E V A N T. T H O M A S

Chicago, IL(312) 388-0391


P R O F E S S I O N A L E X P E R I E N C E

Seasoned I.T. veteran with 27 years of experience in the design, implementation, and deployment of complex real-time production software systems.

DASH FINANCIAL TECHNOLOGIES / CONVERGEX OPTIONS

Senior Software Engineer – Market Data

May 2015 – Jan 2018

  • Responsible for the end-to-end implementationof C++ low-latency data systems, the ticker plants Onyx MD Cache and Blaze Options Server, real-time broadcasts for the Option, Equity,and Complex Order Book markets, and interfaces for the OPRA, SIP, SIAC, BOX, PHLX, ISE, MIAX, and EDGXfeeds, among others.
  • Designed and implemented the network-to-user time series database for the U.S. Option, Equity, COB, and Book Indicator markets, capturing 10B+ records and metadata each day to vend out bespoke query-responseswith minimal delay via a full LAMP-stack-enabled web interface.
  • Among other achievements, disaggregated all 48 OPRA lines and related real-time dataon one box through optimized C++ code, system-level selectors, VMA accelerators, and template coding.
  • Engineered database ETLs to persist market activity, implemented cross-platform functionality to use both Linux and Windows platforms, and performed systemic, statistical, and throughput analyses to maximize broadcast efficiency.
  • Employed extensive use of TCP/IP, UDP, modern C++, multithreaded, and Linux programming.

CORE ONE TECHNOLOGIES / THOMSON REUTERS

Director of Data Operations Senior Software Developer

October 2006 – February 2015

  • Designed network communications interfaces using C++, TCP/IP, UDP, multicast sockets, and concurrent threads to process SIP, SIAC and FIX-based feeds.
  • Managed a 50TB U.S. SEC Rule 605/6 database across two Sybase IQ Multiplexed EMC RAIDs, which included allSQL ETL, data integration, process automation, and system administration.
  • Produced the Equity Market Share Reporter (EMSR) database, a commercial mix of global stock market data, currency exchange rates, and reference data, implemented via Java, Python, Shells, ProtoBuf, FIX, WSDL, and XML.
  • Programmed real-time, multi-threaded data feed multiplexersin Java NIO & C++ to read SIP and SIAC feeds for regulatory reporting and processing.
  • Implemented a file accessor program with multi-threading, Java NIO, and generational memory schemes to replace conventional record retrieval for Reg NMS processing
  • Automated data analyses in C++, Java, and MySQL to reveal market structures in U.S. equities.
  • Built a multi-threaded, multi-user SaaS personal database with Hibernate DAOs, a MySQL database, HTTP servlets, dynamic HTML and JavaScript.
  • Performed Linux system administration and automated processes on two separate 40+ host networks containing 200+ customers' data, including a 200TB NAS of trade and market data.
  • Spearheaded a Big Data initiative by researching and vetting Hadoop, Cassandra, HBase, Dynamo, Red Shift, and Asterix.

BANK OF AMERICA

System Development Consultant

October 2005 – October 2006

  • Developed server processes in C++ and Java for real-time messaging and event-handling.
  • Administered multiple computing environments for production derivative trading systems.

JPMORGANCHASE / BANK ONE

Asst. Vice President - Software Development

November 1999 – October 2005

  • Integrated Excel, Visual Basic, C++, Java and Calypso technology into a fully functional, real-time market data, pricing, and trade capture application for derivative financial products.
  • Designed and developed an FpML-based serializer/deserializer to import and export financial trade data between Objective-C and Java systems, converting over 15,000 trades of bonds, options, futures, swaps, FRAs, caps, floors, and swaptions.
  • Enhanced and maintained both a NextStep / Objective-C / SQL based trading system and a Windows / Java / Calypso based trading system.
  • Worked on a J2EE Credit Review system using WebLogic, HTML, JSP, Struts, SQL, and Enterprise Beans.

ABN AMRO, N.A.

Lead Software Developer

January 1996 – November 1999

  • Developed a C++ based trading system on top of the Infinity library for financial derivatives.
  • Designed a TCL-based programming language for the trading and risk valuation of interest rate derivatives.
  • Implemented analytic formulae to compute 1st order and 2nd order partial differentials, which realized a 16X speed-up versus numeric methods in portfolio hedge calculations.

CONTINENTAL BANK / BANK OF AMERICA

Software Systems Developer

February 1994 – January 1996

  • Programmed C++ trading apps for several domains, including Equity Swaps andEmerging Markets.
  • Programmed numeric gamma simulations.
  • Liaised with quantitative research to implement models.

MELSON TECHNOLOGIES

Software Developer

February 1993 – January 1994

  • Programmed a Windows / C++ real estate management application called Skyline.

FIRST PENN PACIFIC INSURANCE

Systems Developer

June 1991 – January 1993

  • Programmed a DOS / C++ annuity marketing program for field sales agents.

LEHMAN BROS.

Unix System Administrator

January 1991 – May 1991

  • Responsible for a 120+ SUN workstation WAN on the bond trading floor.

S K I L L S E T S

Databases: Sybase IQ, EMC Navisphere, MySQL, JDBC, MongoDB, Oracle TopLink,Hadoop, KDB, Sybase SQL Server

Internet: Apache Tomcat, SaaS, SOA, DNS, J2EE, AJAX, JBoss, JSP, Struts (yes, that Struts), WebLogic, COM, CSS, FTP, HTML, SSL

Languages: C, C++, Java, SQL, Python, Shells, JavaScript, Objective C, Basic, Perl, TCL, UML

Operating Systems: Posix a.k.a. Linux/Unix (including Red Hat, CentOS, Ubuntu, BSD, OSX, HPUX, AIX, NextStep Mach, Sun Solaris), Windows, DOS

Protocols: FIX, FpML, HTTP, Reuters Data, SIAC, SIP, SMTP, TCP/IP, UDP, WSDL/SOAP, XML, etc.

Tools: Calypso, ClearCase, C-Scape , CVS, CygWin, Drools, Eclipse, Excel, HG, Hibernate, Infinity, Rational Rose, Rogue Wave, SCCS, Sonic Messaging, SpotFire, SubVersion, Visual Studio, Boost, STL, Git, GDB, etc.

E D U C A T I O N

CENTER FOR LAW AND FINANCIAL MARKETS

ILLINOIS INSTITUTE OF TECHNOLOGY

Masters of Science in Financial Markets

  • Statistical Theory, Portfolio Theory, Financial Engineering, Securities Markets, Derivatives, Post Calculus Mathematics, Legalities, Economics
  • 780/800 GMAT, 3.86/4.0 G.P.A

UNIVERSITY OF MICHIGAN

Ann Arbor, Michigan

Bachelor of Arts

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