C++ Low Latency Software Engineer

I worked at BATS Global Markets for 3.5 years. BATS, at the time, was the 3rd largest stock exchange in the United States. While at BATS I cut my dev-ops teeth by mitigating and resolving production system issues in a highly regulated distributed environment in which time is measured at microsecond granularity.

My C++ development focused primarily on the routing sub-system. This system was responsible for price/market selection when sending orders to another exchange. My work impacted 150M routed shares daily. I designed and implemented a new order routing strategy. This strategy would break an order into smaller sub-orders and target available liquidity across the 4 equities markets maintained by BATS.

In response to the flash crash in 2015, I implemented monitoring and automatic mitigation strategies for members. It would alarm and then shut down trading automatically after certain volume based thresholds had been breached. This provided a measure of security for automated traders.