Hacker, Automator, Analyst, Revenue Generator, Cost Reducer, Trader
My educational track frequently meandered off the beaten path, initially studying music theory which catalyzed my interest in mathematics and physics; subjects which would unintentionally prepare me for graduate work in financial engineering. The culmination of these studies would result in the development of a career in software engineering focused on quantitative analysis and algorithmic trading in the financial markets.
My introduction into the industry would be realized in analyzing, developing and improving financial models for market making energy, foreign exchange, treasury and agricultural futures and options. Being thrown into a complex software environment with only the minimal understanding of standard engineering principles, I quickly realized that the key to my success in implementing many of these models would reside in improvement of my systems engineering prowess. Some modeling successes, many late nights at the office, and more than a few beers later, I was working as Manager of Financial Engineering at Hanley Group Capital.
As I developed my software engineering skill set, learned new languages and design paradigms, and matured as an "implementer" as opposed to a "theorist", I quickly found myself rising in rank on the software development side. A few successful major projects down the road, and a major acquisition in the bag, I had ascended the engineering ranks to Director of Software Development at INTL Hanley. In that capacity I oversaw the development, management, operation and delivery of high frequency trading functionality for proprietary market making in the futures and options markets.
Emerging challenges in the US regulatory environment began to directly affect a large chunk of our OTC activities at INTL Hanley. This situation was the catalyst for my proposition of a design for a liquidity routing, monitoring, reconciliation and reporting system spanning all companies under our parent entity INTL FCStone. This plan was approved by global INTL leadership and I was awarded funding and autonomy to create a global division for data exchange. This program maintained and opened up new OTC trading activities in the US and abroad, allowing INTL to remain competitive with much larger investment banks, brokerages and clearing organizations.
Since my time at INTL, I have joined with a couple other Chicago trading industry technical leaders in order to build a consulting firm focused on niche high performance trading system development. We employ an extensive high frequency trading system portfolio in the futures and options markets, develop and operate a custom market analytics, system automation, and data visualization suite in order to protect draw-down risk and increase the profitability of existing strategies for our clients.
Warning: I stumbled upon bitcoin a couple years ago when my trading peers began working with the crypto-currency; since then I have been afflicted with the bug!
Specialties: Node.js, MongoDb, RabbitMq, Java, C#, SQL, Matlab, Python, VBA, Financial Modeling, Time Series, Econometrics, Physics, Mathematics, Probability, Statistics, Proprietary Trading, High Frequency, Arbitrage, Energies, FIX, FAST, Options, Futures, Derivatives, Position Management, Risk Management, Execution, Matching Engines, Simulation, Backtesting, Data Visualization, Analysis