Brendan McKee

Senior Software Engineer

Summary

* Backend Software Engineer * Expertise in and passion for building high traffic horizontally scalable web services * Expertise in AWS cloud infrastructure, leveraging IaC tools like CDK * Expertise in Scala, Java, and Typescript. Particularly interested in Rust * Experience building algorithmic trading systems with the FIX protocol * Experience designing and building programming languages and interpreters * Experience overseeing and mentoring a team of engineers

Experience

08/2022 - Present

Senior Software Engineer

- Build and maintain backend algorithmic trading applications for hedging Trumid’s treasury exposure - Low level FIX semantics surfaced via Scala based gRPC microservices deployed to Kubernetes - Profiling and performance optimization across a system of multiple microservices - Automated end to end of FIX trading protocols

03/2021 - 03/2022

Serverless Engineer

- Built EDI parsing and validation infrastructure - Fully serverless architecture on AWS with heavy use of the CDK

04/2019 - 03/2021

Senior Software Development Engineer

Tech lead for the AWS IoT Rules Engine

02/2017 - 04/2019

Software Development Engineer II (AWS Internet of Things)

- Development and maintenance of the AWS IoT Rules Engine - Multi-region distributed systems built on AWS infrastructure - Extensive use of Scala and Akka/Akka-Streams

08/2015 - 02/2017

Software Development Engineer II (Information Security)

- Large scale big data ingestion pipeline based on based on Apache Spark Streaming in the Information Security domain - Distributed systems based on AWS services - Extensive use of Scala and Akka

08/2014 - 08/2015

Software Development Engineer (Consumer Website)

- Automated metric analysis and anomaly detection across tens of thousands of hosts - Fault detection and automated recovery - Distributed systems built with Spring based RESTful web services and AWS services

06/2013 - 08/2014

Spot Trader/Front Office Developer

• Design and development of software to improve market transparency and trader decision-making. • Microsoft technology stack, including WPF and RESTful web services using MVC 4 and Web API 2 • Investigations and simulations of market conditions with the aim of writing code to automate processes and improve trading team efficiency

08/2012 - 06/2013

Spot Trader/Derivatives Trading Analyst

Spot market and derivatives market fundamental analysis, including analysis of competitor behaviour, short and long term weather forecasts, transmission constraints and political/regulatory environments • PnL and risk measurement, reporting and reconciliation. Scenario analysis for a portfolio of energy derivatives. • Software development using new and innovative ways to query multiple relational databases and present useful data using C#, SQL, VBA and Excel. • Utilised Reuters .NET SDK to build an event driven price and arbitrage opportunity alarm program for the Futures and OTC market.

03/2011 - 08/2012

Spot Energy Trader

• Real-time bidding of Snowy Hydro's generation assets in order to optimise revenue • Short and long-term analysis of market factors including generation supply, pricing outcomes and competitor bidding strategies • Specification and development of applications to improve market transparency and spot trader decision-making • Scenario analysis, risk measure reporting/reconciliation, market/credit risk management and modelling.

04/2010 - 01/2011

Credit Risk Analyst

• Developed functions in SAS code with some SQL to manage large customer and account datasets and automatically retrieve and combine user data into smaller cohesive monthly datasets for regular reporting. • Built and managed credit card datasets used for Basel II Internal Ratings Based capital requirements modelling using statistical analysis and manipulation of very large datasets.

Education

University of Wollongong

12/2007 - 12/2009

Bachelor of Mathematics (Advanced) Mathematics