Robert Zeh


Email: razeh@yahoo.com

Phone:(708) 771 4317

 

EXPERIENCE

 

07/05 – present

Gelber Group LLC, Foley Currency Group

Chief System Architect.

 

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.

07/99 – 07/05

Error Free Software, an Archelon Group subsidiary.  Archelon is an electronic market maker in options, futures, and equities.

01/03 – 07/05

Manager, Applications Development

 

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.

08/01 – 01/03

Manager, Systems Engineering

 

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.

07/99 – 08/01

Senior Systems Analyst

 

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.

04/95 – 07/99

BALR Corporation

 

Consultant

 

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.

04/92 – 04/95

University of Illinois at Urbana Champaign Math Department

 

System Administrator

Administered 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.

 

Syracuse University

05/91 – 08/91

Research Experience for Undergraduates

Developed 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.

09/90 – 05/91

Advanced Computing Support Services

Provided 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.

05/90 – 09/90

Student Systems Programmer

Ported 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.

OPEN SOURCE WORK

 

boost

The premier peer-reviewed open source library for the C++ community

 

Made boost::tokenizer 2-24 times faster.

 

Huge improvements to boost::signals invocation. See boost 1.33 release notes for details.

YAJOGLB

YAJOGLB allows Java programs to use OpenGL on Linux, Solaris, or Windows. Original author.

sccs2svn.py

Directly converts SCCS repositories to Subversion.

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

 

B.S. in Computer Science, Syracuse University

Languages

C++, Java, C, Python, Objective C, Perl, Tcl, C*, Scheme, Awk, 65C02 Assembly

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