Feb 2021 – Oct 2021 · 8 mos · Mumbai, Maharashtra, India

• Algorithmic Trading Vertical
• As Lead Engineer working on Exchange Connectivity below are some of the projects I have delivered.
• 1) Designed and developed market data feed to obtain TBT(Tick by Tick) data from NSE for FO and CM segments.
• 2) Designed and developed market data feed for secondly broadcast from NSE for FO and CM segments.
• 3) Design and development of order management system for FO and CM segments on NSE. Components of order sending and trade handling are tested in NSE’s UAT environment.
• 4) Design and development of integration framework(trading engine) to with full functionality to listen to market data , send orders and act on responses. This is tested in UAT of NSE for CM and FO.
• 5) Worked on development of various risk checks for obtaining certification from NSE

Jul 2015 – May 2019 · 3 yrs 10 mos · Pune/Pimpri-Chinchwad Area

• 2016- 2019 (Options Market Making, Citi Derivative Markets Inc .)
• Primarily Worked on the Development of the exchange connectivity API's for low latency systems supporting Options orders, complex derivative product orders for NAM Exchanges(ISE , CME , BATS) . My role was ensuring exchange connectivity. As part of this I worked with various Binary protocols(OTTO , SQF) along with FIX protocol. Some key deliverables are listed below.
• Responsible for design and development of the application which can be used to send manual complex derivative product orders to CME .
• Designed and developed the application for setting trading limits on derivative products on International Securities Exchange(ISE) . Responsible for the application's migration to SQF protocol when acquired by NASDAQ . Scaled this application for NASDAQ PHLX , NASDAQ GMNX.
• 2015-2016(Commodities Static Data)
• Part of static data team which was a data repository for commodities business. Developed services to provide data to clients.