Tuesday, July 7, 2009

Who is Serge Aleynikov?

Serge Aleynikov, who is alleged to have stolen Goldman Sachs' proprietarty trading formulas, has a Linked-In page.

On it, he listed his education:

Rutgers, The State University of New Jersey-New Brunswick

Moscow Institute of Transportation Engineering (MIIT)

He explained his former job at Goldman:

VP, Equity Strategy
Goldman Sachs (Public Company; GS; Investment Banking industry)
May 2007 — Present (2 years 3 months

• Lead development of a distributed real-time co-located high-frequency trading (HFT) platform. The main objective was to engineer a very low latency (microseconds) event-driven market data processing, strategy, and order submission engine. The system was obtaining multicast market data from Nasdaq, Arca/NYSE, CME and running trading algorithms with low latency requirements responsive to changes in market conditions.

• Implemented a real-time monitoring solution for the distributed trading system using a combination of technologies (SNMP, Erlang/OTP, boost, ACE, TibcoRV, real-time distributed replicated database, etc) to monitor load and health of trading processes in the mother-ship and co-located sites so that trading decisions can be prioritized based on congestion and queuing delays.

• Responsible for development of real-time market feed handlers, order processing engines and trading tools at a Quantitative Equity Trading revenue-making HFT desk.

And he had a recommendation from a Goldman co-worker:

Serge is one of the best and the friendliest developers I had opportunity to work with. He not only has very broad knowledge of various software technologies but also a strong ability to optimally apply each to the problem at hand. His expertise in networking and distributed computing is top notch. I was truly impressed by his innovative software solutions, showing excellent software design skills and effectiveness of implementation. Serge displays a lot of enthusiasm in his work and is very eager to share his knowledge with others.

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