Participated in all phases of implementation and maintenance of the ultra-low latency Smart Order Router (SOR), that was designed to find and process liquidity from multiple venues

• Designed, developed and tested new features and improvements in collaboration with trading teams.

• Provided technical assistance for requirements gathering, application development, testing and maintenance functions.

• Suggested development and improvement techniques for trading infrastructure systems.

• Improved system durability by adding new automated tests that helped detecting flaws in the code early and prevented them from being promoted to production.

UCDP development team member, participating in the original design and subsequent development of the strategic platform for collecting and distributing Reuters and third party news. Content is presented in Reuters Strategic Format (NewsMLG2), providing rich text content and metadata enrichment. Data was distributed to all consumers of News content, including ThomsonOne, Eikon, NewsRoom (Westlaw), Reuters Editorial speed tools.

Specific responsibilities:.

• Wrote process for metadata enrichment integrating results from Calais entity extraction (CSE)

• Incorporated deduplication keys for fast detection of duplicate stories coming from multiple sources

• Created a shared library for DACS locks permission updates, loaded dynamically by consumer processes when permissions changed.

• Coordinated entitlement's updates for UCDP's Feed migrations, requiring close collaboration with product project managers and clients to clarify their requirements.

• Created DevOps Python scripts to track changes between old and new environments

• Created code generator that converted BA provided pseudocode into C++ to implement complex user entitlement logic.

• Web UI development using PHP and JavaScript. Developed page to allows users to add/remove processes on UCDP hosts, modify existing processes defaults and save the changes to DB

Implemented and maintained Reuters Integrated Data Network (IDN) to Thomson Data Network (TDN) converter (Solaris based) that received high volume Reuters market data and converted the format and transformed the data model to be ingested by Thomson One workstation components and other legacy Thomson Financial clients.

Participated in Collection Head End (CHE) Line Handler and QA tools development (Windows Server 2010 based) for Level 1 Elektron venues.

Specific responsibilities included:

• Developed feed handlers, based on exchange specifications, that implement business rules for regional data segment like Japan (Tokyo and Osaka exchanges), Australian, and multiple European exchanges

• Developed processes to parse and map IDN data.

• Developed delay tracking library, that identified delays in incoming exchange messages, considering configurable market peaks and quiet times.

• Participated in design and development of symbol manager and message distributor processes, which are responsible for translating Reuters Instrument Code (RIC) into ThomsonOne symbol

• Performed process profiling and addressed inefficiencies found in order to overcome existing capacity limitations of GTP components in preparation for OPRA and SIAC sourcing.

• Developed “codec” for a parsing/replaying utility for Bolsas y Mercados Españoles (BME) messages in CEF data format, based on a nested file-folder concept.

Design, development and maintenance of the Global Ticker Plant, that provides real-time financial market data from exchanges all over the world. (Solaris based)

Specific responsibilities included:

• Developed parsers that receive raw data from various global financial markets through TCP/IP or UDP and parses it into ILX fields for further processing. Processes took care of synchronization and failover which is especially important for non-reliable UDP market data feeds.

• Participated in base class design and developed server processes that apply business logic to the output created by parsers and transmit data using TCP protocol to funnel processes.

• Created code for the dynamic loading of shared libraries on Unix (using dlopen) – used to load on-demand market data processing modules.