elvin.chua@outlook.com • +65 91129007
Executive Summary
Low-latency software engineer with 9 years of experience in order management systems. An adaptable professional who specialises in software development, equities connectivity systems and system performance.
Low-latency software engineer with 9 years of experience in order management systems. An adaptable professional who specialises in software development, equities connectivity systems and system performance.
2005 - 2008
Bachelor of Science in Information Systems Management (GPA: 3.49/4.0)
Market Connectivity Software Engineer – Millennium Management
June 2016 to Present (2 years) | Singapore
• Worked on Next-generation order management system with team member spanning three continents (C++17)
• Developed the risk management library which does position checks, price checks, and order rate limit. The limit checks for an order is memoized based on the order attributes. This speeds up checking a similar order by at least 5 times. An order can be cleared through 24 different types of checks in 15 us. (C++14)
• Developed NYSE UTP Direct connectivity adaptor. (C, Binary Protocol)
• Upgraded BATS BOE connectivity adaptor to the latest framework. (C, Binary Protocol)
• Optimised current connectivity adaptors to achieve lower latency through NUMA awareness. (Linux Kernel, Perf, Numactl)
• Improved the performance of the middleware driver by reducing memory copy, conditional branches and lookups. Latency for sending messages reduced from 6 us to 2.8 us. (C)
• Created a Python exchange simulator for the team and subsequently each connectivity adaptor has its own simulator. This reduced the need for the team to work at out-of-office trading hours to test their adaptors. (Python)
• Created a suite of python tools that does measure program latency, build latency histograms and format configuration files. (Python)
• Build a Python API for the C middleware driver. Reduced development time for Portfolio Managers that write their strategies in Python to connect to connectivity adaptors. (Python CTypes)
• Introduced a formal process for building and distributing the existing connectivity adaptor packages. (Make, Jenkins, Artifactory)
• Migrated the connectivity applications away from Intel ICC towards GCC 6.2/7.2 which had a 10% speedup.
• Improved unit testing by introducing Google Test. Made running the UT a required step in the Jenkins build for packages that are delivered. (Google Test, Jenkins)
• Introduced Google Benchmark to the team as a way to quickly check the relative performance between two different codes that have the same input and output. (Google Benchmark)
• Introduced a custom instrumentation script that can measure how fast particular areas of codes are executing in a program and presents the results in histograms. (C, UDP, Python)
• Gave a tech talk to the technology teams in Singapore on “Understanding Memory and CPU to improve systems performance”.
• Avid proponent of improving system performance through better software writing. Attended two Martin Thompson workshops on low latency and Aeron.
Trading Systems Developer – iRage Global Advisory
August 2014 to May 2016 (1 year 10 months) | Singapore
• Worked with Global Desk on arbitrage and market making strategies across various exchanges (C++)
• PrimeXM FX market data and order router adaptor library (C++, FIX 4.4)
• Flextrade FX market data and order router adaptor library (C++, FIX 4.2)
• BSE EOBI market data adaptor library (C++, Multicast Feed A/B)
• CME market data adaptor and order router library - 5us/msg (C++, Multicast Feed A/B, MDP3.0, FIX 4.2)
• Order browser and risk manager web application (Node.js, MongoDB, Bootstrap)
• Middle east exchange market data adaptor (C++, Multicast Feed A/B)
• Thomson Reuters market data adaptor (C++, TCP Feed, RFA 7.6)
Client and Exchange Connectivity Developer – Barclays Capital
February 2009 to July 2014 (5 years 5 months) | Singapore
Connectivity Applications
• JVM tuning for connectivity applications (VisualVM, YourKit, Java Hotspot)
• Developed self-service regression testing for FIX orders and executions (Perl, Apache2)
• Delivered trade reconciliation program for Taiwan, Singapore and Australia markets.
• Develop and deliver monthly release for FIRST: an internal FIX router and rule engine (Java)
FIX Gateway
• Lead developer for this low-latency C++ FIX gateway deployed in AMER, EMEA and APAC with 500+ active client connections: Equities, FX and Futures. (C++11)
• Managed 24 gateways from Singapore and works closely with global support teams
• High uptime in production environment and stable under large traffic volume and micro-burst
• Developed web application for updating client sessions on Gateway - intraday onboarding of clients vs weekly. Has real-time and historical monitoring of client connections. (Java, Struts, Oracle, ExtJs 3)
FIX and E-Commerce Applications
• Maintained client marketing site, Barx.com for the Sales team (Web Development)
• Supported BARX Online: secure client portal for certificates download (PKI)