Jan 2023 – Jul 2023 · 6 mos · London, England, United Kingdom · On-site

Apr 2020 – Sep 2022 · 2 yrs 5 mos · London, England, United Kingdom

• Technology Lead for Maven graduate technology program
• ● Run numerous recruitment campaigns, including hosting an online interactive technology event.
• ● Developed C++ training content.
• ● Running training sessions throughout the program.
• ● Mentoring and development of graduates.
• Fulfilling hiring manager role for C++ across multiple teams & roles
• ● Core Systems Development team (London, Amsterdam, Chicago)
• ● Core Utilities lead role
• ● Digital Assets team C++ role
• ● Undertook temporary team lead responsibilities after the departure of the head of core systems.
• ● Supporting the onboarding of new joiners
• ● Building exchange connectivity components for in-house trading systems. Market data for Currenex, IDEM, CFE & CBOE exchanges.
• ● Developing a generic framework for market data, with customisation points to remove technical debt and shortens the development cycles of new exchanges.
• Leading a project to improve build infrastructure
• ● Code coverage support
• ● Reduce build time through the template instantiation profiling to address meta-programming-related build slowdowns
• ● Reduce binary size through binary profiling and build optimisations to reduce symbol size
• ● Investigate suitable replacement technologies for build infrastructure including Bazel vs CMake & Conan.
• Social media campaign for Technology
• ● Maven on C++20: https://www.mavensecurities.com/maven-on-c/
• ● How to get into Tech: https://www.mavensecurities.com/how-to-get-into-tech/
• ● Revisiting Interview Questions At Maven: https://www.mavensecurities.com/revisiting-interview-questions-at-maven/
• ● Initiated Maven's sponsorship of C++ on Sea, the largest C++ conferences in the UK: https://cpponsea.uk/news/maven-join-us-as-platinum-sponsor.html

Jun 2018 – Nov 2019 · 1 yr 5 mos · London, United Kingdom

• Citadel is a top tier hedge fund. The electronic trading team supports the Global Fixed Income and Macro funds. The team manages a trade execution platform, trade booking systems for OTC and listed products, and manages ancillary systems for trade compression, transaction cost analysis and trade compliance.
• ● Front line support of traders and trading operations, assisting resolution of live trade issues.
• ● Extending trading systems across global exchanges for new asset class futures; FX, Commodity, and Equity.
• ● Enhancing support for capturing trade economics of OTC and listed products in trade booking system.

May 2016 – Jun 2018 · 2 yrs 1 mo · London, United Kingdom

• Citigroup is a leading global bank. MQA is a division of the investment bank. My team is a high-performance computing team focusing on numerical algorithms.
• ● Produce optimised numerical library using Intel C++ compiler interfacing to NAG and Intel MKL libraries.
• ● Responsible for consultancy support and training in optimisation techniques including parallelism, vectorisation and cache usage.
• ● Consult on build system optimisation covering compile and link-time, and dependency management.

Oct 2014 – Present · 11 yrs 5 mos · Hybrid

• ISO/IEC JTC1/SC22/WG21 is the international standardization working group for the programming language C++.
• P3019R8: indirect and polymorphic: Vocabulary Types for Composite Class Design: https://isocpp.org/files/papers/P3019R8.html
• D3152R0: Add missing constructors and assignment for indirect and polymorphic: https://isocpp.org/files/papers/D3152R0.html
• P1950r2: indirect_value: A Free-Store-Allocated Value Type For C++: https://www.open-std.org/jtc1/sc22/wg21/docs/papers/2022/p1950r2.html
• P0201r6: polymorphic_value: A Polymorphic Value Type for C++: https://www.open-std.org/jtc1/sc22/wg21/docs/papers/2022/p0201r6.html

Oct 2014 – Present · 11 yrs 5 mos · London Area, United Kingdom

• Under the direction of IST/5, is responsible for the UK input to JTC 1/SC 22/WG 21 and the preparation, revision and amendment of British Standards for C++

Apr 2014 – Apr 2016 · 2 yrs · London, United Kingdom

• Barclays Capital is a top-tier investment bank. My team was responsible for modelling market risk and counterparty credit risk exposure for trading book assets.
• ● Developed greenfield cross-asset quantitative pricing library in conjunction with Intel, valuing a portfolio of trades concurrently by distributing trades across threads. Simultaneously distributed calculations of Monte Carlo paths per trade via vectorisation achieved using intrinsic instructions to access SSE and AVX instruction sets.
• ● The library was built in C++11/14, working across Intel and Microsoft C++ compilers. The thread distribution was controlled by OpenMP. Data sets were segregated across the CPU hierarchy to exploit NUMA.

Apr 2013 – May 2016 · 3 yrs 1 mo · London, United Kingdom

• Started my own company developing a portfolio of systematic trading algorithms using quantitative research for sports betting markets. Execution across betting exchanges to produce a 400% return over a two-year period.
• ● Python-based data processing pipeline, using Luigi, Scrapy and Selenium, driving a portfolio of screen scrapers to collect sports statistics and betting odds processed into a historical database.
• ● Developed a Python-based backtesting framework for testing trading strategies on historical data.
• ● Executed live trading strategies using in-game events to drive hedging strategies.

Apr 2012 – Apr 2014 · 2 yrs · London, United Kingdom

• My front-office exposure team modelled counterparty credit exposure for trading book assets. The metrics calculated drive credit approval, risk management processes and the official regulatory capital (RWA) calculation.
• ● Established the quantitative risk services platform providing fast delivery of trade and risk analytics via Python.
• ● Investigated integration of CUDA technology into the quantitative analytics library within a GPU working group.
• ● Implemented a historical and implied calibration, and simulation framework for Monte Carlo simulations.
• ● Developed a Monte Carlo simulation to generate data for testing with the data grid, enabling the quantitative analytics library to distribute calculations on nodes across the bank’s HPC grid and data grid.
• ● Operated pricing of marginal trades in the IT risk system, requiring specialist case handling to effectively calculate risk exposure on the available trade data. Modelled exotic trades via numerous simpler methods providing realistic exposure. Implemented cross-asset class trades for swaps and options, across rates, FX, equities and debt.

Apr 2010 – Apr 2012 · 2 yrs · London, England, United Kingdom

• The quantitative analytics group is the largest software team at Barclays Capital, producing a core software library utilised throughout the bank to solve pricing and risk issues.
• ● Specialised in runtime, compile time, and build time performance and optimisation strategies, testing framework and low-level debugging techniques.
• ● Refactored the core quantitative analytics library to move from a single-thread model to a multi-thread model.
• ● Developed the quantitative analytics department’s performance testing framework.
• ● Investigated memory usage for the quantitative analytics library, including examining the effect within a parent applications address space.

Jun 2008 – Apr 2010 · 1 yr 10 mos · London, United Kingdom

• MarkitSERV provides post-trade processing for OTC derivative transactions across all major asset classes.
• ● Implemented the commodities platform involving commodity swaps options and spreads products.
• ● Utilised Boost Python to build a Python wrapper around the in-house scripting language to develop tests to verify the business logic within Pythons’ unit test framework.
• ● Delivered enhancement to the equities platform in MarkitSERV.

Apr 2007 – Jun 2008 · 1 yr 2 mos · London, United Kingdom

• Ideaworks3D is a world-leading provider of a native C++ 3D mobile phone games middleware solutions and provides ports of the world’s biggest game franchises to mobile phones, for example, Capcom’s Resident Evil
• ● Developed core technologies for Airplay.
• ● Worked with numerous codebases from external clients, for example, Electronic Art and Eidos.
• ● Conducted work on the N-Gage port for Metal Gear Solid Mobile.

Jul 2005 – Mar 2007 · 1 yr 8 mos · Bath, United Kingdom

• Pivotal Games, an Eidos development studio, was responsible for the Conflict series on Xbox, Play Station 2, PC and Game Cube. The role focused on core technology and optimisation.
• ● Developed new technologies and tools in C++, including integrating SpeedTreeRT - an SDK for the generation of plants and foliage for 3D real-time environments - into the Pivotal game engine.
• ● Developed a terrain creation system, integrated with the in-house tools, asset pipeline and engine technology.

Nov 2004 – Jun 2005 · 7 mos · Sunderland, United Kingdom

• Caspian Learning is a leading e-learning company, pioneering the use of games and simulation technology in conjunction with psychological learning techniques to create learning applications.
• ● Developed 3D learning applications for use within UK schools and international corporate schemes.