Caleb Epstein
Head Of Volatility Technology
New Jersey, United States
Summary
🤩
Rockstar🎓
Top SchoolCaleb Epstein is a seasoned software leader with 20 years of experience building high-performance, fault-tolerant trading and risk systems for Wall Street firms, now leading Volatility Technology at Walleye Capital. He combines deep systems and networking expertise in C++, Python and UNIX with hands-on experience in FIX and messaging stacks, having improved critical open-source infrastructure such as the widely used QuickFIX C++ engine. Caleb’s career spans senior engineering and CTO roles at Volant Trading and architecture leadership at Credit Suisse, where he specialized in low-latency, real-time trading platforms. He is comfortable moving between code and strategy—designing core system architectures while resolving subtle concurrency, session management and time-calculation bugs. Based in New Jersey and educated in physics and mechanical engineering at Yale, he brings a quantitative, systems-first approach to trading technology. Colleagues rely on him for pragmatic, durable solutions that keep mission-critical markets-facing systems running under stress.
20 years of coding experience
25 years of employment as a software developer
BS Physics & Mechanical Engineering, BS Physics & Mechanical Engineering at Yale University
Github Skills (5)
c-language10
cprogramming-language10
fixprotocol10
multithreading9
testing7
Programming languages (8)
Github contributions (5)
quickfix/quickfix
Oct 2005 - Jul 2020
QuickFIX C++ Fix Engine Library
Role in this project:
Back-end Developer
Back-end DeveloperContributions:19 commits, 1 PR, 1 comment in 14 years 11 months
Contributions summary:Caleb primarily focused on fixing and improving the QuickFIX C++ FIX engine library. Their contributions include resolving issues related to date and time calculations, compile errors, and database connection issues. The user also addressed session management by refining how resend requests are handled and improving thread management within the system. Furthermore, the user fixed header inclusions and added a file logging mechanism.
fixcppc-plus-plusquickfixvcpkg
Bklyn/prelude
Jan 2015 - Dec 2023
Contributions:31 pushes in 9 years 1 month
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