Built high-performance loosely-coupled distributed systems on a 7-engineer team. Developed server-side components connecting sell-side banks to their clients.
- Lead technical direction for a 3 developer initiative to consolidate two major families of components across asset classes. Implemented required changes for unified quoting libraries.
- Designed and built a randomized test client for venue connectors over the FIX protocol. Load tests and performs state explorations of server-side components. These explorations can either follow a naive uniform distribution, or modeled by an NFA with user-defined state graphs and probabilities.
- Designed and implemented a time-series analysis component monitoring system and business health. Computes configurable sliding-window measurements on arbitrary data. A single instance handles up to 100K incoming events/sec.