Lead Software Engineer
Derivative Path · Walnut Creek, CA (Remote)
Driving the migration of a legacy derivatives trading platform to modern cloud-native architecture on DerivativeEDGE. Working across the full distributed pipeline: trade entry, pricing, risk, and analytics.
- Implemented distributed tracing (OpenTelemetry) across a multi-service pricing pipeline, identifying a ~300s latency bottleneck in the Analytics Pipeline and giving leadership actionable data to prioritize optimization.
- Resolved migration-blocking defects affecting all DerivativePath client migrations: multi-tenant data isolation and reversed MTM/NPV pricing values.
- Designed real-time status notification architecture using event sourcing (Marten) and messaging patterns (Rebus), replacing blind polling with live visibility for risk analysts.
- Piloting a Kafka-based transactional outbox for cross-service messaging, moving the platform toward reliable, replayable event delivery.
- Driving delivery of five Q2 roadmap epics spanning FX Options, CVA/DVA pricing, performance, and data warehouse migration, coordinating across product, analytics, and platform teams.