Software Engineer · IMC Trading
I worked on the Exchange Connectivity team, building and maintaining low-latency, high-throughput market-data systems in C++ and Java that supported all exchanges IMC trades on.
- Upgraded the NASDAQ PHLX market-data feed from TOPO (BBO-only) to Depth (full-depth order book), implementing new C++ feed handlers and Java processing stages directly from protocol specifications. The new pipeline reduced message-processing latency and improved throughput across downstream consumers.
- Collaborated with a researcher to add a research-critical signal to IMC’s internal market-data protocol. Designed a backward-compatible, extensible schema and implemented C++ and Java components to encode, transport, and consume the new field across multiple latency-sensitive services.
- Led design reviews and coordinated a staged rollout that allowed existing consumers to migrate at their own pace, without breaking production.
- Integrated a new exchange into IMC’s latest connectivity infrastructure using modern C++ template abstractions to factor out shared FIX session-management logic, keeping venue-specific code small, expressive, and zero-overhead at runtime.