ANDREW GOTTEMOLLER

E-Mail:   andrew-pub@agottem.com
Website:  www.agottem.com


WORK EXPERIENCE

Citadel Securities, Chicago, IL January 2015 - Present

- Software Engineer and Quantitative Analyst on the FX Market Making team as
  well as manager to junior engineers
- Worked with a small team of engineers to build Citadel's FX Market Making
  business from the ground up utilizing primarily C++ for production software
  and both C++ and R for historical research
- Participated in the development of many different trading strategies,
  including active, passive, and hedging strategies
  - Traded various FX asset classes, including: spot, futures, forwards, and
    swaps
  - Implemented passive strategies for both firm and last look venues
  - Developed simulators to measure historical performance and aid in parameter
    fitting and selection
  - Strategies operated 24 x 5 and executed across multiple data-centers
    worldwide
  - All strategies were built to be fully automated with well defined failure
    modes to meet uptime requirements and minimize devops support calls
- Collaborated with a sales team and other engineers to build out Citadel's
  disclosed client business
  - Worked with QR to develop risk warehousing strategies and perform client
    toxicity modeling
  - Engineered software capable of managing and serving hundreds of clients
    worldwide
  - Designed a FIX protocol for clients to integrate with as well as an
    on-boarding process
- Performed historical research to identify strategy enhancements
  - Built a data normalization pipeline which consumed strategy logs and output
    a graph of trading events and triggers
  - Developed a reporting pipeline which consumed the normalized data to perform
    PnL attribution, compute mark out horizons, quantify hedge miss times,
    measure execution inference accuracy, and report many other metrics
  - Historical datasets were terabytes in size and spanned many years
  - Custom software was written to execute historical analysis in a distributed
    fashion across a cluster of CPUs
- Integrated trading strategies with ultra low-latency microwave infrastructure
  including McKay and GoWest
  - Invented a protocol suitable for the limitations and reliability profile of
    microwave links which enabled independent strategies distributed worldwide
    to communicate trade specific information
  - Required utilizing raw packet sockets to encode Ethernet frames conforming
    to the SPS protocol
  - Designed data structures capable of fitting a significant amount of trading
    data into 8 byte packets
  - Designed algorithms capable of handling lossy communication
- Improved upon techniques to infer executions from various venues such as EBS,
  Fastmatch, and Currenex
- Integrated with many ECN and Exchange protocols to provide access to both
  market data and order entry
  - Protocols included EBS Ultra, Reuters SBE, Currenex taker and maker APIs, as
    well as many other FIX and binary ITCH/OUCH protocols
- Utilized the Solarflare OpenOnload API to optimize various network operations
  within the software stack
- Developed back office infrastructure to support new FX asset classes
- Performed certification testing against various exchanges FX required
  connectivity to
- Administered certification testing for clients looking to connect and trade
  with Citadel software
- Helped support production operations by being on-call and helping diagnose,
  debug, and fix an incredibly wide range of issues
- Optimized critical execution paths to improve latencies where microseconds
  were significant
- Built a website for visualizing real-time data related to the FX strategies
  using C++ websockets, HTML5, and Javascript

Trading Technologies, Chicago, IL September 2008 - Present

- Principal Software Engineer and team lead for algorithmic trading server
  products
- Architected and developed a low latency C API for trading against various
  exchanges, including CME and ICE
  - The API was designed to allow multiple untrusted users to shared a single
    co-located Linux server
  - To enforce user isolation while providing low latency access to orders and
    prices, kernel drivers were developed which were able to expose efficient
    and trusted IPC
  - Invented a novel solution for communicating price updates to thousands of
    users by implementing a file system driver which communicated these updates
    via standard file i/o calls
- Built a ``visual programming environment'' which enabled non-programmers to
  develop trading algorithms
  - The front-end GUI was developed as a web application with JavaScript, HTML,
    and websockets while hosted on an Apache web server
  - GUI enabled the trader to build trading logic in a fashion similar to the
    ``Lego Mindstorms'' programming environment
  - Implemented the algorithms and logic responsible for converting the visual
    representation of the logic to a form that would execute on a shared
    co-located Linux server
- Participated in the design and development of new trading algorithms, some of
  which were patented
- Profiled and redesigned key algorithms to improve concurrency and performance
  on multiprocessor systems
- Responsible for analyzing and debugging difficult core dumps from servers
  executing in the field
- Designed and implemented a build system using GNU Make for all server and
  client applications which allowed for more maintainable and configurable
  compilations

Microsoft, Seattle, WA August 2007 - September 2008

- Software Engineer for the Windows 7 Core OS team
- Participated in the design, development, and debugging phases for Windows 7
  - Focused on upgrade and migration tools for OS deployment
- Analyzed user experience studies on migration tools and applications to
  improve usability
- Implemented the GUI for the Windows Easy Transfer wizard which is available on
  every Windows 7 PC

Motorola, Urbana, IL May 2004 - June 2007

- Software Engineer on the Linux OS team for mobile devices
- Implemented Linux device driver which allowed userspace applications to
  control GPIO pins on the embedded device
- Implemented Linux device driver which monitored the phone's keypad and
  communicated key presses to userspace
- Implemented Linux network driver which allowed userspace applications to
  communicate with processes running on the baseband processor
- Enhanced and debugged areas of the Linux kernel running on embedded devices

General Motors, La Grange, IL Summer 2002

- Designed and developer ``WinOpus'' to meet the requirements of EMD engineers
- ``WinOpus'' interfaced with an array of engine sensors to measure, analyze,
  and record data


VENTURES

Drone Robotics Present

- Architected hardware and software for a UAV drone
- Designed protocol for unreliable wireless communication using Digi XBee
  transmitters
- Modified Robovero firmware to support higher polling rate of the IMU
- Wrote all the software required for interfacing with hardware, including servo
  and motor control, configuring Robovero peripherals over I2C, reading video
  frames from a camera, and interfacing with the transmitter hardware
- Some of the software has been open-sourced and is available at
  http://www.agottem.com/robovero_sensors

Trigger-Script Programming Language 2012

- Designed to enable novice programmers to implement algorithms which are driven
  by asynchronous events
- Key features inclue static type inference and asynchronous event handlers
  which are executed when specified triggers are seen
- Language intended to be used by high frequency traders
- Implemented a debugger, compiler, and graphical IDE for the language
- The language is open source and documented at
  http://www.agottem.com/trigger_script


PATENTS

- US Patent 10,068,290 - System and method for determining a stable quoting
  quantity for use in a trading strategy


EDUCATION

University of Illinois at Urbana-Champaign August 2003 - August 2007

- B.S. in Computer Science through the College of Engineering
- Senior thesis in real-time complex physics simulations available at
  http://agottem.com/physics_simulations
- Participated in a co-op at Motorola from end of freshman year through end
  of senior year

HONORS AND ACTIVITIES

- Computer Science Technology Award
- Eagle Scout in the Boy Scouts of America
- Volunteer at the Lincoln Park Zoo (2014 - Present)


TECHNICAL SKILLSET

Programming Languages

- C
- C++
- C#
- R
- Assembly
  - x86
  - ARM
  - MIPS
  - PIC Micro
- JavaScript
- Python
- Scala
- OCaML
- LaTeX

Tools

- ClearCase
- Git
- Emacs
- Apache
- Clang
- LLVM
- GNU Compiler Collection
- GNU Debugger
- GNU Make
- Valgrind
- Microsoft Visual Studio
- WinDbg
- Wireshark
- Bitcoin

Programming Experience

- POSIX
- Solarflare OpenOnload
- Linux development
  - Device drivers, kernel modification, FUSE, GTK, NUMA
- Embedded development
  - I2C, RTOS
- Windows development
  - WinAPI, MFC, COM, .NET
- Computer graphics
  - OpenGL, DirectX
- Profiling and debugging
- Language design and grammar definition
  - Flex, Bison
- Network programming
  - Sockets, websockets, 29West, ZeroMQ
- Web development
  - JQuery, CanvasJS, Slickgrid
- Build environment setup
- Software optimization