May 2022 – May 2023 · 1 yr · Chicago, Illinois, United States

Feb 2020 – May 2022 · 2 yrs 3 mos · Chicago, Illinois, United States

• Worked closely with hardware engineers and traders to develop software controllers for FPGA driven liquidity removal solutions on the US equity options desk
• Designed and implemented low-latency trading engine systems using Java/C++ for use on OCC participant exchanges
• Streamlined and automated processes in collaboration with trading systems engineers, resulting in quicker deployment of features to production by reducing lead time for testing from days to hours through targeted configurations in exchange test environments

Nov 2018 – Feb 2020 · 1 yr 3 mos

• Developed a C++11/14 compatible version and authored most unit tests for Autodiff, an automatic differentiation library, which was subsequently included in the C++ Boost.Math project
• Expanded the test coverage for Meta, a popular open-source template metaprogramming library, popularly known to be a dependency of the Ranges-V3 and cmcstl2 libraries

Mar 2015 – Nov 2018 · 3 yrs 8 mos

• Drove code development, research, monetization of statistical models, and analysis of market making strategies in futures and cash bond markets
• Developed multiple simulation frameworks to prototype and validate strategy ideas
• Created post-trade analytical tools to guide strategy improvements
• Coauthored market analysis tools for conducting statistical research on and estimating market opportunities in both equities and non-equities markets
• Wrote a C++ metaprogramming framework which reduced compilation times by 40%, thereby reducing lag between idea and implementation
• Supported a market data statistics package for production use in equities, futures, and cash bonds

Jun 2011 – Dec 2014 · 3 yrs 6 mos · Greater Chicago Area

• Led code development, research, monetization, and analysis efforts for market making strategies in equity index, fixed income futures, spot FX, and energy spreads markets
• Led a team effort to achieve a tick-to-trade time of under 10μs on two trading platforms

Sep 2009 – Jun 2011 · 1 yr 9 mos · San Francisco Bay Area

• Conducted research, development, and management of a market making strategy for US energy TAS futures
• Designed and operated an automated hybrid strategy for Nikkei futures across multiple exchanges

Jul 2005 – Aug 2009 · 4 yrs 1 mo · Greater Chicago Area

• Executed and iterated on both market making and correlated spread strategies for futures in European, US, foreign exchange, and STIR markets, by leveraging trading algorithms and by developing analysis tools

Jun 2004 – Aug 2004 · 2 mos · Greater Chicago Area

• As an intern, I traded euribor (LIBOR on the euro) futures contracts in outright, calender spread, and butterfly spread positions, depending on market volatility.

Aug 2003 – May 2005 · 1 yr 9 mos · Greater Bloomington, Illinois Area

• Research assistant for Professor Charles Trzcinka

Sep 2002 – Aug 2003 · 11 mos · Greater Bloomington, Illinois Area

• I taught algebra (one of many instructors) to mainly freshmen, precalculus (to all levels), and then taught students in the Groups program for underprepared incoming freshmen.

Aug 2001 – May 2005 · 3 yrs 9 mos · Greater Bloomington, Illinois Area

• Taught and coordinated introductory (for credit) Brazilian Jiu Jitsu courses

Aug 2000 – May 2002 · 1 yr 9 mos · Greater Bloomington, Illinois Area

• Taught laboratory sessions for introductory computing classes

Jun 1998 – Aug 1998 · 2 mos · Greater Fort Wayne

• I made massive changes to their technology infrastructure.