David McKenna

Software Engineer

New York, New York, United States11 yrs 6 mos experience

Highly Stable

Key Highlights

Expert in low latency trading infrastructure.
Proficient in optimizing system performance.
Strong collaboration with risk-taking teams.

Stackforce AI infers this person is a Fintech expert specializing in low latency trading systems and algorithmic trading.

Contact

Skills

Core Skills

Algorithmic TradingC++Market Making

Other Skills

BashControl SystemsData AnalyticsDistributed SystemsElectronic TradingEquitiesForeign Exchange (FX) TradingFuturesLatency ReductionLinuxLow Latency TradingMarket MicrostructureNetwork DesignNetwork ProgrammingOptions

About

Senior engineer specializing in low latency trading infrastructure in a variety of asset classes and market structures. Proficient in optimizing system performance and collaborating with risk-taking teams to drive business growth.

Experience

Citadel

Software Engineer

Jul 2023 – Present · 2 yrs 8 mos · New York, New York, United States · On-site

Fixed Income and Macro - algo/execution/e-trading engineering

Algorithmic TradingC++LinuxElectronic Trading

Cutler group, llc

Software Engineer

Sep 2016 – Jul 2023 · 6 yrs 10 mos · San Francisco, California

Equity options market maker.
Led development of C++ quoting system, generating continuous two-sided quotes streamed directly to 15 US options exchanges.
Re-architected order entry and quote management process, enhancing micro-placement strategies utilizing cache-efficient pre-computations and smart prioritization under bandwidth limitations.
Focused on control systems to ensure stable quoting behavior, latency reduction to single-digit microseconds tick-to-trade, and data analytics for profitable quoting strategies.
Enhanced signals to provide tighter, larger size quotes, using modern data-driven methodologies.
Optimized performance on server-grade x86, focusing on cache utilization and efficient memory design.
Contributed to diverse system functionalities, spanning market data, messaging, order entry processes, and FPGA interface.
Collaborated closely with traders, quants, and engineers.

C++Market MakingData AnalyticsControl SystemsLatency Reduction

Five rings capital, llc

Software Developer

Jul 2014 – Jun 2016 · 1 yr 11 mos · New York, New York

Developed core infrastructure.
Mentored new hires, working closely to familiarize them with codebase, review their changes and teach best C++11/14 practices.

C++