Global Networking - B4 WAN SDN

SDE II - Prime Video

• Performed statistical studies on market data using R to identify historical trends, characterize special situations, and discover tradable signals• Built a data streaming and aggregation service that calculates and maintains order book status and other stateful derived metrics on futures from exchange data feeds• Used producer-consumer design pattern to separate data ingestion from data aggregation and database I/O, allowing for scalability

• Performed exploratory analysis on equities order flow data between Citadel and other institutional market makers over a one year period• Identified potential time-of-day inefficiencies in the application of a long term alpha signal• Designed and implemented a highly extensible message processing pipeline in C++ that centralizes the monitoring of different trading subsystems

• Designed and implemented an alert monitoring daemon that applies dynamically user-defined LUA check-functions against time series data• Wrote a cluster integrity verification tool that simulates expected behavior of distributed database operations on a user-defined cluster architecture