Jan 2024 – Present · 2 yrs 2 mos · Gurugram, Haryana, India

• [Core Technology Development]
• Engineered a high-performance Order Gateway Adapter for NSE and BSE, enabling low-latency trade execution through direct connectivity and real-time order management.(C++)
• Developed a Trade Retransmission Adapter for BSE to recover and reconcile trade data seamlessly.(C++)
• Contributed to the Margin Server and implemented Risk Management System (RMS) checks to ensure compliance and trading integrity.(C++)
• Built a custom backtesting engine from scratch to simulate and analyze historical trading strategies with high accuracy.(C++)
• Designed a real-time spread plotter using C# for dynamic visualization of market spreads.
• Secured CTCL/ETI approvals from NSE and BSE for multiple broker integrations.
• Tech Stack: Modern C++ (STL, Templates, OOP, Multithreading), Linux, TCP/UDP Sockets, Shared Memory, C#, Exchange Protocols.
• [Quantitative Strategy Development]
• Designed and implemented a suite of systematic trading strategies in C++, including arbitrage, options-based, and churning strategies across equities and F&O segments.
• Conducted quantitative research and strategy optimization using market microstructure insights from both NSE and BSE.
• Tech Stack: C++, UDP, Linux, Exchange APIs.

Oct 2022 – Jan 2024 · 1 yr 3 mos · Gurugram, Haryana, India

• Arbitrage, Churning strategies,LeadLag
• Traded in: Index, Index Derivatives, Stock, Stock derivatives
• Markets: NSE, BSE
• HFT|MFT
• Back Testing Engine: Designed and developed back testing engine from scratch that would stimulate market and helps in finding opportunities in C++
• Spread Plotter: Developed spread Plotter in C# from scratch that Plots spreads during live trading.