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  • 1. Karsten Braaten 403 Columbus Ave. 914-202-5673 West Harrison, NY 10604 OBJECTIVE I'm open to opportunities to implement and/or develop algorithmic trading strategies, or execution strategies. I'm interested in market microstructure, alpha generation techniques, market analytics, and similar endeavors. SKILL SUMMARY Languages: Java (9 years), C# (3 years), C++ (5+ years), Perl (9+ years), SQL/DB Design (7 years), XML (7 years) APIs: NIO/Mina, Spring, Google Collections, JDBC, Hibernate, JUnit 4, Mockito, slf4j/logback/log4j, JAXB2, SOAP, Dom/Sax/StAX, JMS, Windows Forms, Infragistics, STL, POSIX IPC, pthreads, GoF Design Patterns Databases: Sybase, MySQL, Oracle, Fame TimeIQ (a time series DB) OSes: Windows (XP/Vista), Linux, Solaris, Irix, (bash, tcsh, X) Software: Intellij IDEA, Eclipse, Visual Studio/Resharper, Emacs, Vi, DB Artisan, MySQL Workbench, make, Ant(/ivy), Perforce, SVN, Toad, Cobertura, EMMA, SysInternals, ION Trading's MarketView (a pub/sub trading system platform), POSIX Financial: Numerical modeling, Greeks, Monte Carlo VaR simulations, Commodities(/futures), execution algorithms, backtesting PROFESSIONAL EXPERIENCE Principal Software Engineer, Lab49, Inc 3/10 – present • Quickly completed business analysis and coding for a CDS carry value analysis application. • C++, SQL Software Engineer, Nomura Securities 11/09 – 3/10 • Low latency equities trading system infrastructure Risk Application Developer, Schonfeld Securities 2/09 - 7/09 • Designed and developed software to monitor risk-adjusted positions, and enforce trading limits and trading rules • Responsible for the full software lifecycle: requirements gathering, architecture, design, development/unit testing, integration testing, deployment. • Contributed to the design of a Java based real time, low-latency, streaming trading system/OMS for equities day trading • Mentored new Java developers on the details of the language. • Java, NIO/Apache Mina, Spring, SQL, XP/Agile development methods Software Engineer, Morgan Stanley 11/05 – 11/08 Real Time Trading System Commodity Scheduling System: • Designed and implemented software to facilitate worldwide physical commodity scheduling activities. • Created trade data query and management tool. • Gathered and documented business requirements for North American pipeline scheduling business, then designed and implemented “front-to-back” solutions for that business. • Designed and built out infrastructure for an asynchronous n-tier application framework, as driven by business requirements. • Responsible for the full software lifecycle: requirements gathering, architecture, design, development/unit testing, integration testing, deployment, support. • Mentored junior developers on design and implementation of software requirements. • Responded quickly to ad-hoc user (trader) requests for data analysis, and enhanced or one-off features. • Supported trading and trade execution algorithms. • Enhanced a real time pub/sub based trading system (based on ION Trading's MarketView), including managing market data from multiple exchanges and order routing to those exchanges. • Java, C#, SQL, Hibernate, Perl, SOAP/XML, XP/Agile development methods Trading System Developer, Amaranth, LLC 6/04 - 7/05 • Enhanced interface to FIX engine (TTConnect): improved message and error handling. • Supported and analyzed execution algorithm function and performance. • Provided timely responses to user requests for enhanced functionality and trade/strategy analysis. • Trained and mentored support staff. • Java, C++, SQL, Perl, FIX, StreamBase, TTConnect.
  • 2. Senior Software Engineer, Opt4 Derivatives, Inc. 2/03 - 6/04 • Enhanced risk analytics for a Web/J2EE based trading application which facilitated atomic trading of customizable multi-leg OTC derivative security instruments. • Implemented quasi-Monte Carlo Value-at-Risk (VaR) simulation engine, which complemented and integrated with analytic risk calculations, for risk monitoring and multi-level risk based trade permissioning. • Java/J2EE, SQL. Software Consultant, The Ziba Group Consulting: Visa/Innovant 5/02 - 10/02 Visa Information Source (VIS) Web Based Transaction Reporting for Visa Corporate Card. Java/J2EE web development, SQL. Software Engineer, Maxis / Electronic Arts 4/01 - 11/01 The Sims Online: a massively multiplayer persistent state world based on the computer game The Sims. Web based player management tools. Java/J2EE, C++ networking. Software Engineer, Xigo, Inc. 10/00 - 3/01 • Real-time financial market data alerts (early complex event processing (CEP)). • Real-time and historical financial market data servers. • Java data server development, testing, performance analysis/improvement. • Financial data integrity validation, in preparation for backtesting analysis. • Time series databases for market data. • Java, Fame TimeIQ. Product Developer, 4/00 - 9/00 Web based real-time in-page currency conversion for international e-commerce. Perl, shell Engineering Staff, United Space Alliance 4/98 – 4/00 • Space shuttle avionics simulator development • Avionics display prototyping. • Developed a distributed C++ application for astronaut flight training and rapid display prototyping. • Space Act Award for avionics simulator development. • C++, POSIX, network programming, Perl, shell. Software Engineer, Schlumberger-GeoQuest, Ltd. 2/97 – 4/98 Scientific visualization of quantitative geologic data. C++ application development. Associate Software Engineer, Visual Numerics, Inc. 1/96 - 12/96 Translated C and FORTRAN mathematical libraries to C++. C++, analytic toolkit development. Graduate Research Assistant, Rice University 5/94 - 1/97 • Numeric modeling using Rice University's radiation belt computer simulation. • Derived, coded, and tested physics models, compared results to analytic theory and data. EDUCATION M.S. Space Physics, Rice University, Houston, Texas: 8/93 - 1/97 Passed Ph.D. qualifying exams; left with a non-terminal M.S. plus complete Ph.D. course work. B.S. Physics, B.S. Astrophysics, Math Minor, University of Minnesota, Minneapolis, Minnesota: 9/88 - 7/92. Cum Laude
  • 3. SOFTWARE DEVELOPMENT SKILLS Java 9 years experience with both web-based (J2EE/JSP) and stand-alone applications. Major projects include: • Low latency OMS using NIO/Apache Mina, with an emphasis on the risk management aspects. • Physical oil scheduling system (server) • Real time commodities trading system (pub/sub based server components) • Statistical arbitrage/FIX trading system • Work with a proprietary EJB-like object-relational mapping infrastructure • Visa corporate card transaction reporting system • Performance-critical financial data server • Analytic calculation and Monte Carlo simulation engines for Value-at-Risk (VaR) computations for a web based derivatives trading platform C# 3 years experience: • Physical oil scheduling system (client) • Real time commodities trading system (client) • Use of Infragistics custom controls. C++ 5 years experience, including mathematical/scientific applications, networking, POSIX IPC, pthreads, STL, design patterns. Major projects include: • Mathematical/Statistical/Scientific analysis libraries • Geologic/seismic data visualization • NASA space shuttle cockpit display simulator Databases/SQL 7 years experience with SQL and Relational Databases • Oracle, Sybase, MySQL • JDBC • Hibernate • FAME time series databases and its Java API TimeIQ.
  • 4. RELEVANT EDUCATIONAL EXPERIENCES Zero-Gravity Experience (Summer '95) Selected by the Texas Space Grant Consortium to fly a Zero-Gravity fluid mechanics experiment aboard the zero gravity aircraft NASA 930. Successfully designed, built, tested and flew the experiment as part of a student/faculty team. Presented results and experiences at various talks and conferences . Honors and Awards • Space Act Award (for space shuttle simulator) • Rice University Graduate Fellow • University of Minnesota IT Honors program participant and tutor • University of Minnesota Presidential Scholar • University of Minnesota Talented Youth Mathematics Project (UMTYMP) student and TA • National Merit Scholar • Graduated from high school (grades 9-12) in three years ranked 1/425 REFERENCES Available on request.