Sorrell Consulting engagement
Modernizing a fund‑accounting engine
Company engagement · 2020–2022
Result
Production batch processing fell from 90 minutes to 10 minutes.
Problem
A core fund-accounting engine processed hundreds of gigabytes of financial data in a batch workload. Its object-oriented computation model took about 90 minutes to complete the processing run.
Role
Sorrell Consulting was engaged to redesign the engine. Joshua Sorrell designed the vectorized linear algebra approach and guided the client’s engineering team through implementation and delivery.
On Sorrell Consulting’s engagement at Citadel
I worked closely with Joshua at Citadel, where I was COO of Post-Trade Engineering. Joshua is one of the most impressive engineers I’ve worked with - not only technically brilliant, but someone who understood the business as well as, and often better than, the people on the business side.
A great example was our fund accounting calculation engine, an immensely complex and business-critical platform responsible for calculating returns across the hedge fund and its investors. It was a system that other developers struggled to fully understand, yet Joshua had an exceptional command of both the underlying technology and the business logic.
Despite its complexity and importance, he could diagnose and fix issues, build new functionality, and significantly optimize the platform without compromising its reliability. That combination of deep technical expertise, business understanding, and ability to work safely within highly complex systems made Joshua a huge asset to our organization.
