David Muzzall, Ph.D. Email & Phone Number

Highland Park, Il, Us

Chicago, Il, Us

Development at Nico Trading for CME Globex order router protocol change from iLink2 (FIX) to iLink3 (binary). Designed the solution from OnixS ILink3 order rounter engine, conversion of messages and callbacks from native C++ to. Net, and integration into Nico’s .Net code base and trading platforms. CME certification was completed for iLink3 requirements; testing was done using cert environment and mock trading sessions.Languages: C++, C#Technologies: Visual Studio, Microsoft SVN Server, 29West/Informatica, OnixS

Chicago, Illinois, Us

Developed algorithms for the company’s proprietary trading platform. Worked with traders to determine market edge, developed new and improved existing futures strategies. Algorithms were coded in C++ with comprehensive unit tests and documentation. Tick data analysis and simulation replays were implemented to determine optimal performance during trade reviews and provided platform and trader support for 35+ traders.Languages: C++, Python, PyQt, RTechnologies: CentOS, Mongo, Cassandra, Google Test, CME Trading Compliance certifications

Chicago, Illinois, Us

Sole developer of a high-frequency trading platform, designed to replace the functionality of Trading Technologies ADL platform with faster quote and order execution speeds. Written directly to the CME’s iLink order router and MDP3 price feed utilizing OnixS, the platform shows significant speed improvements over TT’s Algo trading platform, while maintaining the flexibility of order entry, algo attachment, modification, and risk management. Languages: C++, Qt, MySQL, RTechnologies: OnixS, CME MDP3, and iLink, CME Trading Certification

Seattle, Wa, Us

I provided back-testing and risk analysis in preparation for the ETF launch of the Milliman Managed Risk Strategy. My responsibilities included adapting Milliman's managed volatility and capital protection strategies to a proprietary grid computing system, testing the strategies across a broad range of future economic scenarios using stochastic simulations, and providing results for presentations to several of Milliman's high-profile clients. The ETF was successfully launched in 2017 under symbol TRNSMRG.Languages: C#, C++, R, VBA, Matlab, PowerBITechnologies: C-Squared grid computing, CLEAR modeling, Microsoft .Net

Worked closely with company owner and head traders to develop trading strategy applications. Developed profitable trading strategies in high frequency and lower frequency algorithmic trades. Created and distributed front-end GUI applications for traders within the firm as well as back-end strategy creation and trade research. Managed the firm's programmers in projects as well as overseeing 3rd party consultants used in high-frequency trading. Found creative solutions to many technical issues, often drawing on a synergy of platforms and applications. Languages: C++, Qt/C++ (GUI, MapReduce, networking), R, VBA, MySQLTechnologies: Trading Technologies API, Bloomberg API, Edge Technologies and HFT APIs

Doctor Of Philosophy - Phd, Physics And Mathematics

Bachelor Of Arts - Ba, Physics And Mathematics