Apr. 2024 - Now   Software Engineer, Rothesay, London: developer tools (“StratOS”) team for Quants/Strats

• Responsibilities: create Cloud-based systems to replace Goldman Sachs (GS) proprietary systems, develop tools for quants
• Developed a distributed compute system on AWS from the ground up, replacing a GS system.
  • Considered off-the-shelf solutions using e.g. Slurm, AWS Batch/ECS. They did not meet stringent security and confidentiality requirements (e.g. authentication, PII) as well as latency (<100ms to start tasks) and throughput (peaks of 10k+ jobs submitted per second) requirements. As a result, we went for a semi-custom solution
  • Integrated into existing UIs and took into account feedback from users (quants)
• Wrote scripts to pin down external package versions across multiple Conda environments, to ensure consistency
• Configured Cloud-based, ephemeral Linux containers as development environments (Gitpod/Ona with PyCharm).
  • Delivered a “battery-included” experience for the main quants workflows, working with the infrastructure team to pre-install on the corporate fleet
• Regularly worked to improve CI pipelines success rate and build time (e.g. with smart, minimal dependencies)
• Engineering support for end of day risk calculation and business hours CI pipelines

✓   Python, Conda, Rust, AWS (EC2, MemoryDB, CloudWatch), SecDB, Gitpod/Ona, TeamCity

Jun. 2022 - Feb. 2024   Software Engineer L4, Paxos, London: Brokerage team

• Responsibilities: design and delivery of a smart order routing system from the ground up, adapting to the quickly evolving requirements of crypto markets
• Designed the smart order router in a team of three using Go and Rust micro-services
• Wrote a connector service to internal and external market-places for order execution
• Drove performance improvements by:
  • Load-testing a production-like system while analyzing metrics and resource usage of the key components
  • Using results to tune SQL indices, RabbitMQ parameters and calls to accounting services developed by other teams
• Lead cross-team initiatives to spread Rust knowledge and best practices — in particular to catch logical errors at compile time by leveraging the type system
• Engineering support for customer-facing trading-systems, from REST & FIX APIs to the order-matching engine

✓   Rust, Go, Python, AWS, Postgres, Microservices, Protocol Buffer, RabbitMQ

Sep. 2020 - Jun. 2022   Software Engineer, Cloudflare, London: Distributed Denial of Service (DDoS) protection team

• Responsibilities: maintain and improve automated mitigation systems against DoS attacks, answer customer queries

• Redesigned with a colleague the data pipeline to display network analytics to customers. It involved mainly data extraction using eBPF, efficient and performant storage in ClickHouse and a public facing GraphQL API
• Extended and automated data extraction for public reports like “Network-layer DDoS attack trends for Q4 2020”
• Optimized directly-written eBPF assembly, C code, ClickHouse tables and materialized views
• Troubleshooted, fixed bugs and extended the Gatebot Python codebase
• Co-authored the blog post “How we built Network Analytics v2”

✓   C, eBPF, XDP, Rust, Go, Python, Docker, TCP, UDP, dos attacks, ClickHouse, GraphQL

2017 - 2020   Télécom Nancy, Nancy, France: Masters of Science in Computer Science

• Focused on software engineering and project management
• School projects: full compiler, film recommendation system, embedded platform to acquire sensor data

2015 - 2017   Lycée A. Fournier, Bourges, France: two-year course equiv. to a BSc in Mathematics and Physics

Preparation for the highly competitive nationwide entrance exams for French Grandes Écoles

2018 - 2022   Sesters: tool to extract price tags from plain text, for conversion from one currency to another

✓   Rust (noteworthy package used: serde, clap, reqwest, rusqlite), SQLite, Web API

2019   Into-Ledger: fork of an importer/classifier of financial transactions from a file in the CSV format

• The fork improves data collection to make better use of the Bayesian Filtering method

✓   Go, Bayesian Filtering

2014 - Now   Misc. Open-Source Contributions: please visit my website at joly.uk/open-source for a full list