fast, CMI, ITCH, OUCH and other protocols.
• Implemented and supported historical data in HDF5 format
• Extensive work with Endace, SolarFlare and Myricom cards, SolarCapture Api, Onload and Onload zerocopy API.
• Designed and implemented system to capture options market data feed (disruptor pattern and so on...)
• Day to day management and usage of Amazon EC2 instances
• Day to day management and usage of MySQL, SVN and MongoDB
• Django, Dijit, Dojo, PyCharm, WebStorm
• 1 year working in Erlang
• Familiar with .NET GUI Windows Forms. I didn’t code in it day to day but our GUI is implemented in .NET. We use SyncFusion controls. Slight familiarity with WPF.
• Familiar with Enterprise Architect for modeling