Eric Harding

Blackedge Capital

Chicago, IL

Senior Quantitative Developer

• 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 to 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
• 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 transparency 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