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Picture of Alan Illing

Alan Illing

software engineer

entrepreneur

Recent work

Project Fixup

Dating: simplified and fun.

Mixup (Pre-launch)

Better way to meet people at events.

Single Proxy

Scalable, reliable and distributed forwarding proxy service.

Django Performance

Performance monitoring for Django apps.

Bot Rocket

Run automated tasks in the cloud.

Skills

  • Programming

  • Python
  • C / C++
  • C#
  • JavaScript
  • Frameworks and libraries

  • Django
  • .NET
  • Celery, RabbitMQ
  • Backbone, Underscore
  • Angular
  • Databases

  • MySQL
  • PostgreSQL
  • MongoDB
  • Neo4j
  • Misc. (systems, protocols, etc.)

  • Linux - Ubuntu
  • Windows
  • WebSocket protocol
  • AMPQ

Experience

Software Engineer II

Twitch, LLC. 2011 - 2012.

Twitch is a trading firm located at the Chicago Board of Trade (CBOT). They are market makers that use trading algorithms to compete against others for order flow and manage risk. The primary focus of the business is on trade execution time and speed of the trading strategy.


Responsibilities:

  • Trading strategy development on new products.
  • Back-end P&L tracking and reporting.
  • Quantitative analysis of market data, strategy performance and parameter optimization.

Quantitative Analyst / Software Developer

Cornerstone Trading, LLC. 2009 - 2011.

Cornerstone was a proprietary trading group located at the Chicago Board Options Excahnge (CBOE). Trading methodologies were similar to hedge funds; they underwent massive restructing in 2009 in the face of financial difficulties.


Responsibilities:

  • Developed mathematical models for trading options.
  • Software development for algorithmic trade execution.
  • Analyzed mathematical models for trading and historical strategy performance.
  • Research on GPU parallel programming, specifically nVidia CUDA.

Assistant Trader

Cornerstone Trading, LLC. 2006.

Responsibilities:

  • Built tools for automating P&L reporting and analyzing strategy performance.
  • Built back-end systems for automating trade execution.

Education

University of Chicago

M.S. Computer Science, expected June 2013.

Coursework focus on numerical methods, distributed and parallel computing, algorithms, unix programming, networks and security. GPA: 4.0

Univeristy of Illinois, Champaign-Urbana

M.S. Finance, May 2008

Awarded as a Ph.D. candidate for partial completion of the docorate program. All courses were taken at the Ph.D. level and emphasized mathematics, especially stochastic calculus, advanced probability and statistics, and econometrics. I left the docorate program after 2 years.

Univeristy of Illinois, Champaign-Urbana

B.S. Mathematics & Actuarial Science, Magna Cum Laude, May 2006

Coursework emphasized engineering and actuarial-related mathematics, including ordinary and partial differential equations, probability & statistics, analysis of loss distributions and finance. I additionally took several computer science courses including theory, data structures, databases, parallel programming and several courses on various programming languages including C, C++ and Java.


Awards:

  • Magna Cum Laude
  • Actuarial Science Department High Distinction
  • Phi Scholars Member