John Flick

Developed and launched Sonic, a web-based EMS/OMS, leading a small team, and ensuring seamless integration between the React-based GUI and the firm's Java-based low-latency order processing systems.

Absorbed ownership of all single-stock and portfolio trading products, and maintained two interconnected technology platforms: a low-latency framework written in C++, and a highly customizable, fast-to-market framework in C#. Took leading roles in several key cost-cutting initiatives, finding creative ways to reduce our hardware footprint, and maximize R&D tax credits.

Spearheaded the development of a dark pool liquidity aggregator called Posit Marketplace that uses machine learning to improve fill rates. Lead development on core revenue-generating products, including VWAP, TWAP, volume participation, implementation shortfall, open, and close auction algos.

Developed Raider, a liquidity-seeking algorithm that quickly gained popularity for its ability to complete trades quickly while minimizing market impact. Created Guardian, an automated test order placing application designed to catch production issues before clients do.

Developed a framework in C# that wrapped all of ITG's core C++ libraries and presented them in a clean .NET API on which plugins could be written. This became the platform on which the next generation of ITG algorithms were built. Used NDoc to create interactive documentation of the API with built-in code samples, and moderated an internal support forum to train developers on how to use it.