Employments

Responsibilities: create Cloud-based systems to replace Goldman Sachs (GS) proprietary systems, develop tools for quants Developed a distributed compute system on AWS from the ground up, replacing a GS system. Considered off-the-shelf solutions using e.g. Slurm, AWS Batch/ECS. They did not meet stringent security and confidentiality requirements (e.g. authentication, PII) as well as latency (<100ms to start tasks) and throughput (peaks of 10k+ jobs submitted per second) requirements. As a result, we went for a semi-custom solution Integrated into existing UIs and took into account feedback from users (quants) Wrote scripts to pin down external package versions across multiple Conda environments, to ensure consistency Configured Cloud-based, ephemeral Linux containers as development environments (Gitpod/Ona with PyCharm). Delivered a “battery-included” experience for the main quants workflows, working with the infrastructure team to pre-install on the corporate fleet Regularly worked to improve CI pipelines success rate and build time (e.g. with smart, minimal dependencies) Engineering support for end of day risk calculation and business hours CI pipelines ✓ Python, Conda, Rust, AWS (EC2, MemoryDB, CloudWatch), SecDB, Gitpod/Ona, TeamCity

Responsibilities: design and delivery of a smart order routing system from the ground up, adapting to the quickly evolving requirements of crypto markets Designed the smart order router in a team of three using Go and Rust micro-services Wrote a connector service to internal and external market-places for order execution Drove performance improvements by: Load-testing a production-like system while analyzing metrics and resource usage of the key components Using results to tune SQL indices, RabbitMQ parameters and calls to accounting services developed by other teams Lead cross-team initiatives to spread Rust knowledge and best practices — in particular to catch logical errors at compile time by leveraging the type system Engineering support for customer-facing trading-systems, from REST & FIX APIs to the order-matching engine ✓ Rust, Go, Python, AWS, Postgres, Microservices, Protocol Buffer, RabbitMQ ...

Responsibilities: maintain and improve automated mitigation systems against DoS attacks, answer customer queries Redesigned with a colleague the data pipeline to display network analytics to customers. It involved mainly data extraction using eBPF, efficient and performant storage in ClickHouse and a public facing GraphQL API Extended and automated data extraction for public reports like “Network-layer DDoS attack trends for Q4 2020” Optimized directly-written eBPF assembly, C code, ClickHouse tables and materialized views Troubleshooted, fixed bugs and extended the Gatebot Python codebase Co-authored the blog post “How we built Network Analytics v2” ✓ C, eBPF, XDP, Rust, Go, Python, Docker, TCP, UDP, dos attacks, ClickHouse, GraphQL ...

Aim: benchmark, develop and compare various performance optimizations in l4drop, a DoS mitigation system Presented the methodology and results at the Linux Plumbers Conference and in my master thesis ✓ eBPF, XDP, TCP, kernel probes, Python ...

Aim: explore performance analysis technics with eBPF (extended Berkeley Packet Filter) Wrote IP-whitelisting tool using XDP for DDoS protection of a Ripple blockchain connector Extended Vector monitoring tool with additional eBPF modules : packet analysis (HTTP & WebSocket, UDP & DTLS), garbage collector visualization for NodeJS using USDT probes Co-authored a research paper outlining innovative performance monitoring schemes Worked in English on a daily basis. ✓ eBPF at different levels, Docker, Python, Go, TCP, UDP, Websocket

Stored recurring and one-time orders; planed and recorded product delivery to bill each customer Saved hours each month: planning and billing delivery was done manually on paper before ✓ Android, Java, SQL, SQLite, Room ORM ...