Mark Nuttall-Smith
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Hi, I’m Mark! 🔗
I am a passionate technologist who loves to work with domain experts to discuss requirements, understand problems deeply, and provide creative and efficient solutions.
Highly technical, but always with an eye on the true goals of a project, I’m happy to start working from a blank canvas with architectural sketches on a whiteboard, through consideration of the scalability, performance and security of a solution, all the way down to the nuts and bolts of an implementation itself.
Experience 🔗
Flow Traders, Amsterdam, NL 🔗
Lead Developer / Team Lead 🔗
Feb 2019 - Jun 2022 🔗
Acqui-hired together with the software assets from Gridarrow. Responsible for global roll out of Gridarrow onto on-prem Kubernetes infrastructure.
Worked closely with most trading desks (equity, fixed-income, FX, crypto) to maximise the value from the Gridarrow platform.
Managed a team of developers building a wide range of tooling on the Gridarrow platform - from market data and position feeds, to an RFQ platform for crypto options and a FIX order entry system for a global dealer-sweep matching engine.
Integrated Gridarrow core Python library with various data sources, including Kafka, Hazelcast, reference data and other APIs.
Architect and developer for a next generation real-time risk engine, built with Materialize, dbt, Kafka and Debezium, and integrating proprietary data with vendor data feeds from Bloomberg and MSCI.
Created Kafka to TimescaleDB data pipeline for post-trade analytics by quant and trading users.
Gridarrow, Amsterdam, NL 🔗
Co-Founder, CEO 🔗
Jul 2017 - Feb 2019 🔗
Co-founded and bootstrapped Gridarrow - “The missing server for Excel” - a multi-tenant cloud-native platform for streaming real-time data into Excel spreadsheets, built using Python, C#, Golang, Angular, Kubernetes and Istio, running on Google Cloud Platform.
The sales pitch was as follows: The Gridarrow platform consists of an Excel Add-in which connects to Python Apps running in the cloud. The Python Apps grab data from anywhere you need - APIs, databases, web-scraping and push it directly to the Excel spreadsheet in real-time. Multiple users can connect their spreadsheets to the same App at the same time and get the same data instantly.
In addition to the growth hacking and customer support required for a bootstrapped startup, I was responsible for the overall system architecture and development of the system, including components such as:
- Python core library: user friendly API for sending data to Excel and streaming gRPC server (later converted to AsyncIO).
- C# Excel add-in using Excel DNA and Reactive Extensions.
- Kubernetes operators (Golang) for control of Gridarrow CRDs, Kubernetes and Istio resources.
- Authn/Authz using OpenID Connect via Auth0 and Istio security policies.
The company’s intellectual property was acquired by Flow Traders 1.5 years after founding.
Optiver, Amsterdam, NL 🔗
Senior Developer 🔗
Sep 2012 - Jul 2017 🔗
Quantitative Trading team
Cloud architecture and big data engineering. Using AWS, Mesos, Spark, Docker and Python re-engineered the trading unit’s signal extraction, model training and backtesting pipeline.
Trading Intelligence team
- Tech lead for team providing RAD/tactical tools to traders. Applications covered many areas of front-office trading activity - risk, position management, operational monitoring, parameter automation etc
- Python tools for interactive computing and log file analysis
- C# tooling for charting and Excel data integration
- Developed and provided technical training programmes to traders
- Recruitment
HSBC, London, UK 🔗
Senior Analyst Developer 🔗
Mar 2006 - Oct 2011 🔗
Prime Services (Equity Prime Brokerage)
- Prime Services Workstation - Architect/Tech lead for internal cross-functional Prime Services portal. Java/BlazeDs/Flex implementation.
- Business Process Management with Activiti - Integration of workflow engine with trade capture services via message queues.
- Database re-engineering
- Tactical Spring Batch infrastructure - Implementation of tactical Spring Batch based position and open-contract feeds from the front office equity, swap and futures trading systems to the Syncova Optima margining engine
- Recruitment
Senior Analyst Developer - Investment Access and Solutions Group (Fund Derivatives)
- Position and Risk Viewer - Business analyst and developer for Yolus based implementation of a position and risk viewer tool
- Fund DB - Lead developer and business analyst for application providing front office users with a tool to collect market data, manage contacts and store documentation on funds.
- Trade and Product Booking XML Gateway - Designed and developed a generic XML gateway allowing the booking in Calypso of trade and product entities
- Reporting and Risk - Designed and developed the PnL reporting feed from Calypso
- Feeds & Market Data - Development and maintenance of STP feed from FO Calypso instance to DTP (back office Calypso)
- Utilities - Bloomberg contribution of MTN prices.
- Various utility spreadsheets for traders - Daily risk monitoring, publication of prices to 3rd party monitors.
- Change Process - UAT cycles
Inpharmatica, London, UK 🔗
Scientist 🔗
Sep 2001 - Nov 2003 🔗
- Core bioinformatics programmer in team responsible for the development of a genome browser application.
- Designed and coded a Perl software pipeline responsible for annotating the human genome. The annotation software was scaled to run via Sun Grid Engine on a Linux grid due to the huge amounts of sequence data available.
- Responsible for maintenance of in-house DNA sequence databases.