IT @ Goldman-Sachs

From an article by Julian Delasantellis published at Asia Times on 08/04/2009:


"On July 4, US Federal Bureau of Investigation (FBI) agents arrested one Serge Aleynikov, up until early June a well-paid Goldman Sachs vice president for equity strategy quantitative analysis, or "quant", who worked for the previous two years on, as his Linkedin page put it:

Lead development of a distributed real-time co-located high-frequency trading platform. The main objective was to engineer a very low latency (microseconds) event-driven market data processing, strategy, and order submission engine. The system was obtaining multicast market data from Nasdaq, Arca/NYSE, CME [Chicago Mercantile Exchange] and running trading algorithms with low latency requirements responsive to changes in market conditions."