Founded Agalmic Ventures to provide consulting services to financial and fintech firms, bridging the gap between business and technology to drive value. Notable work includes:* Designed and implemented complete end-to-end trading platform and research system for major bank trading desk.* Created equities analytics system for major institutional asset manager (>$50B AUM), including ETL to merge and scrub data from multiple providers.* Implemented scalable, cloud-based quantitative research system for HFT firm including simulator, markout analysis system, and many value-add features such as front month resolution, holidays, and economic events.* Developed systems for 12Sided Technology’s 40Gbps+ network capture appliance (C).* Advised many clients on market structure, especially microstructure, and its shifts due to technological and regulatory changes.

Designed and implemented a ultra-low latency framework for trading futures (C++). Built all but connectivity from scratch including books, logging, risk & compliance controls, and strategy logic.Developed a corresponding analytics stack: custom simulated matching engine with tunable fill models, central database for metadata and historical data (both exchange data and internal data like order actions), convenient web front end with aggregation/filtering and visualization tools, automated reporting and alerts.

Developed low latency infrastructure and high frequency trading strategies for a variety of products across several exchanges. Worked at all layers of the stack, from low level infrastructure like gateways and price feeds, to middleware abstractions of trading, to directly working on trading strategies themselves.

Designed and implemented a multicast reliability layer; worked on other infrastructure projects and tools.

Internship

Worked with Ann Catlin as a research assistant on a database project for the Navy.