Eric Harding

Blackedge Capital

Remote

Senior Quantitative Developer

• Led a 3-person team replacing Redline feed handlers across CME, ICE and CBOE with an in-house, out-of-process shared-memory market data system, cutting memory >50% and holding ~2.5 µs median update latency while adding features
• Added strategy fault isolation, instant-snapshot strategy restarts and feeds augmented with rich business-specific data, including order-level tracking that gives traders real-time visibility of their own order positions
• Developed an ultra-low-latency shared memory architecture to optimize interprocess communication for single-threaded strategies, enhancing isolation and fault tolerance for shared resource access. Distilled complex system architecture into a simple, opinionated "whiteboard" model, improving communication with trading teams
• Engineered a real-time data pipeline to capture and index options and futures market feeds from CME, CBOE, and ICE exchanges into OneTick at 12B rows/day, enabling instant post-trade analysis with comprehensive order-by-order market visibility
• Designed a system-wide latency monitoring and alerting framework built on hardware-timestamped packet tracing at the switch level, measuring end-to-end latency at sub-5 ns resolution, precise enough for FPGA-based users
• Improved developer quality of life by simplifying a complex multi-repo CMake/C++ build system, cutting end-to-end update time from 1 hour to 20 minutes, and adopting an efficient binary logging format that improved logging performance by over 50%

Blue Trading Systems

Chapel Hill, NC

Principal Engineer

• Implemented market data ingestion and normalization pipeline from multiple exchanges as a key part of building a futures/options trading engine with 10 µs median tick-to-trade response time
• Designed and implemented the CME iLink 3 gateway, ready on day one of its availability and giving us a competitive advantage over firms still on the legacy FIX gateway
• Implemented an industry-novel data layout using efficient load shedding to maximize throughput and minimize latency of futures/options data, delivering bulletproof UI performance in fast market conditions (see blog for details)
• Built custom debugging and analysis tools for extremely low latency systems, enabling microsecond level tracing of code hot paths and driving the performance work behind the 10 µs median tick-to-trade time
• Introduced product-wide Prometheus and Grafana monitoring dashboards, enabling real-time regression detection across the application

Team Lead

• Led development of a greenfield futures Trading Desktop application and web based administrative front end from the ground up, reaching a few hundred users in its first year, before the company was acquired
• Introduced code review and individual mentoring practices that increased code ownership and reduced defects and integration problems while meeting performance goals
• Unified a fragmented set of in-house applications into a single, consistently branded product
• Developed a custom gRPC-like API framework enabling location- and language-independent service implementations (C++, .NET, JavaScript). Adopted by all teams as the sole data transport for client-facing desktop and web applications

Blue Capital Group

Chapel Hill, NC

Senior Software Engineer

• Implemented custom tracing across the micro-service architecture to accurately measure performance, improving the performance of the 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 .NET 3.5 and 4.0, owning the WPF Performance Toolkit of diagnostic tools
• Drove XBAP and ClickOnce browser integration for Internet Explorer and Firefox