Eric Harding

Blackedge Capital

Chicago, IL

Senior Quantitative Developer

• Designed and implemented a high performance market data pipeline replacing our vendor CME implementation and enabling custom order tracking through the MBO feed so our strategies could precicsely observe our order position in the feed.
• Built a pipeline to record and index option and futures market data feeds in real-time across CME, CBOE, ICE exchanges enabling instant post trade analysis tools with full order by order market visibility
• Implemented a system wide performance monitoring and alerting system to drive latency improvements. Traced each event to a hardware timestamped packet at the switch for true end to end latency measurement.
• Worked with options traders to improve our delta hedging strategy. Implemented a variety of new valuation parameters and enabled real time visual analysis of the strategy to drive further improvements
• Improved logging performance by more than 50% by moving to a binary logging format
• Refactored the cmake/C++ build system to improve build times and developer productivity

Blue Trading Systems

Chapel Hill, NC

Principle Engineer

• Implemented market data ingestion and normalization pipeline from multiple exchanges as a key part of building a futures/options trading engine with 10 microsecond median tick-to-trade response time
• Designed and quickly implemented an implementation of the CME ilink3 gateway when it came out giving us a competitive advantage against firms that were still on the legacy FIX gateway.
• Implemented an industry-novel data layout using efficient load shedding to maximize throughput and minimize latency of future/option data (see blog for details)
• Built custom debugging and analysis tools to handle the unique constraints of extremely low latency systems enabling microsecond level tracing of code hot paths to drive performance improvements
• Improved observability by introducing product wide monitoring dashboards built on Prometheus and Grafana

Team Lead

• Led development of a greenfield futures Trading Desktop application and web based administrative front end from the ground up
• Introduced best practices around code review and individual mentoring to increase code ownership and deliver features quickly while maintaining code quality and meeting world class performance goals
• Successfully integrated multiple legacy UI applications into a single cohesive product
• Developed custom GRPC-like API framework which enabled location- and language-independent service implementations (C++, .NET, JavaScript)

Blue Capital Group

Chapel Hill, NC

Senior Software Engineer

• Implemented tracing across micro-service architecture to accurately measure performance
• Improved performance of high frequency trading system by a factor of 22

Microsoft

Redmond, WA

Developer Division (WPF)

Software Development Engineer II

• Senior developer on the WPF Performance team for the 3.5 and 4.0 versions
• Owned the WPF Performance Toolkit, a set of WPF specific performance diagnostic tools
• Worked on XBAP and ClickOnce Browser integration for Internet Explorer and Firefox
• Owned parts of Windows Vista Control Panel
• Selected to present topic on developing high performance WPF applications on at Microsoft Professional Developers Conference (PDC) 2009

Co-organizer

Durham, NC

Triangle F# Meetup

Presenter

San Francisco, CA

Open FSharp Conference

Developing a Fabulous Mobile App

Presenter

Raleigh, NC

Southern Fried F# Conference

Authoring React Components with Fable

Presenter

San Francisco, CA

Microsoft PDC 2009

Advanced Windows Presentation Foundation Application Performance Tuning and Analysis