I spent twelve years at Morgan Stanley, a Wall Street investment bank. Much of my work there was related to the development of proprietary software for automated and algorithmic trading systems and risk management systems.
Over the years, I developed software for reliable high-speed messaging, pub-sub messaging, parallel I/O processing, desktop- and web-based UI development, XML processing, service discovery, entitlements management, and grid computing. I also led development teams for systems that managed algorithmic order execution, smart order routing, dark liquidity pools, exotic derivatives trading, time-series analysis, and backtesting of trading strategies.