Electronic Trader - Delta One, Executive Director - Morgan Stanley; New York, NY
November 2004 - Present
I develop and manage electronic trading across all Delta One desks for products including Stocks, ETF's, Options, and Futures on US Listed, OTC, and Latin American Markets. I am involved with all aspects of trading from technology, infrastructure, market data, exchange connectivity, marketing, compliance, operations, and business development. I also have experience in managing my own proprietary risk books. Highlights include:

• Managed a team to create an entire wholesale retail platform to trade listed equity, options, pink and bulletin board securities including automated facilitation and price improvement
• Created an automated facilitation platform for Cash, Programs, and Electronic trading desks
• Chairman of the MSCO Best-Ex committee and supervised the Retail platform in production
• Manage the core cash desk trading platform
• Automated flow on the cash desk (sales and trading) into the Firm's algorithms
• Responsible for the MSCO automated quoting, making markets in ~5000 securities
• Quoted on Turquoise in Europe to satisfy liquidity obligations
• Designed the closing auction strategy for all index add/delete and rebalance events
• Actively involved with every Russell index rebalance trade since 2000
• Firm relationship liaison for exchanges including the NYSE, NASDAQ, BATS, etc.
• Tracked changes in market structure and the impact on our trading platforms
• Assisted NYSE in developing their new auction process
• Define how Morgan Stanley manages rules changes such as Reg. NMS and Reg. SHO
• Resolve SEC inquiries on individual trades and events such as the Flash Crash
• Manage exchange and technology outages and make related risk calls
• Established electronic trading for the Latin America region
• Participated in the launch of Morgan Stanley Mexico
• Assisted in the development of the 144A trading platform and PORTAL joint venture
• Continue to help manage the SORT team which produces the Firm's Smart Order Router

Electronic Trader - Equity Trading Lab, Vice President - Morgan Stanley; New York, NY
January 2000 - October 2004
I am one of the original members of Morgan Stanley's Equity Trading Labs (ETL), which was the incubator for new trading models throughout the Firm and is the origin of Morgan Stanley Electronic Trading (MSET). Throughout my time in ETL I developed the firm's Smart Order Router (SORT) which implements all short term trading strategies and routing decisions, as well as the first version of the firm's dark pool, and innovated ideas such as off exchange trading of NYSE listed securities. I also developed a custom Level-II market data cache to support all trading decisions. I produced systems to monitor performance and coordinate large trades such as the Google IPO and the annual Russell index rebalance. I transitioned on to develop Index Arbitrage strategies for two years and ran the strategy in production with risk levels of up to $1B.

Systems Programmer, Market Data - Morgan Stanley; New York, NY
September 1997 - December 1999
I worked in the Market Data group of the IT Engineering department which provides data to traders and automated systems globally through out the firm. I maintained a real-time Tick History database (memory mapped) system in C++ that caches direct Exchange Feed data for all exchanges worldwide. The database feeds an extensible Calculation Engine that I developed (volume weighted pricing, price volatility, custom calculations, etc...). The results of the calculations are provided via a Sybase Open Server interface or through a proprietary real-time API. Updated various parsers whenever exchange feed specifications were modified. Maintained many other applications written in C/C++, APL, and Perl. Mitigated Y2K issues.

Systems Programmer, Ticker Plant - ILX Systems; New York, NY
November 1995 - September 1997
ILX Systems is a stock market data vendor that served 75,000+ workstations. I developed and maintained real-time software that read the various exchange data feeds, updated a custom memory-mapped database, and fed the data to 1000 branch servers across a national WAN. I worked with a team of 6 programmers on this system which is on the order of 250,000 lines of code. Most of my time was spent producing a new NASDAQ Dynamic Level-II system and a Custom Quoting system for our largest customer, Merrill Lynch. I also wrote a multiuser memory-mapped database with record locking for use in London, NASDAQ Level-II systems, and the Liberty Bond feed handler.

Unix System Administrator - Columbia University; New York, NY
April 1995 - November 1995
Working as a consultant to the Applied Math Department, I integrated SGI workstations into their network of SUN servers and restructured their network file system (NFS). I was also responsible for the purchase of new hardware, installation of operating systems and software, performing backups, management of user accounts, and the maintenance and construction of the Applied Math web site.

Scientific Programmer - Lincoln Labs-M.I.T.; Lexington, MA
July 1993 - January 1995
Developed and documented real-time systems which provided algorithms to detect severe weather conditions for the FAA. Primarily worked on the analysis of weather data being produced by Doppler radars, and other ground and air based sensors. A variant of the Gauss-Markov method was used to produce a three-dimensional wind field surrounding the terminal air space. A column model, developed by Oregon State University, was implemented to run in real-time to monitor the boundary layer and support the development of a cloud burn off prediction algorithm. The clients of the analyses include display systems and other high-level algorithms. Maintained a government security clearance.

Laboratory Technician - Niton Corporation; Bedford, MA
June 1992 - July 1993
Primarily worked in the area of radon gas detection by means of Liquid Scintillation. I ran daily testing, was a technical consultant for customers, managed a quality assurance program for other state and university labs, evaluated new products in the field, and performed basic research in the area of radon measurement in order to better understand the physical processes involved.