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

August 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

March 2021 - March 2022

Serverless Engineer

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

April 2019 - March 2021

Senior Software Development Engineer

Tech lead for the AWS IoT Rules Engine

February 2017 - April 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

August 2015 - February 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

August 2014 - August 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

June 2013 - August 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

August 2012 - June 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.

March 2011 - August 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.

April 2010 - January 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

December 2007 - December 2009

Bachelor of Mathematics (Advanced) Mathematics