Office 365 -- Exchange Server

As lead developer on front-office AlgoTrading team, developed and maintained market data feed handlers (C++, Windows). Designed object model for, and implemented Security Master Instrument library (C#, .NET), to be used by trader-written applications. Designed and wrote trader-facing app (C#, .NET) for dividend maintenance; Refactored for maintainability and performance (C#, .NET), and partially rewritten, a large in-house automated-trading application platform. Maintained and added features to Excel plugin libraries for market data (C++, Windows).As project manager, drove integration project merging 3rd party technologies (Apama, QUIK) into complete FX trading platform, from inception to completion. Created multiple project initiation documentation sets for budget review committee. Managed complex, high-risk, live FIX router (FIXEdge) upgrade, optimized FIX order and execution flows between exchanges and traders.Technologies: C++ (Windows), C#/.NET, FIX.

Co-created new Volant's high-frequency options market making system, from design tocoding in C++ to adding new features on requests of traders and quants: implemented itscentral component, the Quoter; also delivered features and bugfixes for its feed handlers,quote management system, and TV generation components. Regularly and extensively profiled the performance for new market making system as itwas built up, isolating latencies, CPU time sinks, and memory issues. Either fixed theperformance issues immediately or followed up with code owners to see them to resolution. Rewritten old feed handlers in legacy takeout system for better performance andcompliance with changing exchange APIs. Technologies: C++, Linux, 29West LBM, ZeroC ICE

In C++, developed, co-owned, and maintained a cross-platform, distributed in-houseCDO/CMO/ABS cashflows forecasting application. Written client-side Perl modules andscripts for its use by the trading desk. Quickly implemented new features and bugfixes asrequested by traders. Technologies: C++, Excel, Perl, Intex CMO pricing libraries Analyzed the architecture and performance of software owned by my team; suggested andimplemented changes. Using Intel VTune and Rational Quantify analysis tools ran profilingand identified performance bottlenecks. Redesigned and rewrote the computing grid-facingcommunication component, which resulted in major speedup of the application. Technologies: C++, XML, SOAP, Intel VTune, Rational Quantify

Wrote (C#) components of Exchange Server 2007: MEX event engine, EdgeSync replication, Mail Filtering updates automation and AsyncDns resolver for anti-spam component. Led development team to ship the US DOD Defense Messaging System 3.1 (Exchange Server team's deliverable to US government): designed features, negotiated functionality levels with Army representatives, coordinated developer load, daily triaged bugs, drove QA effort to ensure coverage and code quality. Conducted videotaped workshops for Exchange support engineering force on mailflow issues troubleshooting. Mentored junior and peer software design engineers, supervised a summer intern. Designed and coded (C++) features and fixes for all of Transport components of Exchange Server 2003, Exchange Server 2000, and respective service packs. Served as a liaison between Transport team and internal Microsoft email customers -- Exchange and MSIT Dogfood teams, ensuring corporate mailflow snags get immediate in-depth investigation and handoff. Owned all communication between Transport development team and key corporate and government customers such as Shell, Cisco, Motorola, and US Department of Defense. Met customers and support engineers to drive the adoption of Exchange 2000 and 2003. Provided emergency hotfixes for security exploits within hours from discovery. Designed, implemented (C++, COM), and co-owned Routing component of Exchange Server Transport that ensured automatic reconfiguration of mail delivery paths in cases of connectivity faults. Linked Routing to SMTP and Exchange transport to create sophisticated, tunable, reliable, and high performance topology data replication system. Co-wrote (C++) SMTP client and server for Windows 2000 OS.Technologies: C++, C#/.NET, Windows.