Software Engineer Co-op, Team Order Routing and Quoting
September 2023 - March 2024
- Engineered a high-performance C++ protocol metrics publisher implementing a zero-copy parser using std::string_view with robust handling of dangling references, lifetime management, and buffer invalidation, processing over 5.8 billion market data messages daily while maintaining nanosecond latency
- Architected a scalable Python-based Kafka consumer utilizing asyncio and multiprocessing, implementing custom batching and parallel processing strategies to achieve 100K messages/second throughput, enabling processing of 500M messages in under 5 minutes
- Developed a FastAPI proxy service integrating Grafana with internal trading platforms, implementing critical alerting system with customizable thresholds and automated notifications, reducing incident response time by 60%
- Designed and implemented an end-to-end metrics pipeline that transforms internal DataFrame metrics to JSON format for Elasticsearch indexing, enabling Grafana-based querying and visualization, with a Python proxy service monitoring latency and volume thresholds to trigger automated Symphony chat alerts for trading anomalies
- Implemented a robust GitLab CI/CD pipeline with automated testing, security scanning, and Kubernetes deployment, reducing deployment time by 70% and achieving 95% test coverage across Python and C++ codebases