What the TDOE interns have wrought, 2026 edition
AI Summary
Jane Street highlights summer projects completed by Trading Desk Operations Engineer (TDOE) interns in 2026. Interns tackled complex real-world challenges, such as building a system to flag discrepancies in voice-traded phone orders using public tape matching, analyzing exchange specifications in OCaml and FIX to support 'Primary Peg' orders across differing exchange rulebooks, and developing a tool to consolidate holiday closure calculations for multi-constituent ETF baskets.
Key Takeaways
- Nick Pianfetti built a tool to catch split prints and discrepancies between internal phone trade logs and anonymous public tape reports.
- Nathan Zhao analyzed contrasting exchange definitions for 'Primary Peg' orders from MEMX and IEX, implementing the support in OCaml and FIX.
- Chris Johnson used Jane Street's internal functional spreadsheet platform, Webs, to build an ETF basket holiday and closure consolidation UI.
Why it matters
TDOE engineering tasks demonstrate how domain complexity, rapid onboarding, and functional programming languages like OCaml are applied to solve high-stakes operational problems in quantitative finance without prior trading experience.
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