VP @ BARCLAYS ALGO TRADING

Engineering High-Performance Equities Execution Platforms

Harish is a senior Java Specialist with 18+ years of expertise architecting ultra-low latency execution engines, smart order routing (SOR) strategies, and robust pre-trade risk frameworks for global financial giants.

[PHILOSOPHY] "My design approach focuses on writing zero-GC, hardware-aligned code. In high-frequency trading, mechanical sympathy is the difference between matching a block or missing the execution window."
— Harish Shetty
OPERATOR PROFILE & SYSTEMS METRICS LIVE STATUS: OK
Harish Shetty
OPERATOR: SHETTY, HARISH
RANK: VP, ALGO TECHNOLOGY
STATION: NEW YORK, NY
DEPLOYMENTS: WASP, CMA, CEL, ETCA
CORE ARCHITECTURE LATENCY Sub-µs Sub-microsecond exchange connect
PLATFORM DISRUPTOR THROUGHPUT Disruptor LMAX lock-free message processing
ACCUMULATED FIELD EXPERIENCE 18+ Yrs Barclays, Nomura, Lehman Brothers
TRADING COMPLIANCE CHECK Verified Pre-trade limits & internal compliance
[SYS] Init Smart-IOI-Router... OK. StrategyBuilder engine loaded. Active connectivity modules: FIX 4.2 / FIX 4.4... Thread pool initialized: 12 cores pinned (affinity enabled). WASP Framework active.

Interactive FIX Terminal

Harish has spent nearly two decades engineering exchange gateways and connectivity pipelines. Interact with this live protocol simulator to parse raw FIX messages and see how his execution logic operates.

CHOOSE FIX TRANSACTION TYPE
RAW FIX MESSAGE STRING (SOH separator | )
WASP SYSTEM CONSOLE // NY-METROPOLIS-G1 CLEAR LOGS
[SYS] WASP Trading Platform initialized. Waiting for FIX messages...
[INFO] Socket listening on port 9817 for FIX connections.
IDLE No active transaction
Symbol -
Qty / Filled - / -
Price -
Strategy -
DECODED TAG DESCRIPTIONS
Tag Field Name Raw Value Meaning / Description
Execute or parse a message to view fields...

Professional Track Record

A timeline of Harish's career designing and delivering low-latency execution platforms, exchange access gateways, and client connectivity systems for tier-1 investment banks.

Jan 2021 — Present New York, NY

VP, Equities Algo Trading Technology

Barclays

Java Execution Algos Smart Order Routing Low Latency WASP Framework

Design and maintain execution algo logic, including VWAP, TWAP, PAIRS, and Inline strategies, built on WASP (Barclays' next-generation zero garbage collection trading framework).

Key Project Impact & Architecture Details
  • Strategy & Platform Design: Designed and developed high-performance execution applications and routing functionality from the ground up to support Central Execution and Liquidity Provisioning.
  • Smart-IOI-Router: Serve as SME and technical lead, partnering directly with product owners to deliver cross-asset trading models.
  • StrategyBuilder: Built a configurable XML/JSON rules engine allowing the trading desk to adjust strategy limits and routes instantly, cutting release cycles by 50%.
  • Zero GC Engineering: Maintained high-frequency matching engine logic, pre-trade risks, and market maker limits using primitive collections, object pools, and strict memory layout patterns.
Oct 2017 — Dec 2020 New York, NY

VP, Project Lead, Global Client Connectivity

Barclays Capital

Client Onboarding FIX Protocol Solace Tibco RV Project Management

Delivered and migrated institutional trading clients to a high-capacity connectivity platform (ETCA FIRST), enabling secure order routing across global equities markets with zero runtime disruption.

Key Project Impact & Architecture Details
  • Coordinated cross-functional QA, development, and support teams to onboard over 100+ global asset managers on schedule.
  • Implemented high-throughput Solace and Tibco middleware integration, ensuring transactional consistency and automatic failover capabilities.
  • Established structured migration roadmap, reducing client downtime to zero during routing engine cutovers.
Dec 2014 — Oct 2017 London, UK

VP, Team Lead & Tech Architect (Exchange Connectivity)

Barclays Capital

Core Java LMAX Disruptor In-Memory Journaling Multithreading CMA Platform

Served as Technical Lead for CMA (Consolidated Market Access), a sub-millisecond connectivity gateway providing unified routing for all Barclays execution desks to European exchanges.

Key Project Impact & Architecture Details
  • Disruptor Pattern: Reduced message loop latency by 35% through lock-free ring buffers for inter-thread exchange processing.
  • In-Memory Journaling: Designed a zero-disk-latency journal backup system that streams order states to memory journals for seamless transaction recovery.
  • Managed European connectivity engineering team, establishing unified test cases and regression standards across London and Prague.
May 2012 — Dec 2014 New York, NY

AVP, Team Lead, USA (Market Access)

Barclays Capital

FIX 4.2/4.4 ACT Reporting Solace Compliance Limits

Architected the US compliance reporting and exchange access filters. Streamlined clearing submissions and post-trade operations interfaces.

Key Project Impact & Architecture Details
  • Designed and delivered the NASDAQ ACT Reporting engine on top of CMA, streamlining daily trade clearing uploads.
  • Integrated automated compliance checks directly into the message loop, enforcing immediate pre-trade capital constraints on incoming FIX requests.
  • Mentored junior engineers and served as the Level-3 escalation point for active production trading desks.
May 2009 — May 2012 Singapore & New York

AVP, Team Lead (Consolidated Exchange Layer)

Barclays Capital

Core Java Good Till Cancelled (GTC) Tibco RV Multi-Exchange FIX

Led developers globally across Singapore and NY to maintain and optimize the Consolidated Exchange Layer (CEL), connecting the firm to US, Canadian, and LatAm exchanges.

Key Project Impact & Architecture Details
  • Built native low-latency adapters for NASDAQ, NYSE, and Toronto Stock Exchange (TSE).
  • Engineered the core GTC (Good Till Cancelled) state manager, resolving order recovery synchronization issues across weekend database maintenance cycles.
2004 — 2009 Mumbai, India

Early Engineering Career

Nomura | Lehman Brothers | Quinnox | Idealake

C++ Java Swing KDB FpML Calypso RBI Systems

Formed early technical expertise building portfolio trading client software, derivative settlement engines, and high-throughput clearing integrations.

View Complete Breakdown of Early Projects
  • Senior Developer at Nomura (2008-2009): Optimized portfolio order management tools (PUMA project) using multithreaded backend components in C++ and Java Swing GUIs.
  • Senior Developer at Lehman Brothers (2006-2008): Built NYSE SPAR (Specialist Principal Activity Feed) parsing FIX feeds, and ACT clearing report interfaces using Tibco RV and KDB.
  • Quinnox (2005-2006): Managed data migration from legacy derivatives systems to Calypso platform using FpML/XML templates.
  • Idealake (2004-2005): Coded Struts/EJB models for Reserve Bank of India (RBI) online returns system and cdslindia.com online trading.

Core Capability Matrix

Explore Harish's core technical competencies. Hover or click on tags to highlight matching milestones in his professional timeline.

Languages & Core Java

Core Java Multithreading & Concurrency GC-Free Programming C++ Shell Scripting

Trading Systems & Microstructure

FIX Protocol (4.2/4.4) Execution Algos (VWAP, TWAP, PAIRS, Inline) Smart Order Routing (SOR) Matching Engine Logic Dark Pools & Liquidity Routing Pre-Trade Risk & Limit Frameworks

Middleware & low latency logs

Protocol Buffers Solace Tibco RV / Rendezvous Chronicle Queue / Map LMAX Disruptor

Databases & Infrastructure

KDB+ / Q Oracle Database MS SQL Server UNIX/Linux Systems Maven & Build Pipelines TeamCity / CI-CD

Resume / Qualifications

Download Harish's latest official resume document, or review his comprehensive professional credentials below.

Download Resume (PDF) Download Resume (DOCX)

HARISH SHETTY

New York City / New Jersey Area  |  harish.s.shetty@gmail.com  |  +1 (646) 725-5612  |  linkedin.com/in/harish-shetty-1874a88

PROFESSIONAL SUMMARY

Senior Java engineer with 18+ years of experience building low latency execution algo platforms, exchange connectivity, and order routing systems for global equities trading. Deep expertise in market microstructure, matching engine logic, dark pool routing, and pre-trade risk and limit frameworks. Track record of reducing latency, improving throughput, and cutting development cycle time on production trading systems at Barclays, Lehman Brothers, and Nomura.

CORE SKILLS

  • Languages & Frameworks: Java, Core Java, Multithreading, Shell Script
  • Trading Systems: Execution Algos (VWAP, TWAP, custom strategies), Smart Order Routing, Matching Engine Logic, Dark Pool Routing, Pre-Trade Risk and Limit Frameworks, FIX Protocol (4.2, 4.4), Market Microstructure
  • Middleware: Protocol Buffers, Solace, Tibco Rendezvous, Tibco, Chronicle
  • Databases & Tools: Oracle, MS SQL, KDB, Maven, IntelliJ, TeamCity, Stash, Nexus, UNIX, Windows

PROFESSIONAL EXPERIENCE

VP, Equities Algo Trading Technology — Barclays Jan 2021 — Present  |  New York, NY

Projects: Smart-IOI-Router, StrategyBuilder, Smart-Order-Router (built on WASP framework)

  • Design and maintain execution algo logic, including VWAP, TWAP, and custom trading strategies, for the equities trading desk
  • Build and maintain matching engine logic, dark pool routing, and pre-trade risk and limit frameworks supporting Central Execution and Liquidity Provisioning
  • Reduced time to market for new features from development to release by 50% by streamlining the strategy deployment pipeline
  • Built a configurable rules engine that allows the trading desk to implement new business requirements through rule changes instead of code deployments, cutting development cycle time for new requirements
  • Serve as subject matter expert and point of contact for Smart-IOI-Router, working directly with product teams to define requirements for new strategies
  • Support core architecture for the Smart-Order-Router platform, partnering with quantitative developers to improve algo framework performance
VP, Project Lead, Global Client Connectivity — Barclays Capital Oct 2017 — Dec 2020  |  New York, NY

Project: ETCA FIRST (Next-Gen messaging connectivity framework)

  • Delivered a new client connectivity platform for cash and electronic trading
  • Built the roadmap to migrate existing clients to the new connectivity platform with zero disruption to live connections
  • Implemented cross regional order routing
  • Prioritized and delivered business as usual functionality alongside new development
  • Managed business stakeholder expectations and aligned QA, development, and support teams to deliver on schedule
VP, Team Lead — Barclays Capital Dec 2014 — Oct 2017  |  London, UK

Project: Consolidated Market Access (CMA sub-millisecond connectivity gateway)

  • Served as Team Lead and Technical Architect for CMA, a universal platform for all exchange connectivity
  • Reduced latency and increased throughput by implementing the Disruptor pattern for high performance message processing
  • Designed core architecture using Core Java in a multithreaded environment
  • Built an in memory journal for faster message persistence and an in memory order book for higher throughput
  • Managed the EU connectivity team and coordinated with business and product teams across Barclays Equities to schedule and prioritize delivery
AVP, Team Lead, USA — Barclays Capital May 2012 — Dec 2014  |  New York, NY

Project: Consolidated Market Access (CMA sub-microsecond connectivity gateway)

  • Served as Team Lead and Technical Architect, designing core architecture using Core Java
  • Implemented a new ACT reporting platform on top of CMA and streamlined onboarding for new destinations
  • Implemented market data checks on the connectivity layer as part of a new internal compliance policy
  • Guided and trained team members, and supported the Run the Bank team on escalated issues
AVP, Team Lead, Singapore / USA — Barclays Capital May 2009 — Dec 2014  |  Singapore and New York

Project: Consolidated Exchange Layer (CEL generic FIX connectivity framework)

  • Served as Team Lead, Technical Architect, and senior developer, fixing production issues and improving latency across the CEL framework
  • Built FIX connectivity to major US, Canadian, and Latin American exchanges including NASDAQ, NYSE, and TSE, and built the framework supporting Good Till Cancelled (GTC) orders inside CEL
Senior Developer — Nomura Oct 2008 — Apr 2009  |  Mumbai, India

Project: PUMA (Portfolio Universal Market Access global sales trading platform)

  • Built GUI components and improved backend C++ server performance for PUMA, a global sales trading application used for order routing and portfolio management
Senior Developer — Lehman Brothers Jul 2006 — Apr 2008  |  Mumbai, India

Projects: ACT Reporting Engine & SPAR (NYSE execution feed engine)

  • Delivered end to end implementation of the ACT Reporting Engine, converting internal execution data into FIX protocol messages sent to NASDAQ, and built the SPAR Engine to process NYSE execution feeds for clearing and post execution processing
Senior Developer — Quinnox Jul 2005 — Jul 2006  |  Mumbai, India

Project: Bear Stearns Calypso Migration

  • Led data migration from Bear Stearns' legacy systems to the Calypso trading platform using JAXB and FpML, and extended Calypso functionality for Equity Derivatives on the Front Office
Developer — Idealake Oct 2004 — Jul 2005  |  Mumbai, India

Projects: RBI Returns Filing & cdslindia.com Share Trading

  • Built EJB and Struts components for the RBI Online Returns Filing System and maintained the Online Share Trading platform for CDSL India during peak market hours

EDUCATION

B.E. in Information Science N.M.A.M. Institute of Technology, Nitte, India
LOCATION: NYC / NJ METRO

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