Jul 2019 – Jul 2022 · 3 yrs · Gurugram

• Developed market data and order execution libraries for various crypto-currency markets like Binance, Bitmax. Added arbitration support in multiple markets and performed arbitration analysis to decide optimal number of feeds. Built a generic Optimal IP based setup to identify and subscribe the fastest market data feeds in all the markets. Worked on adding generic crypto modules including Recovery Manager, Rate Limiter and Symbol File Filter

Jun 2018 – Jul 2019 · 1 yr 1 mo · Gurgaon, India

• Tasked with improving and maintaining order execution system that required identifying high latency components and refactoring the existing architecture to reduce overall latency of order execution.
• Implemented a new order handling library specific for Indian markets (i.e NSE and BSE). Reduced order execution and order processing time from double digit micro to sub-microsecond.

May 2017 – Jul 2017 · 2 mos · New Delhi, Delhi, India

• worked on machine learning projects:
• 1) conversion rate optimization
• 2) predicting users' reorders
• worked on website UI and backend using react js as well as android development work on the buyer platform

May 2016 – Jul 2016 · 2 mos · Gurgaon, India

• Predictive Analysis for Load Factor:
• Made multiple predictive models to estimate the load factor of flights across all sectors before settling on a Multilayer Perceptron (Neural Network) model with over 15 different features achieving an AUC of 0.83.