In August 2005, I accepted an offer to come work as a Senior Trading Systems Administrator for Citi Derivatives Markets Inc. (CDMI), one of the premier option market makers in the world, at their Minnetonka (Minneapolis), Minnesota facility. The CDMI technology team provides systems that implement real-time option pricing, trade execution, order routing and risk management. CDMI is a key technology in support of the global equity derivatives business. CDMI is part of the Global Equity Derivatives business, under the Capital Markets and Banking division of Citi, the world's largest and most profitable financial services company.
My role included providing day-to-day operational support of a proprietary trading system comprised of Solaris, Linux (RHEL and SUSE) and primarily Windows server machines; performing complex troubleshooting of trading and system related issues; interfacing with traders to identify and document bugs and unintended features, and working with software developers to resolve them; identifying opportunities for improvement or automation of processes and procedures, and writing scripts and documentation to resolve. I was directly responsible for implementing a TWiki-based wiki and wrote over a thousand documents from scratch and edited several hundred preexisting documents.
I left Citi in September 2007.