Management Developer

Summary: A challenging position as a Senior Developer or Technical lead with an emphasis on distributed computing, messaging protocols and software development.

Qualifications: Over 20 years of experience in software engineering. Experience with Java, J2SE, C++, C, Perl, Tcl/Tk programming languages. Experienced with Unix, Solaris, Linux, Windows XP operating systems. Sybase, MySql, Sql Server, Hibernate, Caché databases. Reuters Tibco/RMDS/RV messaging systems, along with TCP/UDP IP socket communications. Experienced with NetBeans, Eclipse and Sun Studio development environments. Fifteen years of experience with the FIX protocol including its implementation using several different commercially available FIX engines. Development of FIX sessions with exchanges, brokers and ECNs. Completely experienced in full-cycle software development methodologies and project management. Majority of development done on Solaris/Linux environments using several different IDE’s and source code versioning systems.

Work Experience:

July 2011 - Present RMK Consulting New York, New York

Senior Developer

Working at Oppenheimer Co., upgrading an existing Cameron Fix Engine implementation to use Java 6. This involved removing references to deprecated classes and methods. Also upgraded messaging libraries (MQ) and Sybase libraries to the latest versions. Performed benchmark studies and regression testing to verify functionality.

Upgraded an existing Apache Tomcat installation to provide a command and control interface for the routing capabilities provided by the Cameron Engine.

Move the source code control system from Microsoft Visual Source Safe to CVS. Added current projects to the repository and integrated CVS functionality into the IDEs used by the developers.

Provide production support for the Cameron Fix Engine and its connections to buy and sell side counterparties.

Sept. 2009 - Feb. 2011 First New York Securities New York, New York 10016

Senior Developer

Implement a FIX message router using the Java API of the Cameron Systems FIX engine. Involved receiving messages, decoding and applying target ID’s based on mapping algorithms.

Developed a market data monitor to examine and report market data pricing issues in real-time needed to debug problems in an algorithmic trading system.

Developed a real-time logging mechanism for a FIX engine using the Hibernate system in conjunction with Microsoft SQL Server. Logged messages according to FIX version and message type, using relational mappings from message headers and data content.

Worked on a real-time PNL system that reported positions and profit and loss in response to trading and market data pricing.

Develop a FIX-based messaging system to enable the flow of trade data from multiple ECN’s, brokerages, and trading exchanges to the back office risk reporting and PNL systems.

Apr. 1998 - Mar. 2009 Moore Capital Management New York, New York 10020

Senior Developer

Managed and engineered the migration from Reuters Tibco architecture to Reuters RMDS architecture. Led a team of 6 developers, defined requirements, strategies, tool sets, interfaces. Worked closely with Java programmers to fulfill business requirements.

Worked with Systems Engineers to configure back-end server processes (RTIC, DTS) in RMDS system, including definition of data dictionaries and P2PS distribution mechanisms.

Develop C++ RMDS based application to feed real-time market data into the Caché database for use in real-time P&L calculations. Developed Linux-based Web Services delivered from Caché system to intranet web clients.

Develop C++ Tibco/RV library for use in Order Management System for real-time messaging between clients. Implemented Certified and non-Certified message capabilities dependent on message type. Monitor RVD, RVRD, and RVCM, RVCMQ processes on Linux/Solaris machines for the purpose of identifying and trouble-shooting message traffic problems. Configuration of Tibco/RV clients and servers and applications.

Architect and develop the MCM Blotter Order Management System using technologies available within the company which transformed the execution desk from paper tickets to distributed multi-user system. Used Reuters Tibco/RV messaging protocol for real-time distribution of data. The entire OMS was built using Tcl/Tk and the custom libraries to allow real-time messaging and FIX order processing. Worked with traders and back office to ensure specifications were met or exceeded.

Acted as first-level support for the MCM Blotter Order Management System. This involved trouble-shooting FIX sessions for lost drop-copies of Execution Reports and cross-referencing trade data from sell-side firms with trade execution personnel on the execution desks.

Performed compliance testing with brokerages, ECN’s, and exchanges for on-boarding of new FIX connections.

Integrated Sungard Infinity Fin++ library into MCM Blotter OMS to price Credit Default Swaps and other Credit Derivative instruments for pre-trade pricing and analysis.

Developed C++ library to enable processing FIX messages delivered via Tibco/RV. Enabled FIX messages to be processed in C/C++ or scripting languages. Built real-time trade processing platform for equity trades over several FIX connections. Development on Red Hat Linux systems.

Developed, configured and maintained multiple FIX connections for use in Moore Capital Management's Order Management System.

Support and maintain the market data infrastructure, including many processes that supplied and persisted data to many systems within the firm, such as Risk Management, NAV and P&L Reporting.

May 1994 - Apr. 1998 Merrill Lynch, Pierce, Fenner & Smith New York, New York

Programmer/Analyst

Develop and maintain C++ business logic library for FX trading platform.

Part of the development team for the Treasuries Options Trading platform, coding in C++ and Tcl/Tk.

Provided global support for the Options Trading desks.

Developed proprietary intraprocess publish/subscribe messaging system.

Mar. 1993 - May 1994 The Journal of Commerce Phillipsburg, New Jersey

Programmer/Analyst

Development of system to compute tariffs and freight charges on sea-going cargo vessels. All development in C++.

Development and maintenance of Business Logic C++ library.

Spearheaded UNIX development and migration

Nov. 1991 - Mar. 1993 The American Broadcasting Company New York, New York

Programmer/Analyst

Developed a video tape tracking and inventory system using C++ and Paradox on Windows 3.1.

Supervised small group of developers and engineers on inventory project.

May 1985 - Nov. 1991 AT&T Bell Laboratories Whippany, New Jersey

Programmer/Analyst

Developed Command and Control systems for US Navy SOSUS systems.

Utilized C, assembler and specialized highly parallel processing languages.

Possessed U.S. Government Security Clearance – Secret Level.

Education:

Jan. 1991 B.S. Computer Science summa cum laude Math minor

DeSales University, Center Valley, PA

May 1985 A.S. Computer Science

Broome Community College, Binghamton, NY

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