First Stint: Sydney to Amsterdam (2007–2013)
Led exchange connectivity across 90+ global trading venues including CME, Eurex, ICE, LSE, SGX, HKEX, ASX, and 80+ additional venues spanning every major financial market worldwide. Built and maintained the low-latency connectivity layer that allowed IMC's market-making algorithms to operate across these venues simultaneously.
Goldman Sachs Reconciliation System
Delivered a reconciliation system covering 630+ securities in just 4 months from inception to production. The system reconciled IMC's positions against Goldman Sachs' prime brokerage records in near real-time, ensuring trading accuracy across all connected venues. Goldman Sachs subsequently inherited and continued using this system.
Sub-Millisecond Trading Infrastructure
Engineered sub-millisecond trading infrastructure where every microsecond mattered. This included order routing, market data ingestion, position management, and risk checks — all operating within strict latency budgets measured in hundreds of microseconds. The infrastructure supported continuous market-making across multiple asset classes and time zones.
Second Stint: Amsterdam & Chicago (2016–2018)
First ETF Desk Launch
Launched IMC's first ETF trading desk in 3 months, building the complete technology stack from market data aggregation through order execution. This included real-time basket valuation, creation/redemption workflow automation, and cross-venue arbitrage detection across global equity and fixed-income ETFs.
Automated News Aggregation
Built automated news aggregation infrastructure pulling from Bloomberg Terminal feeds, Reuters news wire, Federal Reserve announcements, and Twitter sentiment analysis. The system parsed and classified market-moving events in real-time, feeding structured signals into IMC's trading models for faster reaction to macro events.
Technologies & Protocols
- Java, C++, Python for core trading systems
- FIX Protocol for exchange connectivity
- Custom binary protocols for ultra-low-latency paths
- Real-time market data processing across 90+ venues
- Position reconciliation and risk management systems