Senior Market Data Engineer
Current•Designed, implemented and supported Goldman Sachs RMDS Market data infrastructure (various configurations which include high throughput, low latency, delayed, conflated and traffic managed) components for both Fixed Income and Equities Trading Desk•Spearheaded design, testing and implementation of Reuters RDFD OPRA implementations at Goldman Sachs, which included route aggregation, migration of OPRA RDFD from 6 stripes to 8 stripes, OCC symbololgy (17bytes to 21bytes), DF_OPRA 10gig and full options consumption (4.3 million options) on OPRA.•Designed, tested and migrated RMDS MDH, P2PS and RTIC components to TREP ADS, ADH and ADH non-interactive publishing components. •Tested latency and throughput measurements for RMDS components (p2ps,src_dist) on VM and Infiniband. Produced performance results on VM. • Designed and implemented DTS Broker page parsing for Goldman’s Emerging market desk. Coordinated with Thomson Reuters to enhance DTS/ATS to support auto-parsing and CUSIN/ISIN RIC mapping. •Supported, implemented and tested feeds handers whichm include for composite feeds Reuters IDN, Direct OPRA, SIAC, NASD, Comstock, BPIPE, EBS, CME for Broker Cantor ESPEED, ICAP (BTEC), FDS (Liberty), Tullet (FHE), ENLACE, Euro, Hillfarber, Patriot, Tradition. TWEB•Coordinated with Trading Desk IT groups to migrate TIB/RV (sass) sessions to RMDS using JSFC, SFC (mfeed), RFA (rwf) and Goldman Specific Market Data API.•Wrote Ficcfetch (global markets summary) in Perl for Goldman’s governments and agency traders. Ficcfetch aggregates various key FICC products such as US Treasury, Swap Spreads, Commodities, and Currencies into a comprehensive view. Ficcfetch was deployed and supported globally at GS with up to 100 users
