Jonathan Leaver Email and Phone Number

Currently cultivating a team of talented software engineers and computer scientists to solve exciting problems in algorithmic pricing and optimization. Our scope is omni-channel, encompassing 1P and 3P e-commerce, Walmart Stores, and Sam's Club.

Invested 4 years, alongside an amazing team, to develop a fully-distributed product matching engine, with multiple types of taxonomy, using event sourcing and lambda architecture. Entire 3rd party catalogs merge and flow to site in real-time to support sophisticated baskets, pricing, and discovery via composite offer sources.• Containerized the entire environment. System-wide integration tests execute within a single machine and provide immediate feedback to the team. Defined images for each dependency, including Azure Storage, Cosmos DB, Consul, EventStore, Kafka, Zookeeper, Redis, MS SQL Server, and F# microservices.• Encouraged review processes to share both techniques and expertise around highly specialized areas of the system, while also improving overall code quality.• Managed risks to successfully launch sophisticated machine learning models for product matching.• Reduced overall system cost while simultaneously increasing performance and quality of service, by applying a measurement-driven approach.• Empowered team members to be engaged during on-call rotations, including the review of outgoing changes and artifacts, with responsibility for the final call to execute production releases.

Conducted cutting-edge CEP systems research under Canadian SR&ED grants. Awarded further Canadian National Research Council funding under IRAP. Developed additional innovations for knowledge representation and transfer, all successfully reviewed under technical audit by Revenue Canada.Advanced virtualization and cloud computing infrastructure, including research to improve performance and scalability on large multi-core servers with non-uniform memory (NUMA) architectures.

Designed and implemented an extensible, low-latency, highly-available, automated trading system. Guided the subsequent development of advanced trading algorithms for well-known institutions.Key projects include:• A multi-asset Algorithm Development Kit (ADK) that simplifies the definition of trading automata for experienced strategy developers in C# and F#.• A Complex Event Processor (CEP) for trading which integrates streaming quote data, time-series data, news events, and structured knowledge to provide powerful signals to collocated strategies.• Execution Blueprint to intelligently manage order routing, implement exchange-side algorithms, and provide powerful runtime-customizable execution to clients with an easy-to-use drag and drop UI.• Algorithms based on these technologies such as mean-reversion spreading, market-making and credit-trading automata, post-and-lean execution, and longer-term analytical strategies.

Specialized in business intelligence and reporting to control and improve the manufacturing and distribution of highly custom products, across North America - using .NET, Crystal Reports, and T-SQL within a Microsoft Windows environment.