Credit Manager and Commission Assessor
2006 – 2007 • Senior Software Engineer • Interactive Brokers
Improved the Credit Manager (customer equity and margin calculation) and Commission Assessor (commission calculation) systems written in C++. These applications have to be extremely fast, the 200 instances run in a managed load‑balancing scheme, all data being loaded in memory at start‑up, with occasional sync messages from the Clearing DB.