John Auld Email & Phone Number

California, United States

California, United States

Conceived and developed a proprietary application services framework in C++17, synthesizing over 20 years' experience in financial systems design and development. The platform, designed to serve as the basis for sophisticated transaction systems, enables run-time discovery and loading of modules written in C/C++, Java, JavaScript and Python, and provides these modules with a broad and deep collection of services, including a full messaging suite supporting both publish/subscribe and request/response messaging models, between threads and local or remote processes.

Early member of development team that created Serve, an autonomous sidewalk delivery robot named one of Time magazine’s “Best Inventions of 2019”. • Developed a novel bandwidth-adaptive compression algorithm for lidar data. • Developed a safety framework to override autonomous and manual commands based on sensor data, and proximity detection modules using lidar and sonar data. • Developed device firmware for the Cortex M4 running FreeRTOS, including a UART Driver and a GPS driver including NMEA parsing and hardware clock disciplining. • Designed and implemented a service discovery protocol, server and C++ client APIs.

New York, Ny, Us

Collaborated with Electronic Trade Order Management System (ETOMS) team on a greenfield project to create an automated quoting and order routing system for fixed income and FX cash and derivatives. These components formed the core of a new, high-growth line of business.◦ Designed and implemented a test harness for the Quoting Engine to emulate the front-end GUI, providing scripting capability using a custom domain-specific language.◦ Re-engineered the database components for performance, scalability and maintainability.◦ Built a variety of infrastructure components, including an API to interface legacy Bloomberg infrastructure to the new components; a proxy server co-located with the exchange feed; and a heartbeat system to allow the components to monitor each other’s status.

New York, Ny, Us

Engaged by Architecture and Development team to design and build solutions for the high-profile merger of Merrill Lynch into Bank of America.◦ Rapidly developed numerous feeds to meet aggressive timelines for risk management and regulatory compliance. ◦ Created a low-latency trade message prioritizer in Java/Spring using XPath, JEval and MQ Series. Improved trade service levels by re-arranging the trade queue according to user-defined rulesets.◦ Developed a system for reconciling risk-transfer deals for liquidity aggregator positions, enabling traders to deal on best available prices while managing risk.◦ Reduced client’s integration costs by creating a plug-in data extraction architecture, enabling support staff to create data extracts without coding.◦ Achieved or exceeded all business goals and timelines for integration of the two businesses, providing a seamless transition to internal and external customers.

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Drove the evolution of Sierra, the company’s flagship product supporting 24-hour, high-volume global trading and risk management for capital markets including FX and FX Options, Fixed Income, and Interest Rate Derivatives. Created numerous technical and functional innovations to grow the product from a niche FX Options system to a massively scalable, multi-asset class, front-to-back STP system.Responsible for overall architecture of performance-critical system components, specializing in the real-time messaging engine at the core of the system, handling tens of thousands of messages per second.

Charlotte, Nc, Us

Selected to lead six-person Sierra Architecture and Development team in high-profile engagement to implement mission-critical real-time trade interfaces. These interfaces process full global FX deal flow between Sierra and the client’s pricing, execution, prime brokerage and settlement systems. Achieved high level of customer satisfaction by delivering high-performance solution on time and within budget. Created XML schema that has become a standard across several financial institutions.

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Created a new integration technology, branded SierraLink, which packages interface functionality into reusable modules, decreasing typical implementation costs by 50%, while reducing project risk and generating steady, growing, repeating revenue through license and maintenance fees.

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Provided advanced-level technical support for investment banking clients across Europe, including collaborating with FX options traders and quants at Deutsche Bank, as well as major engagements with other clients including Credit Suisse, ABN Amro, and Nordbanken. Evaluated business systems and workflows and designed/implemented software solutions that delivered productivity improvements.

Frankfurt Am Main, Hessen, De

Provided advanced-level technical support for investment banking clients across Europe, including collaborating with FX options traders and quants at Deutsche Bank, as well as major engagements with other clients including Credit Suisse, ABN Amro, and Nordbanken. Evaluated business systems and workflows and designed/implemented software solutions that delivered productivity improvements.

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Co-designed and implemented the successful rewrite of the ticker plant for Munifacts, the industry-leading real-time news and quote data feed for Fixed Income traders. Designed and built the core libraries and component interfaces using TCP/IP (TLI/sockets), IPC (shared memory, semaphores and message queues), and an internally written user-space threads package.

Developed trading and risk management system specializing in FX Options and various interest rate derivatives. Designed the real-time position-keeping functionality and supervised the development of the front office components. Ported the system from 16-bit DOS to 32-bit extended DOS, and to Unix.