Oct 2021 – Nov 2022 · 1 yr 1 mo · Remote

• Leading a team of engineers in HFT infra developments.
• With this role, I wanted do a wide variety of tasks. From people centered work like hiring and mentoring and managing a team of engineers, to designing architectures to low level tech activities like writing code and debugging NAS. The tech journey included taking the firm from a multi-branch, macro dominated and manually-tested gcc-4.8.5, scons codebase to cmake with latest compilers (gcc-12.1), integrated with clang-format, clang-tidy, various sanitizers and jenkins to a scalable, efficient, fully end to end testable code base.
• Key Highlights:
• 1. Latencies: Cut down response time (exchange message hitting our data servers to placing orders to exchange) in the critical path from ~500 nanos to 250 ns
• 2. Code quality: Reduced more than 100k lines of code from a code base of over 400k lines despite adding more functionality, modernizing code with programming and documentation guidelines
• 3. End to end testing: Enabled fully automated end to end testing. Not just for infrastructure teams, but also for strategy teams.

Oct 2021 – Nov 2022 · 1 yr 1 mo · Remote

Aug 2018 – Mar 2021 · 2 yrs 7 mos

Jun 2015 – Mar 2019 · 3 yrs 9 mos

• This has been crazily fun. The title of HFT trader/infra developer doesn't really catch the awesomeness of my role, I have been given a free rein at improving/scaling the system and that is what I have been doing - building systems for traders, including myself.
• We now run systems where running anything with past data and in live is a matter of a couple of changes in command line parameters for a trader, everything else is taken care of, internally. By implementing the appropriate abstractions, we have cleanly separated the strategy parts from the systems development, thereby bringing down the time to deploy each change. And, we have developed some really cool libraries for testing.
• My systems designing has grown leaps and bounds, so much that at times I could see them growing on a daily basis. I feel competent at designing good systems, reliable systems for complex problems. I have designed and coded up scale able simulations with different fill mechanisms, message flow structures, books and tons of utilities. This includes simulations of strategies which can have different legs running on different exchanges with inter-communication, capable of parallel computations at a terrific scale.
• I have also tackled some really hard problems like figuring out implied orders on CME and using them for simulations and trading.
• I have run quite a lot of studies trying to apply ML and statistics to trading, unfortunately without translation into PNL.
• The only downside I can think of, is that I miss working with teams. As fun as soloing really hard problems is, I have always enjoyed working with people. Although I have mentored people in my present role, but the profile doesn't really give a lot of opportunity for working with teams of say 5-6-12 people.
• (The company has specifically requested me not to disclose their name on Social Networks)

Apr 2012 – Jan 2014 · 1 yr 9 mos · Barwaha, MP

• Building a High-Frequency Trading company from scratch
• Product -
• Processing all of F&O data generated at the exchange
• Logging, storing and broadcasting 30 GB of data in real time maximizing system performance
• Clean abstractions for easy expansion to other exchanges
• Code-base for implementing algorithmic trading ideas, for in-house and external traders with risk-control
• Regression tools and techniques for statistical modelling, running on multiple machines simultaneously for faster testing
• Automation of daily tasks and studies to scale up the trading strategies
• Multiple strategies and models trading about 10% of market share in selected futures with no significant execution failures in an year of running
• Automation of day trading strategies for traders running in hundreds of stocks simultaneously
• Designed -
• Communication protocol between strategies, data server and trade server
• Simulation markets for testing of strategies
• Risk control measures at trade server and strategy level, handling communication failure and preventing losses due to human errors
• Automation modules for daily tasks
• Programmed -
• in C++, Automation modules in Perl
• Highly efficient, approaching the best in industry standards
• Fast paced design and development, 7 months from the conception of idea to first run in the market
• Team Structure -
• First experience with remote employment, as a remote co-founder employee
• Team of three people, one non-technical day-trader and two algorithmic traders including myself
• Major responsibility of programming and shared responsibility of designing the system

May 2010 – Nov 2011 · 1 yr 6 mos · Gurugram, Haryana, India

• Role -
• Responsible for nine exchanges doing more than 10% equity transactions in European markets
• Analyzing data and developing models/strategies for more than 200 tickers
• Automation of model generation running for more than 500 stocks
• Automation of log file analysis, studies analyzing more than 200 GB data daily
• Developing tools for monitoring, detecting crucial bugs while trading in markets minimizing executing risks using minimal computational and network resources

May 2009 – Jul 2009 · 2 mos · Greater Hyderabad Area

• Microsoft SQL Server team for project Velocity as SDET
• Designed, Documented and Implemented automated Testing of Installer module for the project