East Stroudsburg University of Pennsylvania

Principal Software Development Engineer, Core Trading Team

Order Processor -  This order processing system consists for two applications which processes incoming orders ( market, stops, limits, market of touch).   These orders can contain  whole share or notational amounts.    Notational orders are routed to the Fractional Trade Processor( Fracker ).    The Fracker manages inventory, fills fractional orders, and goes to the street as necessary for inventory.   I have taken complete responsibility for these applications, addressed performance issues, and defining what the next steps are.   I have recently added code to support GTC orders, Mutual Funds, Fracker Inventory Management, and have increased order processing performance by more than an order of magnitude.Technologies:  Java 8, ActiveMQ(JMS), DbDynamo, Threads, Low Latency Notification Server -  This server application is used to distribute system events such as order fills, position updates, corporate actions to our larger partners as they occur in near real-time so they can manage their internal systems without the need to poll our system for updates.   It support SQS, web hooks, and email notifications.   My role on this new project was architecture, design, and implementation of the multi-threaded processing engine and the SQS implementation.Technologies:  Java 8, SQS, ActiveMQ(JMS), DbDynamo Stop Order Manager -  This server application is used to manage stop and market of touch orders.   A stop order is an order to buy or sell a stock once the price of the stock reaches a specified price.  Dependency injection was used to facilitate the creation of automated tests.  This server manages in a concurrent manner incoming market data, new users, new accounts, new stop orders, and submitted order responses.   It also manages local caches which are updated via JMS.  I worked on this new development project alone and was responsible for architecture, design, and implementation.Technologies:  Java 8, ActiveMQ(JMS), DbDynamo, Caching, Google Protocol Buffers

DriveWealth

Feed Handler - This server application is used to obtain streaming equity market data from Barcharts, aggregate the BATS and NBBO market data, and distribute the market data to clients.    Clients connect to the FeedHandler and subscribe to the equity data they are interested in.     The data transmission protocol uses Google Protocol Buffers to serialize/deserialize/version the messages between the Feed Handler and the clients.   Finally, a market data simulator and a Thread/Memory Monitor was built.   I worked on this new development project alone and was responsible for architecture, design, and implementation.Technologies:  Java, Sockets. NIO, Non-blocking IO, Caching, Google Protocol Buffers,  Barchart Equity API, Activ Market Data API, Reuters Market Data APIFeed Engine - This server application is used to obtain market data from various Feed Handlers and other market data sources and aggregate/distribute the market data to clients via JMS and sockets.   I worked on this new development project alone and was responsible for architecture, design, and  implementation.Technologies:  Java, Sockets. NIO, ActiveMQ(JMS), Google Protocol Buffers, DOMOther Projects/Applications - Evaluation of Amazon DAX, Reuters TKRD, Referral Server, Jedis/Redis caching solution, Report Server, REST API, Payment integration: BitCoin, China Union Pay, Evo, SafetyPay, Payjo

Senior Developer/Architect at Drivewealth

REST API – REST Services were created to implement an API for internal applications and client interactions.   The Charting Service interacts with Reuters TKRD to obtain charting data and distribute it to clients.  An intelligent cache was implemented with Redis( Elasti-cache ) so that requests to the api were only made when data is not in the charting cache.  The Fundamental Service was implemented to interact with Reuters TKRD to obtain Fundamental data and distribute it to clients.   The Quote Service was implemented to distribute market data ( NBBO and BATS ) to clients upon request.  The Document Service allows users or back office personnel to access and upload documentation ( Picture ID, Proof of Address, Risk Assessment, etc ) to our AWS S3 repository.   An access scheme was developed to provide temporary urls when those documents needed to be retrieved.    I created an implementation of Elastic-search full text indexing to facilitate the lookup of user related information. I also implemented a custom idempotency solution using JMS and DbDynamo which deals with identical posts across multiple REST servers.   I worked on the above REST Services alone and was responsible for architecture, design, and  implementation.    Other – I created a custom dependency injection mechanism to facilitate automatic tests with JUnit.    It consisted of an interface definition which at its simplest level contained methods which represented externals inputs to the application ( JMS messages, Database Interactions, Files etc ).   Classes were implemented with the interface to run the actual application and to create test classes which would inject test data.  This framework was used for most of our server side applications.  Also, I implemented a mechanism to log JVM internals ( thread info, deadlock detection, garbage collection summary data, heap memory usage) on a periodic basis.

Software Development Consultant

Dovetail Payment System -   This project involves supporting an existing payment application, fixing bugs, and adding additional functionality as needed.  Technologies used: Java,  XML, Xpath, Weblogic

Dovetail

Senior Developer

Project Infinity  (Proof of Concept) - This project was a broad effort to replace large parts of the existing trading related applications.    My work on this project was to create a proof of concept to establish the feasibility of replacing the existing third party communications package (LCDS) which is used for Global Access project.    This work included creating a server application which would manage all client socket connections and an implementation of Google Protocol Buffers for the communication protocol.  A suite of test applications were created to demonstrate the scalability and potential performance gains of this proof of concept.   I have worked on this project alone.  I have been responsible for all work on the project including initial conception, design, and application development. Technologies used: Java, Concurrent,  Sockets, Threads, Non-blocking IO, Google Protocol Buffers		Global Access  -  This application serves as a web enabled access point to the ICAP Trading System.  It allows one to trade, view positions, submit various type of orders, interact with those orders, and many  other features.  It is composed of two primary components. One of these is a User Interface which is written in Flex/Actionscript.   The other is a server side component written in Java, which interacts with the User Interface and an API to interact directly with the trading system.   I worked on the server side component of Global Access and implemented new features such as new order types and updating the credit service.    I also worked on addressing performance issues pertaining to memory leaks, garbage collection, deadlocks, and thread leaks. 	 	Technologies used: Java,  Concurrent, Tomcat, Threads, ICAP Trading API, Eclipse Memory Analyzer, Lockness Thread Analyzer, IBM GC Analyzer

ICAP

Java Consultant

Whisperer API  -  This project consists of 5 distinct API's.  These are the Enhanced Market Data API, Trading API, Query Manager API, Report Order API, and Report Market Data API. Each of these API's consist of two layers which are a message layer and a object layer.  Clients can choose either layer for their implementation of the API.    The primary goal of each of these API's is to facilitate the interactions with the Whisperer product in submitting actions and obtaining asynchronous events.   Each of these API's interact with the Whisperer application via a socket.   Some of these API's are client oriented and others are server oriented.  Latency was a very important part of this project.  I have worked on this project alone.  I have been responsible for all work on the project including initial conception, design, and application development.   Technologies used: Java, Sockets,  NIO, Threads		Whisperer Simulator  -  This application served as a test harness for the initial development of the various Whisperer API's.   It also allowed clients to start writing to the various Whisperer API's while Whisperer was in development.   From the Whisperer API perspective it appears the same as the actual Whisperer application.   It also implemented a crude simulation of an exchange and supported random automatic generation of order related events such as Trade Captures and Order Executions.  I have worked on this project alone.  I have been responsible for all work on the project including initial conception, design, and application development.   Technologies used: Java, Sockets, Threads, JDBC, MYSQL

MarketFactory

Senior Java Consultant

Virtual Education Academy -  This application provides an educational environment for kids who are unable to attend school normally.    It allows teachers to create learning content, curriculum, assessments, monitor student progress, and communicate with students via integrated email and chat.   Students are able, at a glance, to view learning content, complete assessments, and interact with their teachers.  My work on the project has included initial conception, design, and application development.   Technologies used: C#, <a href="http://ASP.NET">ASP.NET</a>, Stored Procs,  Threads, Sockets, and Microsoft Index Server.		RightCourse  - RightCourse allows users to create multimedia trainings which run within a browser.  It allows users to select desired multimedia content and integrate the content into logical templates.  My work on the project has been in design and application development.   Technologies used:  C#, Windows Forms, ActiveX, Actionscript, and Flash.

Right Reason Technologies

Senior Software Developer

Trading Application -  (TradeSmart) This application allows institutional investors to trade most financial instruments to all exchanges and ECNs.    Essentially, it allows one to trade any financial instrument with any exchange from a single GUI.   There is a server side layer that manages the connectivity to the various exchanges.   My work on the project has been in providing additional functionality such as level two pricing and dealer functionality.   Technologies used: Java, Swing UI Components, Threads, and  JBuilder.

TradingScreen

Foreign Exchange Client Trading Application -  (FX Trading Applet) This application runs as a Swing applet within a browser to facilitate the real-time trading  of currencies, manage positions, place orders, view news, charting, and research for clients throughout the world.   This applet also supports most of the major languages and locales.   It also supports automatic reconnection that in many scenarios is transparent to the client.  The user interface is fully configurable.  Technologies used: Java, Swing UI Components, Threads, Java Plugin, and  JBuilder.		Margin Trader API (MTAPI)  This API was written to provide a single way to interact with our trading server software.   It is used by the trading applet (see above), third parties who wish to trade with Gain directly from their own servers without using the trading applet, and other utility applications.    The interaction with the trading server software is done via direct socket connections and sending/receiving serialized objects to/from backend servlets.   Technologies used: Java, Sockets, Threads, and  Serialized Objects.		TextEngine is a multi-threaded server application that obtains news, commentary, economic calendar, and ticker data from a variety of sources and distributes this data to socket and servlet based clients.    Technologies used: Java, Sockets, Servlets,  JDBC, Threads, XML(SAX) and  Serialized Objects.

Gain Capital

User Administration Utility -  This utility is responsible for maintaining user, role, and capability information for the eServiceSuite product.   It implements a simple 3-tier architecture with a GUI, server, and database component.   The GUI component is written in Java using the Swing toolkit.  The server component is also written in Java and runs within the JRun  environment.  It also supports the reuse of the OS login within the application so a user does not need an additional login.  Technologies used:  Java, Swing, Servlets,  MS SQL Server,and  JRun.

ServiceWare

Software Consultant

Global Routing Utility -  This system loads stock trades and prices from trading systems based in London, Tokyo, and throughout Latin America to central stock trade processing systems in New York.  Role on this project was to implement the interface (ftp and socket) between the remote trading systems, update a persistent data store, and forward the trade information to the central trading system via MQSeries.   Also wrote an application in Swing to monitor the complete process.  The technology used to implement this was UNIX, C, Java, JFC(Swing), JNI, Sybase, and MQSERIES.  	 	Fax Utility - This tool allows users to view a listing of  Faxed Trade Confirmations by various filtering criteria and allow a user to view the actual Fax.   This tool is written in Java, utilizes the Swing toolkit, and runs on both NT and UNIX workstations.		Electronic Trade Confirmation Utility – This utility provides a Web-based interface to existing Trade Processing systems and allows users to view and resend trade confirmations.    This utility also provided a web interface to trade data that resides on a legacy mainframe system.  The technology to implement this utility includes Java, Java servlets, JavaScript, HTML, and the Java Web Server.

Merrill Lynch

Responsible for the design, development, and implementation of Client/Server Applications for the Comptroller’s Department.  Also responsible for supervision and development of a staff  (6 people).

Prudential Insurance

Manager

Statistics Project – On this project served as an Application Architect and a programmer/analyst.  This project involves the processing of statistical data that gets printed in section 3 of the Wall Street Journal.  Used Sybase, Unix/C, IPC, X-Windows, RPC, and Visual C++.  This project  ran on a Sparc 20 with twenty PCs running Windows 3.11 as clients.		Advertising Layout System (ALS) – This project involved adding the capability to layout color ads in the Wall Street Journal.   My responsibilities included application development with C/Sunview.

Dow Jones

Consultant

Process Control Application – This application involved coordinating the asynchronous interaction between a mechanical sorter and our application software.  This application made extensive use of UNIX/C, C-ISAM, and IPC (shared memory and semaphores).   I also worked on various applications that were used to control the low level operations of a parcel manifesting system.