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Software Developer

Location:
Wilmette, IL
Posted:
December 04, 2017

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Resume:

Lionel Girardin

Software Lead Engineer and business executive for the

Financial industry

As a battle-tested technical leader and business development executive for the financial industry, I have built trading tools and platforms for derivative traders for over a decade, generating in excess of $475 MM in revenues for my clients.

I am looking for the next opportunity where I can utilize my leadership experience along with my strong technical abilities in software development to build the next generation of tools for the industry. Business development

As the founder and President of ScriptedEdge, I have provided the tools for my clients to adapt to changes in the marketplace by finding an edge on every trade. I have put together a trading solution, a trading hosting environment, have led a team to respond to new market regulations by implementing the changes, added new functionality for the traders, have participated in the development and marketing and sales of the trading platform.

Technical Leadership and Software development

I strive at leading talented individuals by allowing feedback to be used in an efficient manner to build profitable trading strategies. My role has been to build the main infrastructure and have team members build parts of it that correspond to the areas where they are the most proficient. I am responsible for the entire life cycle, beta testing, code reviews, user acceptance tests, production testing, rollout to groups, monitoring of software usage and resource consumption, provision of standards for coding - testing, migration from legacy system/code to newer technology, and establishment of benchmarks to be used for further developments.

I have been using Visual Studio 2008, 2015 with C++ (STL) for most of the recent work. I am also proficient in C, Java (NetBeans), Interoperability between C++ and Java (recently), Perl, VB, RDBMS such as MS SQL. I have a good understanding of NVidia Cuda language, Adobe Flash programming, Active X and the basic web authoring tools as well, such as jQuery/JavaScript. Most work was done under Windows but I have a working knowledge of Linux based C++ (GCC). As a project leader, I follow closely the 12 agile principles, and believe in empowering people and keeping new development as simple as possible.

Precise communication skills and international exposure As the president of ScriptedEdge, I have worked closely with professionals from many walks of life and cultures. I have worked with C++ Chinese developers and quant. that I hired personally, I have started a subsidiary in South America to hire local talents there, I have trained and supervised hard-working support individuals on the CBOE, PHLX and AMEX floor, finally I have demoed our solution to numerous groups in different countries. For a different venture, I also started a subsidiary in Ireland where I tried to develop an event betting (future) web site and hired a local developer there (ibetyou.com) Chronology

March 2003 - Present

ScriptedEdge - Founder and president

As one of the original founders of ScriptedEdge, I provided the technical expertise for building the software in C++/STL as a plug-in to the Microhedge trading platform, at a time when CBOE traders were desperate to find the right tools to protect their trading income at the beginning of the hybrid migration. Over time, the plug-in became as complex as the platform it ran on, and most Microhedge users on the CBOE floor were dependant on it to generate their profit. I provided the autoquoting rules that other vendors were quick to adopt in their own platform, volatility scanners, automatic hedging of positions

(trade by trade or continuous gamma hedging), adapted the plug-in to allow autoquoting on other exchanges (PHLX, AMEX), added more trading venues such as GoldMan Sachs, Belzberg, Merrill Lynch, CBOE DMA. ScriptedEdge was the first trading platform to allow automatic responses to the CBOE Auction mechanism and COA, based on scripts I designed with leading traders on the floor. In 2008, being the biggest partner of Sungard Microhedge, I led the development of our new platform, Mister Blond, which provides the underlying layers that Microhedge was providing, making it truly standalone. The new platform was certified in 2011 for market making on the CBOE and C2, and went to production in late 2011. We added a risk management matrix to forecast Greeks and P/L across multiple asset classes and to allow risk manager to monitor real time activities of their traders, a volatility skewing tool with very user-friendly controls and fourth degree polynomial fit, additional trading venues to ITG, CFE DMA and Interactive Brokers.

Since then, we have added several arbitrage trading modules for mispriced options, VIX/VXX arbitrage, VIX roll arbitrage with outright markets, and Tick Management Algo (TMA) that accurately predicts future up and down ticks 80 to 90% of the time. We have added several data mining features to backtest trading ideas.

I am proficient in C++/STL for Windows; I maintain a 32 and a 64-bit version of all executables. I also built my own installers, and built lower level socket code for performance improvement. All the code is multithreaded and optimized to run on most computers. I use FIX and any other API for communication with trading venues. Some of the arbitrage modules require sub millisecond response time so Mister Blond can accommodate that by turning off logging/real time screen display as needed. I have used extreme programming techniques to keep every team members code up to standard. As the CBOE moved its operation to Seacaucus in 2012, we have started to provide a DMA solution there as well. I have then personally optimized Mister Blond to limit screen display to a minimum, and I have designed the code to allow for remote sessions to run concurrently, sharing datafeed, order flow and drop copy management across many traders from many groups. I have added drop copy and beginning of Day position files for Goldman Sachs and Merrill Lynch and PGP encryption/decryption support embedded in Mister Blond. Mister Blond can run locally or across a VPN connection, and can be configured to use a certain number of cores per session. Since 2014, I have continued to keep the ScriptedEdge platform up to speed by tailoring it to new needs. More specifically, I have added further capabilities in building interfaces to allow for Mister Blond:

+ to be used as a service form other trading application through the use of Rabbit MQ for interoperability. Mister Blond running in its own VM and communicating through the Rabbit MQ messaging scheme

+ to be used for trading cryptocurrencies such as Bitcoin. Integration of third party libraries such as 0MQ and msgpack to communicate with latest CFTC authorized platforms

+ to be used by hedge funds who have specific trading algorithm and data access by providing them with user defined modules that implement their specific trading signals and responses. December 2014 – June 2017

National systems – Lead software developer

Developed the Enterprise version of Vectorshield, a 0-day protection software. Vectorshield is an app that creates a virtual environment that prevents viruses and ransomware from getting installed by malicious web sites, by running them in a shadow environment that gets destroyed upon closing the browser. I was tasked to design and develop a web application that allows for IT managers to install and configure Vectorshield remotely on thousands of computers from a single location. The Enterprise version was designed and built with backend services running on Windows servers as services in the form of C++ DLLS. I created a webserver using the boost libraries and created the client web page with https and JavaScript over web sockets. All communications were encrypted either through https or through proprietary methods. I leveraged LDAP to provide for user authorization and the Nalperion API to include licensing management capabilities. December 2002 - May 2003

Startup - I bet you, Limited - Founder

Incorporated I bet U, Limited in Ireland to market a betting web site built with C++ on the server side, Macromedia Flash and Active X on the front end (browser or applet). The product, Global Event Trading System (G.E.T.S) allowed for individuals to buy/sell the outcome of event against each other. December 1999 - December 2002

Ambrosia Trading Software - Co Founder

Ambrosia was built to find arbitrage opportunities in the derivative markets, such as option mispricing that would lead to pure arbitrage between the four US option markets at the time for butterflys for credit for instance. I designed the scanner using C++/MFC/Socket and opportunities were disseminated across the Internet, while the server received the feed via a satellite dish a hyperfeed technologies. June 1996 - December 1999

Aquitaine Network Service - Principal

Incorporated in 1996 to provide expertise to a few clients on their server support/migration/deployment. As a Novel CNE and Microsoft MCSE, I helped Northern Trust deploy new servers first running Novell Netware, then Windows NT. I led a team there in 1998 to migrate all 8 Illinois subsidiaries from Novell To NT. I also provided third level support (Hardware and operating system and watermark applications) to the document imaging teams across the USA and England for Northern trust. I also provided server maintenance (OS and Hardware) for numerous smaller clients. Education

Master’s degree in Software Engineering from I.I.E (Paris France) 1991 - Centrale School Mathematics Superior/Mathematics Special preparatory classes (1986-1988) to prepare for top engineering school exam entrance in France.

1986. Baccalaureate (Math and Science) passed with honors. Languages

French (Native), English, Spanish and some German.



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