Part of the Market Data Core Team that is responsible for the design, development, and maintenance of both the trading stack client-side library as well as several applications that are primarily based on market data and sometimes based on order entry.
The projects I worked on involved
* Understanding and working with software layer interfaces provided by low-latency network cards, namely Mellanox and Solarflare.
* Augmenting existing shared memory solutions with sniffer links.
* Optimizing performance through the inspection of the generated code.
* Designing, developing and maintaining application layer protocol(s) between the clients and the Market Data Services.
* Exporting the client-side C++ library APIs to Python.
* Fixing interesting functional and performance bugs.
Additionally took part in the Hiring process that primarily involved designing interview questions, screening resumes, and identifying candidates relevant for the roles available through a flexible interview process.
