Session Name: Lessons From High Frequency Trading: Debugging System Failures in Real-time
Your company executes billions of electronic trades every day. You have hundreds of developers that write the code and infrastructure to make that execution possible. A part of this system fails. You need to debug this live all while PnL is taking a big hit. In this session, you will learn how to write code knowing you’ll probably need to debug it in a live, stressful environment, how to figure out the best approach to debug an issue in production, and the tools you can use to help you do that.
Sabina graduated from Columbia University with a Bachelor of Science and a Master of Science in Computer Engineering. She worked at JPMorgan Chase for three years building the tech infrastructure used by developers in the Corporate and Investment Bank division. She then joined a small group of Operation Developers at Hudson River Trading, where she specialized in writing monitoring software. After four years at HRT, Sabina has joined Millennium Management as a Quantitative Developer, designing software to help the company evaluate and manage risk.