PROFESSIONAL EXPERIENCE
Alpha Theory provides SaaS which optimizes position sizing. As member of Executive
Committee, work on all aspects of company development, strategy and growth. Modernized technical
infrastructure, increased performance (both runtime and development time), and increased customer
engagement. Highlights include:
- Opening top end of market by upgrading Alpha Theory’s security posture. Resulted in adding
(to date) 4 of the top 15 hedge funds as clients, including funds which had previously
declined based on security concerns.
- Decreasing client-affecting critical release bugs by 80% by instituting, managing SDLC
(agile/spiral hybrid). Continuously refining lifecycle based on post-release reviews.
- Pitching, driving redesign of application UI, resulting in 20% increase in sales
conversions. Led hiring, domain-specific training for UX/UI designer; setting criteria for,
supervising choice of new front-end stack to support designs, and reduce future development
time. (Angular2, Typescript)
- Designing, implementing low-latency technology stack for Java microservices, increasing
performance by 10x for first service (Security Master) to use, and reducing maintenance
costs. Stack being used for construction of backend services powering public API and Excel
add-in. (Spring Boot, Aeron Messaging, Kryo, Disruptor, CQEngine, Hibernate/Ebeans/JDBC,
Jackson)
Worked for Fixed Income Market and Reference Data Technology. Projects
included:
- Designed, implemented low-latency server for real time and end of day pricing to provide
company-wide normalized real time pricing for corporate, government and mortgage bonds,
futures, options, rates, FX spots and forwards. Aggregated feeds from Bloomberg,
Reuters, QuoteVision, various brokers. Quotes and end of day prices cleaned via
end-user-modifiable rules. Full tick capture, and statistical historical reporting used
by Middle office to refine pricing policies, (Java, Streambase, Solace TibRV)
- Developed data warehouse for use in trading models, including end of day pricing values,
calendars, auction results. (MS SQL Server)
- Developed multithreaded UI allowing Middle Office to validate, clean and sign off on
real time and end of day pricing, see historical intraday pricing (C#, Windows.Forms,
Solace TibRV)
- Developed standalone data loaders administrable through REST/JSON. (C#, Spring.NET)
- Evaluated vendor applications for enterprise wide security master, in partnership with
Chief Architect.
Worked on server components of Bond, CDX/CDS offerings, inquiries management
trading systems written in Java using SOA principles connected by Tibco EMS, using Oracle for
persistence. Designed build and deployment process from scratch for a multi-process loosely
coupled application, using Ant, Ivy, JUnit with a CruiseControl CI server.
Created and implemented technology vision for multi-billion-dollar hedge fund.
Managed group of 10 developers and QA. Responsible for all application development, including
home grown Algo Trading, OMS, Trade Accounting, Risk Management systems. Worked with Risk and
Portfolio Managers, Quants, Back Office Management to determine requirements for project and
enterprise architecture. Mentored developers and Quants. Worked hands on in every aspect of
development from requirements writing through maintenance. Significant projects included:
- Defined full SDLC. Instituted version control, build management tools, QA processes and
standards. Moved department, applications from cut'n'paste reuse to construction of
common components, reducing time, risk for multiple kinds of changes.
- Created toolset broadly applicable to multiple strategies, lowering development
time/cost. Toolset included Risk Management system, portfolio management and monitoring.
Evangelized tools within companies, searching out opportunities for reuse, common
components.
- Slashed development time by 50% by creating Portal development framework using C#
WinForms, Spring.NET. Used for trading model development and visualization by quants;
all risk management development. The Portal provided consistent, easily understood
structure, allowing developers to be used interchangeably and reducing time to learn
existing applications. Framework used by quants and other non-IT developers. 1/3 of the
total code in the company ran in the Portal (everything but the OMS, accounting, and
company wide P&L)
- Wrote trading algorithm, integrated with OMS. Algorithm provided access to additional
liquidity pools and reduced trading costs by 90% compared to previous execution methods.
Algorithm, front end originally developed for single strategy; was requested by traders
within all other strategies within two weeks of initial rollout.
- Designed, personally implemented POC of CEP based P&L engine; also allowed ad hoc
query and aggregation. Calculated company-wide P&L at tax lot level (65,000 tax
lots) in < 3/10 second. Required interfacing with OMS, IDC, Bloomberg, Trade
Accounting Systems to get trades, prices, convert to tax lots, calculate P&L.
- Wrote ADO.NET replacement that increased performance by 10x. Included same functionality
as ADO.NET (joins, views) but based on strongly typed object model, allowed partial
recalculations of aggregates based on changes and incorporated multithreading for
receiving changes from price feeds, message queues.
As Co-Founder of Opus360, a publicly held professional services automation SaaS
company, participated in all aspects of business, from inception to IPO, including: writing
business plan, defining targeted market spaces, hiring senior management, defining product
lines, performing competitive analysis, designing, implementing deploying products. Personally
created, evangelized strategic technology vision, led technical sales, defined product
strategies.
- Evangelized technical, business vision within the development group, resulting in
consistency of understanding that investors felt was unparalleled in their other
start-ups
- Built tight knit 30 person engineering department from scratch. Attracted high quality
people with low turnover rate during period of aggressive job hopping. Trained, mentored
architects, developers, UI designers.
- Created product architecture using MVC, Command patterns long before they became
standards in web architecture.
- Designed, prototyped, implemented architectures for three core products, allowing rapid
expansion of development team by minimizing learning curve.
- Defined SDLC, development methodologies which allowed department to scale rapidly with
low barrier to entry for new employees.
- Defined process, executed technical due diligence, selection for partners, technology
providers (Ariba, BEA, Oracle, PeopleSciences) including build versus buy criteria.
- IPO at $77 million valuation 2 years after company start.
Hired by high growth network consulting company to create an intranet
application to optimize hiring, staffing, project management, and billing, with an eye to
spinning off as a separate company. Led team of internal and overseas developers, wrote
requirements, technical specifications, end user documentation, designed and implemented most
critical portions of product personally.
As Director of Programming for startup web design company was responsible for
all technology related activities within company, including response to RFCs, project
estimation, budgeting, implementation. Project highlights included: online surplus auction
application for the State of Connecticut; Vice Presidential Debate site in partnership with
RealNetworks, Times Mirror, WTIC; created variety of publication systems.
TECHNOLOGY PROFICIENCIES
Languages: C#, Java, Javascript, VB 6, VB.NET, ActionScript, Flex, Esper EPL, XML, XSL, XSD,
RDF, HTML, CSS, SQL, T-SQL
Servers: J2EE / JEE (JSP, Servlets, EJB, JMS), JBoss, Weblogic, SonicMQ, Aeron Messaging,
Fiorano ESB, Tomcat, ColdFusion, ASP, DTS, SSIS, SSRS
Databases: Microsoft SQL Server; Oracle; Vertica
CEP: Esper; Streambase, Aleri
Tools: Git, Subversion, CVS, Visual SourceSafe, Perforce, Confluence, Jira, OnTime, Rational
Rose, UML, ER/Win
Build Tools: NUnit, JUnit, NAnt, Ant, Ivy, Maven
Algorithmic Trading/FIX Platforms: FlexTrade, Inforeach, Cameron
IDEs: Visual Studio, Eclipse, IntelliJ IDEA, JBuilder
Components/Frameworks: Spring, Spring.NET, Cairngorm, Hibernate, NHibernate, Devexpress, Chart
FX, Vintela SSO for Java, SmartClient, Angular JS, HighCharts, Selenium, Gauge