Aurelien Gonnay is an accomplished Senior Software Engineer with extensive experience in high-performance and low-latency systems, particularly in C++ and Python. Since August 2019, Aurelien has worked at DRW, focusing on modern C++ for high-performance applications and Python for data analysis and automation. Prior experience includes a role as Senior Quantitative Developer at Man AHL, where Aurelien architected a high-performance proprietary time series storage system using C++17, and a position at Exane, revamping options market-making software with C++11. Aurelien has also led technical initiatives as Technical Lead at EXQIM and served in various engineering roles in financial software development across multiple companies. Aurelien holds dual Master's degrees in Computer Science and Finance from INSA Toulouse and IAE France, respectively.
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