[Rhodes22-list] New Topic - question for John L, Michael M, Slim, et al. (not political)(music or sound question)

michael meltzer mjm at michaelmeltzer.com
Tue Dec 2 17:50:29 EST 2008


Yep,

Seems like a good excuse to post the resume(networking, ne6tworking :-),
hope the html->text converter does not rip it apart too much.

-mjm


SUMMARY

A senior-level Information Technology manager, lead developer, team leader
and hands-on programmer who thrives in a fast-paced, constantly changing and
challenging environment.  Experienced in project management, systems
architecture and full project life cycle. Specialized in writing real-time
market data systems, real-time automated market execution systems and
infrastructure. In-depth market knowledge of equities, options, futures and
derivatives; an understanding of how they trade and how traders/quants trade
them. Effective at explaining technical issues to people ranging from junior
administrators to senior management; also skilled at explaining business
issues to technical team members.


TECHNICAL EXPERTISE

Languages: C++, C,  Perl, Java, HTML, SQL, PHP, Visual Basic, and x86
Assembler. Interfaced to Basic, FORTRAN, APL, COBOL, and TAL.

Project Management: A decisive action-oriented and results-focused
professional. Skills: team building, team consensus, developing project
scope (budgets, time lines and delivery dates), vendor coordination, full
project life cycle, recognizing and accelerating peer's strengths, utilizing
both "waterfall" and "extreme programming" methodology, defining continuous
improvement processes with spiral development, risk reduction strategies,
pro-active risk mitigation, project ownership, customer interfacing,
corporate sponsorship and management  reporting. 

Financial Licenses:
FINRA (NASD) Series 7 - General Securities Representative
FINRA (NASD) Series 63 - Uniform Securities Act
FINRA (NASD) Series 55 - Registered Equity Trader

Systems Architect: Proficient in all aspects of software development and
system architecture. Have designed and implement many large, scalable,
distributed systems. I utilize object oriented principles and "patterns".
Deep understanding of low latency/high throughput system.  

Programming Roles: System Programmer, Network Programmer, Application
Programmer, Real-time Programmer, Execution System Programmer, Data Feed
Programmer, Front and Back Office Programmer.

Techniques: Object Oriented, Client/server, n-tier, distributed systems.
Publish-subscribe, Transaction processing, IPC, Multithreading,
Multiprocessing, Multiprocessor, Sockets, RPC, Real-time, High Availability,
Non-stop/failover, Clustering, 24/7

O/S's Programming and Administration: Linux (Redhat), UNIX, Solaris(Sparc),
FreeBSD, Windows.

Protocols programmed: TCP/IP, UDP/IP, NetBios, IPX, X25, HDLC, Async and
Sync.
Databases: Oracle, MySQL.

Market API's: FIX 4.0/4.1/4.2, CMS, NQDS, NASDAQ Level 1, TLW, Lava Trading,
Smart Routing, Bear Stearns ETS, S&P Comstock, Bloomberg, TrackData, FIX,
Reuters 2000, IBES and Zacks.

Hardware: Sun servers and desktops, Intel Linux servers, switches and
routers, firewalls, load balancers, wireless, dialogic voice/telephone and
all of the minor devices.

Standard Tools: Purify, Quantify, Insure++, TotalView, Klocworks K7,
FlexeLint,  Boost, Roguewave, Visual Source Safe, ClearCase, CVS/SubVersion,
gcc, g++, gdb, ksh, tcpdump, make, ethereal, etc.

Internal Technology: OS kernel optimization, driver optimization, real-time
optimization, kernel table allocation, memory management, hash tables,
processes scheduling, linked list, queues etc.

High Transaction Rates: Expert domain knowledge of high performance high
speed systems. The methods, design and coding. The mixture of applications,
OS, hardware and network that permit 40,000 messages per second for ticker
traffic and 3000+ messages per seconds for execution traffic. With wire
speed or "bandwidth" and counterparty speed being the limiting factor. 
PROFESSIONAL EXPERIENCE

Technologist, Lead/Senior Developer, Morgan Stanley, NY (May 2008-present)
Quantitative Research Department. Working with the Quant team to bring
automated trading/risk control systems to the market.  Have roles as both
the principal systems programmer and in assisting the mathematicians with
Computer Science.  Rewrote in-memory database system.  Optimized database
access. Diagnosed and recoded several production locking issues. Made
improvements in the system locking model for safety and multi-threaded
concurrent access. Utilized Purify and Valgrind to solve memory leaks and
data corruption issues. Utilized Quantify and Calgrind for the optimization
of system "hot spots".  Ported the 100,000 line application from 32 bit to
64 bit hardware. Built and integrated group access control permission system
into the application. Integrated icc (Intel compiler) generated modules with
gcc generated modules. I was able to reduce compile/link times from 3 hours
to 9 minutes. Used the static analysis tool Flexelint for code review, and
implemented the recommendations. Rewrote scripts that distribute
applications worldwide. Upgraded market data caching to lower latency and to
increase throughput. Maintained the code base through the full life cycle.
Time allocations: design/programming, 80% (my own coding);
Support/Training/Mentoring, 15%; Project Management, 5%.


Technologist, Lead/Senior Developer, UBS Stanford, CT (March 2006 - April
2008)
A4 - Client Facing FIX Router: One and a half million message traffic per
day (trades and executions) Role: Senior System Developer charged with
system architecture, system stabilization, performance improvement and team
stabilization. My code/work: removal of database operations from the crucial
real-time path. Replaced disk io components with in-memory versions to
improve performance. Analysis/Redesign/Implementation various threading and
locking models for stability and throughput improvements. Replacement with
STL and Boost of buggy hand code containers and algorithms. Profiling based
code optimizations and the utilization better algorithms along the code
critical path. System throughput increased 10 times, system latency reduced
50 percent. Utilized code review and static code analysis tools to stabilize
the code base; the code dumps stopped. Designed and implemented a real time
monitoring, command and control system. The System has been spun out to
become a firm-wide initiative across all cash equities. System ported from
Solaris to Linux. Upgraded the system from a 32 bit code base to a 64 bit
code base for improved capacity. Rewrote static data and logging components
to improve threading, performance and reliability.  Upgraded compilers and
third party packages to latest versions (project was about 3 years behind
the curve).  Reduced build time by 75 percent for increase developer
productivity. Redesign of the run-time environment to remove NFS dependency.
Numerous business functional updates to the FIX handlers. Production support
and troubleshooting. Team activities: Lead the team hiring, team-wide
troubleshooter, senior code reviewer and advisor.  Mentoring at all levels.
System architecture advisor. System administer interface. 
EVT (Electric Volatility Trading): EVT is the listed option market making
department at UBS.  Rewrite of Philx protocol line handlers and message
adaptors. They needed a senior programmer after the first two rewrites
failed.   Time allocations: Design/programming, 65% (my own coding);
Support/Training/Mentoring, 20%; System Administration, 5%; Project
Management, 10%.

Consultant, NASDAQ, Trumbull CT, (Oct 2005 - March 2006, consultant).
The project is the "CGAR" smart routing system. I am a senior developer
(VC++). CGAR is enabling technology which provides fault tolerant message
transport and message adaptation across the full range of NASDAQ systems.
After a 13 month development cycle and a few of the key player left the
firm, I was brought into the team to assist with the product first release.
Activities: Heavy performance enhancement and tuning (profiling, code and
algorithms, lowering latency and improving throughput), memory leak
elimination, locking/multithread troubleshooting and resolution, corrected
system timer queue issues, corrected issues with callbacks of out of scope
objects, added debugging system dumps to running code, incorporated
insure++/VTune support, cleanup exception system, improved the robustness of
the threading system, system acceptance debugging, system crash analyst with
code fixes, code review with mentoring of other team members,  code rewrite
when needed, production rollout. The system is now in production.  Time
Allocations: Design/Programming, 70% (my own coding);
Support/Training/Mentoring, 15%; System Administration, 5%; Project
Management, 10%.

Technologist, Lead/Senior Developer, Bloomberg LP, New York, NY (Sep 2003 -
Oct 2005).
 
Working in the Research/Development advanced projects team; I wrote a
simulation and stress-testing environment to model the new market data
presentation systems (C++). The environment has led to an increase in system
capacity and an optimized method to govern usage limits. I researched and
wrote the real-time alert notification system in GTK (GNOME/C). Maintained
and streamlined the primary symbol storage interface system, used by over 60
applications that normalize the database interface to the 6 distinct client
symbol repositories(C//C++/Fortran). Maintained the real-time object
oriented pricing interface and assisted in its redesign. I mentored a team
four junior programmers. 

Participating in a firm-wide task force of senior developers to tune the
1,500 programmer, 40 million LOC development environment for performance and
resiliency. Working with the development tools group as the "programmer's
programmer" providing guidance for third party products (Purify, Quantify,
Insure++, TotalView, C++Test). Charged with providing third tier coding
support/advice/review/rewrite for all code entering the daily build/rollout
system, a continuous "pop quiz" in the use of C/C++/Fortran and the gentle
art of user correction. Improved the in-house systems for software asset
management and source code control. Time  Allocations: Design/Programming,
70% (my own coding); Support/Training/Mentoring, 20%; System Administration,
5%; Project Management, 5%.
   
Technologist, Lead/Senior Programmer, The Centurion Group, LP New York, NY
(Dec 2001 - Sep 2003 and 1996- 2000).

Centurion is a hedge fund, "Black Box" trading. I wrote both front office
and back office systems.  Designed and wrote the "quotation" system using a
client/server method, Track Data as a vendor. Designed and wrote the
executions system using Bear Stearns ETS. New execution interface using FIX.
Added S&P Comstock raw feed server for a backup to the quotation system.
Designed and wrote Risk control/reporting system. Designed and wrote
real-time profit lost system. Designed and wrote Position Management system.
Worked with Derivatives. Maintained daily tick-by-tick databases. Added
Zacks and IBES for fundamental data. Administered several generations of
hardware and networks built for real-time data. Responsible for all
build-out of computer resources. Provisioned services and administrated the
Sun Solaris systems. Time Allocations: Design/Programming, 70% (my own
coding); System Administration, 20%; Project Management, 10%. Languages:
C/C++, Perl, Java, HTML, SQL, PHP (my own coding). Techniques:
Client/server, IPC, Object Oriented, Multithreading, Multiprocessing,
Multiprocessor Sockets, TCP/IP, RPC, Real-time, High Availability,
Non-stop/failover.

Technologist, Lead/Senior Programmer, Mantle Group, L.L.C. New York, NY
(Mar 2000 to Dec 2001).
Mantle was a hedge fund, "Black Box" trading. I wrote both front office and
back office systems.  My mission was to take a quant PHD from idea to
market. Mantle acted like a NASDAQ day trading shop using an automated
"black box" trading system. Completed build-out of infrastructure
(furniture, wiring, power, HVAC etc.). Ticker plants using S&P Comstock raw
feed, NASDAQ raw feed and LavaTrading data semi raw feed. Custom Executions
systems using TLW, Lava trading and Brass. Custom built front-end systems
taking buy/sell signals and working the order in the market. Designed and
wrote risk control/reporting system. Designed and wrote Position Management
system. Worked with Derivatives. Other pieces: trading screens, real-time
P&L, real-time statistics, fail-over, reports and reconciliation.  Built,
tested and into the market on time.  Managed and built the most critical
systems.  Time Allocations: Design/Programming, 80% (my own coding); System
Administration, 5%; Project Management, 15% (and mentoring). Languages:
C/C++, Perl, HTML, SQL, PHP, Visual Basic (my own code). Techniques:
Client/server, IPC, Object Oriented, Multithreading, Multiprocessing,
Multiprocessor, Sockets, TCP/IP, RPC, Real-time, High Availability,
Non-stop/failover, Clustering.

Incubator: Yo.com, New York, NY (Jun 1999 - Mar 2000, role sponsored by
Centurion, seed funding).

Internet start-up. Its concept was to use collaborative filtering software
from Net Perceptions on a ASP model, to provide expertise and share in the
uplift of sales. My role was to assist the firm from seed funding through
first level funding. Duties: Designer/System Administrator for UNIX, a
clustered environment, Oracle Administrator, Database/Application Designer,
Designer/Network Administrator, hosting center selection build-out,
programmer, investor technical relations, client technical relations and
dozen of other things a startup needs. Left the firm after they got their
first level funding. Time Allocations: Design/Programming, 50% (my own
coding); System Administration, 30%; Project Management, 20% (and
mentoring). Languages: C/C++, Perl, HTML, SQL, PHP, Crystal Reports(my own
code). Techniques: Client/server, IPC, Object Oriented, Multithreading,
Multiprocessing, Multiprocessor, Sockets, TCP/IP, RPC, Real-time, Network
Programming, High Availability, Non-stop/failover, Clustering, 24/7.

Technologist, Lead/Senior Programmer, The Centurion Group, LP New York, NY

(Dec 1995 - Jun 1999 and Dec 2001 - Sep 2003) 
See above.

Vice President of System Development (Lead/Senior Programmer), The Weston
Group, Greenwich, CT   (Jan 1994 to Dec 1995).

The Weston Group was a six-member hedge fund. My duties were the design,
implementation and oversight for all production computer systems for the
"black box" trading of a 200,000,000 dollars portfolio. Major systems
designed and implemented: high speed quotation server, real-time analytic
server, options evaluation, real-time portfolio risk control system,
real-time trading screens, real-time  position management system, electronic
order execution system (DOT), joint back offices interfaces, production
monitoring system, database server and overnight processing. Managed and
built the most critical systems.  Time Allocations: Design/Programming, 85%
(my own coding); System Administration, 5%; Project Management, 10% (and
mentoring). Languages: C/C++, FORTRAN, AWK, sed, sh. Techniques:
Client/server, IPC, Object Oriented, Multiprocessing, Multiprocessor,
Sockets, TCP/IP, RPC, Real-time, High Availability, Non-stop/failover.

Executive Vice President (Lead/Senior Programmer), Xela Trading Associates
New York, NY (Feb 1992 to Jan 1994).

Xela was a startup company formed to be a hedge fund. My role was to take
the analytic into the market. Designed, implemented and oversaw a complete
"black box" trading system. Ticker plants using Track Data, execution system
using Bear Stearns ETS. Full "Soup to Nuts" system of: trading screens,
real-time P&L, real-time statistics, fail-over, risk control systems,
reports and reconciliation. Time Allocations: Design/Programming, 85% (my
own coding); System Administration, 5%; Project Management; 10% (and
mentoring). Languages: C, Basic, AWK, sed, sh. Techniques: Client/server,
IPC, Object Oriented, Multiprocessing, Multiprocessor, Sockets, TCP/IP, RPC,
Real-time, High Availability, Non-stop/failover.

Director of New Technology Development (Programmer for new projects), Track
Data Corp., Brooklyn, NY   (Nov 1987 to Feb 1992).

Track Data is a worldwide-consolidated ticker provider. My first project
with Track Data was to design and implement TrackMux, a low cost
communications multiplexer used to provide fault tolerant communications to
3000 clients. The TrackMux software is run on an IBM/PC with up to four
80186 programmable co-process communications cards, TrackMux provides dual
line HDLC/SYNC backbone, 30 ports 38.4kb ASYNC, TCP/IP, NETBIOS/IPX,
automatic failure detection, failure reporting and remote reconfiguration, A
forerunner of today's network hardware. Integrated TrackMux protocols with
Track/MX product and Track's DG host computers. Oversaw Track's move from
ASYNC to LAN based client wiring. Ported TrackData MX product from DOS to
UNIX on SUN/next/DG-Avion (about 500,000 lines of code, with 30,000 lines
additional needed for the GUI and system calls). Designed and implemented
TrackData API real-time client information retrieval system. Integrated a
portable demonstration system for sales. Technical sales support/client side
troubleshooting. Supervised Track Data UNIX department.  Awards earned:
Employee of the month 3 times and Employee of the year once. Time
Allocations: Design/Programming, 90% (my own coding); System Administration,
5%; Project Management, 5% (and mentoring). Languages: C, Basic, AWK, sed,
sh. Techniques: Client/server, IPC, Multiprocessing, Multiprocessor,
Sockets, TCP/IP, RPC, Real-time, High Availability, Non-stop/failover.

Systems Programmer, Kidder Peabody & Company, New York, NY   (Sep 1985 - Nov
1987).

Kidder Peabody was one of the top tier brokerage firms on Wall Street.
Proprietary trading, analytic and equity trading floor hired as a Systems
Programmer.
Responsible for "black box" computerized equity trading using the firm's
capital. Brought in to program a high-speed quote retrieval system to permit
the computerized traders (SUN based) access to real-time market information.
Other projects: SUN to DEC/VAX interfaces for historical and fundamental
databases, managed tick-by-tick databases, assisted in the market execution
system, system administrator for the Suns, hardware purchasing and day to
day activities to keep traders in the market.

Brokerware Division trained as a Tandem System Programmer.
Brokerware was a retail broker support group providing research and
development in computer services for Kidder Peabody & Company. My duties
were to take a Tandem sponsored internal operating system programming course
and become the junior system programmer for the division. Projects
accomplished: Optimized universal terminal support language and drivers,
Tandem to IBM mainframe 3270/CICS terminal interface, Tandem to IBM
mainframe RJE interface, brokerage Database's in COBOL, real-time market
data into the Tandem.

EDUCATION

1985 - Hofstra University, Hempstead, New York 
Bachelor of Science in Computer Science.
Minor in Business Computer Systems and Minor in Finance, Banking and
Investment.

LICENSES 
FINRA (NASD) Series 7 - General Securities Representative
FINRA (NASD) Series 63 - Uniform Securities Act
FINRA (NASD) Series 55 - Registered Equity Trader

U.S. Merchant Marine Officer (Captain License), Expiration October 2012, 50
gross Tons with towing and sailing endorsement. 

REFERENCES

Available upon request         

-----Original Message-----
From: rhodes22-list-bounces at rhodes22.org
[mailto:rhodes22-list-bounces at rhodes22.org] On Behalf Of Herb Parsons
Sent: Tuesday, December 02, 2008 5:37 PM
To: The Rhodes 22 Email List
Subject: Re: [Rhodes22-list] New Topic - question for John L, Michael M,
Slim, et al. (not political)(music or sound question)

Michale,

Do you do IT work for a living?

michael meltzer wrote:
> Well ed, when I typed "convert wav to mp3 free" into Google this is what I
> got back.
>
>
http://www.google.com/search?hl=en&q=convert+wav+to+mp3+free&aq=2&oq=convert
> +wav+to+mp3
>
> and in my most "mocking" voice, you should really lean to check the
> archives(search engines) first :-)
>
> The second question is simple, I am the latest victim of wall street,
> "trying to work bill/obama in but no ideas come to mind", but got laid off
> last week right before thanksgiving and my birthday.................... So
> working from home.
>
> -mjm
>
> -----Original Message-----
> From: rhodes22-list-bounces at rhodes22.org
> [mailto:rhodes22-list-bounces at rhodes22.org] On Behalf Of Tootle
> Sent: Tuesday, December 02, 2008 3:28 PM
> To: rhodes22-list at rhodes22.org
> Subject: [Rhodes22-list] New Topic - question for John L, Michael M, Slim,
> et al. (not political)(music or sound question)
>
>
>
> I use the xp operating system and ms software.  I can record wav files
with
> a mic.  How can I record mp3 files?  How can I convert wav to mp3.  The
wav
> recorder in ms only allows one minute.  How can I record up to or more
than
> three minutes.
>
> Gee, why is Michael M around?  It is good to have him back.
>
> Ed K
> Addendum: "At the descriptive level, certainly, you would expect different
> cultures to develop different sorts of ethics and obviously they have;
that
> doesn't mean that you can't think of overarching ethical principles you
> would want people to follow in all kinds of places." Peter Singer
>
>   

-- 
Herb Parsons

__________________________________________________
To subscribe/unsubscribe or for help with using the mailing list go to
http://www.rhodes22.org/list
__________________________________________________



More information about the Rhodes22-list mailing list