Christopher Rodier Email & Phone Number

Harrison, Ny, Us

Seattle, Wa, Us

https://www.rodier.co/2023/01/01/thread-Dumps.htmlhttps://github.com/crodier/packet-router

New York, Us

- Launch of ExodusPoint, capital management, fixed income software development. Design and build of a complex React / Java / Python full-stack hedge fund reporting and operating platform, from scratch, for the largest hedge fund launch in history. - Extensive Front Arena integration, followed by pricing, along with real-time risk. - Lead for Dev-Ops process, software release process, testing, architecture, messaging, HA/DR, DBA, Unix senior admin, and major Java, Python and C++ development.- Expert and replacement of FIS "FrontArena" for back-office hedge fund with scalable HTML 5.0 and microservices based system.- Expert usage of Druid to build a real-time financial dashboard. Including re-writing the Druid protobuf ingestion for a custom 3x speedup. As well as custom aggregator extensions, for financial reporting. And one critical bug fix to Druid compression: https://github.com/apache/druid/issues/7932

Us

Lead software engineer, owner of firmwide risk and reporting platform used to run the majority of the asset pool at Elliott. Re-write from scratch, and replacement, of substantial portions of the Elliott software stack including position keeping (accounting), security service. Overhaul of the PnL system, software testing and release process.

Consultant at a Top Tier, massively multi-asset, multi-strategy hedge fund. Responsible for rapid development and project delivery in a complex and challenging front office environment, spanning multiple stacks and working across those stacks.Most recently, Python quant dev work for the volatilty quant desk. We added risk reversals, binaries, spreads and most structures to an existing vol surface generation and querying system, hands on from design to delivery, with coordination to the quant desk on market conventions, day counts, include and exclude for FX premium, holiday calendars and every last detail to produce inferred volatility markets given the available vol market data. Also designed, delivered, an alpha generation platform with a backtester and detla hedging, for investigation of vol alpha signals, using the platform.Prior to python vol, was a deep dive and stand up of a Kafka cluster, including debugging a major race condition in the C++ client involving the kinit process, for the default C++ client (notes on GitHub)https://github.com/edenhill/librdkafka/issues/635Prior to Kafka, I was part of a two person, six month team where we built from scratch, the low latency trading EMS platform, from GUI and message API design, to colo, and back, with 10us microsecond latency. The initial launch was 12 weeks, followed by two years of expansion of the platform.Consulting projects:- ownership of HTML5 project delivery, management, and hands on coding of high performance server (ExtJS, AngularJS, Dart, Swing, Java, JSON, HTML5, jquery)- low latency FIX connectivity to banks for Options, Futures, FX, Equities (C++, FIX, Onix)- back office booking (Java, Spring, QuickFix, Cameron)Risk:- VaR data warehousing with Active Pivot for real time Excel analysis- Valuation of IR Swaps, Bonds, FX Forwards in Open Gamma- Integration of Open Gamma to replace FinCad- Real time risk, P&L development and support- Market data feed development

New York City, New York, Us

OMS, FIX messaging and GUI development for major in house C# (w /WinForms), OMS system used to trade listed equity options, stocks, and ETFs including ETF basket trading and programs. Launch of European Trading desk, addition of Bond trading and ETFs of Bonds to the platform. Also including options greeks, P&L and real time risk as part of the OMS platform. Technology operational responsibility, running of a few of the largest street wide market making business, including listed options, ETFs, structured products, and convertible bonds.

Zurich, Ch

Structured equity products, senior developer. Support of the global structured products business in front office. Project responsibilities including gathering requirements from the trading team to hands on coding, QA of deliverables, managing project timelines and teams.

Greenwich, Connecticut, Us

Quantitative hedge fund macro investing using multi-factor modeling.Activities including: - Credit Default Swap (CDS) trading GUI spec, implementation for trading team (Swing) - C# real time yield curve analysis GUI and server from spec to delivery with 3 member C# off-shore engagement (C# GUI off-shored and managed, coded Java server) - New development of C++ modeling software - Portfolio optimization system enhancements - Real time P&L and analytics system development - Reuters based pricing server development - Trader spreadsheet development in VB / Excel

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POINT developer, reporting and analytics development for client and internal fixed income analysis platform.- Java development of fixed income P&L reporting system- Interest rate swap pricing system development using XML, JMS, Tibco, XPath- Reporting system development using Spring- Cruise control, configuration management and build master for large development team. ANT build process implementation and ownership, release management.

Mclean, Va, Us

Architecture and financial developer for E-trade like online brokerage.- Java development best practices implementation with ANT- JGraph portfolio performance website development- Trade capture and reporting

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Project lead for high performance and optimized Weblogic J2EE based e-commerce website. Traffic up to millions of hits a day and thousands of transactions per hour. EJB, JMS, performance tuning development.

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Java and J2EE development for external clients. EJB, JMS development and Weblogic.

App and web developer using Microsoft COM+