Career

Five years ago I joined the electronic trading firm not knowing what a cache line was. I thought garbage collection was something that happened to other people’s code. I had never looked at assembly output from a Java program. I’d heard of the LMAX Disruptor but had no idea why it existed. By the time I left, I had opinions about CPU prefetchers. I had read the Intel 64 and IA-32 Architectures Software Developer’s Manual for fun. I could look at a flame graph and immediately see the GC pressure. I had shipped components processing a million messages per second with sub-millisecond p99 guarantees. Here’s what that environment actually teaches you. ...

I joined the trading desk on a Monday. By Friday I had broken the USD/JPY price feed. Not catastrophically — it was a staging environment and the feed recovered in seconds — but the experience of watching a real-time market data stream go silent because of my code was unlike anything I’d encountered at university. It crystallised something immediately: in this environment, software failures have a price tag attached. ...