Robert
Zeh
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Email:
razeh@yahoo.com |
Phone:(708) 771 4317 |
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EXPERIENCE |
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07/05
– present |
Gelber Group LLC, Foley Currency Group Chief System Architect. |
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Managed 2 direct reports and responsible for all
group IT functions. Created web deployed Java applications for FX
trading. Reduced CME price latency by 50ms by replacing TT
with a custom price feed. Implemented Lava FX feed. Implemented version control, backups, bug
tracking, and code reviews. |
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07/99
– 07/05 |
Error Free Software, an
Archelon Group subsidiary.
Archelon is an
electronic market maker in options, futures, and equities. |
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01/03
– 07/05 |
Manager, Applications Development |
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Managed 4 direct reports with 14 indirect reports; developed half time. Wrote a black box trading application. Scripted, in Python, the test cases for the EFS data distribution environment. The test cases prevented production downtime by catching mistakes before release. Lead the team that stabilized and refactored the EFS data distribution environment, a complex multi-threaded and distributed application. After 5 months we eliminated daily crashes that suspended trading and reduced code size by 15%. Moved the group from Xt/Motif to produce competitive interfaces. Developed, using gtkmm, the entry screen for our option strategy editor. Shortened project durations by switching to Subversion from SCCS. Subversion increased parallel development and we moved our Windows infrastructure under source control. Wrote Python scripting used at Archelon and elsewhere to convert SCCS repositories to Subversion (sccs2svn.py) Initiated
and monitored Archelon’s daily build. Wrote
the EFS national best bid and offer server, using the C++ persistence
layer. The internal customized NBBO
allows traders to hedge more effectively by filtering out bad exchange prices
and excluding non-firm prices. Maintained
and rolled out the EFS C++ persistence layer. Maintained,
using Visual C++, our infrastructure layers under Windows. |
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08/01
– 01/03 |
Manager, Systems Engineering |
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Managed
4 direct reports half time; developed half time. Supervised
the extension of the EFS FIX interface to Island, Interactive Brokers, and
the Chicago Mercantile Exchange. Maintained
and tested the EFS CBOE Market interface (CMi) as the CBOE updated the CMi. Introduced
shared libraries to the environment, drastically reducing the amount of work
to deploy library changes. Designed
and implemented the EFS C++ persistence layer reducing development time by
providing a better interface to EFS data. Ported the EFS communications layer from SPARC/Solaris to Intel/Linux. Numerous
bug fixes and minor enhancements to EFS software. |
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07/99
– 08/01 |
Senior Systems Analyst |
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Maintained the EFS Eurex quote interface, including the upgrade from DTB to VCI. The VCI interface occasionally elided quote updates, making the upgrade difficult. Wrote the EFS CMi interface, which connects Archelon to the CBOE’s CMi. Rewrote
the software that maintains the EFS price database based on data from
Bridge. Added a PERL extension so
systems administrators could easily modify, extend, and correct the
information supplied by Bridge without developer support. Wrote
the Archelon FIX interface for REDI, which connects EFS software with remote
FIX engines. The FIX interface was
later extended to Archipelago, ISE, Euronext, CME, Island, and Interactive
Brokers. Adding new interfaces
usually required adding a single class.
Served
on the FIX futures and options working group. |
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04/95
– 07/99 |
BALR Corporation |
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Consultant |
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Designed
and implemented a distributed, multithreaded OpenStep tool used for
translating interest rate derivative trades from a legacy system to a modern
object oriented trade processing system that replaced DEVON. Ported an interest rate derivative system
from NeXTStep 3.3 to OpenStep 4.2.
Wrote distributed OpenStep software using EOF for foreign exchange
traders to track customer orders based on order history and the current time
with two other developers. Designed
and coded a system for running a Monte-Carlo simulation in parallel on a
cluster of Suns using C, Sybase OpenServer and OpenClient. |
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04/92
– 04/95 |
University of Illinois at Urbana
Champaign Math Department |
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System AdministratorAdministered
a 300 user Sun network spanning three buildings with two file servers, 45
workstations and two terminal servers.
Ported public domain software from SunOS 4.x to Solaris 2.x. Automated administrative tasks. |
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Syracuse
University
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05/91
– 08/91 |
Research Experience for UndergraduatesDeveloped a 3D vision system for the
CM-2 in C* along with a rendering system on the SGI utilizing a PowerGlove
connected via the SGI serial port. |
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09/90
– 05/91 |
Advanced Computing Support ServicesProvided Unix system and programming
support; ported Fractal Studio, an interactive graphics application, from
Pascal & GL to C & XView which required implementing the low-level 2D
GL primitives in C. |
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05/90
– 09/90 |
Student Systems ProgrammerPorted
and developed system software from a Gould NP-1 to SunOS 4.1; installed and
maintained Usenet and GNU software.
Helped install the campus wide Unix compute server. |
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OPEN SOURCE WORK |
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boost |
The
premier peer-reviewed open source library for the C++ community |
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Made
boost::tokenizer 2-24 times faster. |
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Huge
improvements to boost::signals invocation. See boost 1.33 release notes for
details. |
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YAJOGLB |
YAJOGLB
allows Java programs to use OpenGL on Linux, Solaris, or Windows. Original
author. |
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sccs2svn.py |
Directly
converts SCCS repositories to Subversion. |
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EDUCATION |
M.S.
in Computer Science, University of Illinois at Urbana Champaign Thesis: Parallel
Scheme: An implementation in Charm++, a parallel programming system from the
UIUC Parallel Programming laboratory |
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B.S.
in Computer Science, Syracuse University |
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Languages |
C++,
Java, C, Python, Objective C, Perl, Tcl, C*, Scheme, Awk, 65C02 Assembly |
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Libraries
and Toolkits |
Boost
(3 patches accepted), CORBA, pthreads, Ant, gtkmm, Subversion, YACC, LEX,
SWIG, Sybase OpenServer & OpenClient, OpenStep 4.x, EOF, OpenGL, X11,
Motif |
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