Elhem Gannouni

Part of Team FeedHandler responsible for the design and development of the low-latency market data server in C++

My tasks included:

 Prepare and write Functional and Technical specifications,

 Wrote migration specifications and User Stories on Jira,

 Developed and optimized low-latency C++ applications for real-time market data processing

 Worked on Multithreading and Memory Optimization issues

 Supported the integration of multiple market data providers and external APIs into internal trading platforms such as NASDAQ_Basic, NASDAQ_Omnet, JSE_MIT, …

Tools used: C++, Python, Shell, Visual Studio, GIT, JIRA, OKTA

C++ Software Development Engineer Financial Market

Develop and maintain back-office products for ALMT:

• MTCI application (Engine to calculate the FTP ratio)

• Monte Carlo application (Engine to simulate Interest Rate)

• Collateral application (Ensure daily cash flows)

My work involves:

• Understanding business requirements and translating them into functional specifications,

• Preparing and Writing Technical specifications,

• Developing new modules/features/projects,

• Analyzing and Fixing bugs,

• Designing and building reports for business needs via Business Objects,

• Preparing test scripts: Unit-Testing, Non-Regression, Functional testing

• Ensuring quality control,

• Scheduling releases, coordinating between teams, and deploying packages

Tools used: C++, PL/SQL, Shell, Visual Studio, Oracle 11g, Sybase, Business Objects XIR3/4, SVN, GIT, JIRA

Team Gateways (CORE) is responsible for the design and development of the generic part of the market data server

My tasks included:

• Develop, enhance, and maintain the Exchange Market Data Handler framework of the common library to develop low-latency exchange feed handlers

• Refactor most useful features into generic and common modules used by all market data developers to provide low latency.

• Analyze, develop, and fix bugs/issues

• Provide technical support for worldwide development and quality assurance teams: India, Tunisia, and Russia,

• Develop a module to ensure communication between the database client website

• Automatic tests implementation with Google Test framework,

• High Performance Multicast Feed management: from several sources, feed arbitration, out-of-sequencing, lost detection and recovery notification, Cache when required,

My work also involved:

• Interacting with clients, exchanges, and project managers,

• Preparing technical documents for internal use or for customers,

Projects,

• Various exchanges: OPRA, US equities (MFDS, OMDF, ARCA, and others),

• Different protocols: FIX, Binary protocols, text, and others

Tools used: C/C++, Boost, signals, socket management, Shell scripting, Multicast, TCP, Visual Studio, Perforce, GTest, Valgrind, JIRA, Jenkins…