Know how
My experience with low-latency, concurrent systems covers both financial and non-financial domains. Developing software for machine control, multimedia playback, cryprographic devices, telecommunication equipment, I gained intimate knowledge of concurrency, locking and efficiency. Later I applied my expertise bulding real-time trading/pricing systems in the front office arena.
- Experience
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Within capital markets my experience includes design and development of a cross-platform JNI layer for real-time market data distribution middleware from MST, heavily multithreaded concurrent computation parts of pricing engines, low-latency market connectivity adapters for Progress Apama etc.
I designed and implemented a packet communication protocol stack, low-latency cryptographic hardware layer, a inter-process middleware for concurrent online requests processing, a multithreaded multimedia execution engine, a complex multithreaded machine control logic whilst achieving thread-safety and the required degree of real-time performance.
I use proven design and efficient coding techniques derived from 10 years of hands-on implementation experience using various concurrency frameworks in C++, Java, Smalltalk on Windows and UNIX. This expertise puts me into a position of being able to grasp a big picture of thread interoperation, efficiency and locking.
Developing efficient software I spend substantial amount of time on continuous code optimisation and performance analysis.