Dharuv Verma

Product Engineer

Gurugram, Haryana, India2 yrs 9 mos experience
Most Likely To SwitchHighly Stable

Key Highlights

  • Expert in algorithmic trading and low latency systems.
  • Developed a price server for trading forward rates in Brazil.
  • Strong foundation in quantitative analysis and programming.
Stackforce AI infers this person is a Fintech professional specializing in algorithmic trading and quantitative development.

Contact

Skills

Core Skills

Algorithmic TradingTrading Systems

Other Skills

AlgorithmsC (Programming Language)C#C++Cascading Style Sheets (CSS)Core JavaData StructuresFixed Income TradingGitHTMLJavaScriptLightstreamerLinuxLow Latency AlgorithmsLow Latency Programming

About

I am a quantitative developer working at Futures First, a leading proprietary trading firm and a market maker that specializes in derivatives and automated trading. I graduated from Jaypee Institute of Information Technology with a Bachelor of Technology in Electronics and Communication Engineering in June 2023, where I developed a strong foundation in mathematical and computational skills. I also have certifications in C++, C# (.Net) and Java, which demonstrate my proficiency and interest in programming. Prior to getting a full-time offer at Futures First, I worked as a quantitative developer intern for six months, where I traded US Short-Term Interest Rates (Fed-Fund rate and SOFR Futures) using low latency algorithms written in C# based on top of TT .Net SDK. Here, I gained experience in US money markets and developed a deeper understanding of how macroeconomy works. Later, I even had the opportunity to collaborate closely with a senior trader for automating his strategies using code. I even worked as a sole developer for building an application responsible for trading forward rates in Brazil (calculated based on 1-day interbank deposits futures traded on B3 exchange). Currently, I am working on developing forward rates price server for B3 exchange as a part of NextGen (Futures First own trading platform). Here, I am consuming price feed directly from Market Data API, calculating forward rate agreement prices and dispatching these prices via Lightstreamer to my client (AppServer). Apart from this, I also handle most of the automated client-side trading projects, that involves using TT's API, for the entire Gurugram Fixed Income branch. I enjoy working with problems and applying analytical and problem-solving techniques to find optimal engineering solutions. I am motivated by learning new things and challenging myself to improve my skills and knowledge. I value teamwork and collaboration, and I believe that I can bring diverse perspectives and experiences to the team.

Experience

Futures first

3 roles

Quantitative Developer (Analyst) - Quant and Algo (Fixed Income)

Promoted

Apr 2024Present · 1 yr 11 mos · Gurugram, Haryana, India · On-site

  • Worked on a trading application responsible for trading forward rates in Brazil (calculated based on 1-day interbank deposits futures traded on B3 exchange).
  • Currently working on developing forward rates price server, written in C++, for B3 exchange as a part of NextGen (Futures First in-house trading platform). This is an independent component taking price feed for DI1 (1-day Interbank deposits futures traded on B3) via Market Data API from Market Data Server, calculates forward rates on real-time basis in an asynchronous way without blocking threads and avoiding race conditions, and then dispatches these prices to the client (AppServer) via lightstreamer (out-of-process adapter running in merge mode).
  • Also responsible for handling most of the automated client-side trading projects, that involves using TT's API, for the entire Gurugram Fixed Income branch.
C++Market Data APILightstreamerTT's APIAlgorithmic TradingTrading Systems

Quantitative Developer (Analyst) - International Markets (Fixed Income)

Jul 2023Apr 2024 · 9 mos · Gurugram, Haryana, India · On-site

  • Collaborated with a senior trader to automate his strategies using low-latency programming, deploying them in US Short-Term Interest Rate Futures (Fed-Fund and SOFR Futures) via the TT .Net SDK.
C#TT .Net SDKLow Latency ProgrammingAlgorithmic TradingTrading Systems

Quantitative Developer

Feb 2023Jul 2023 · 5 mos · Gurugram, Haryana, India · On-site

  • Traded US Short-Term Interest Rates (Fed-Fund Rate and SOFR Futures) using low latency algorithms written in C# based on top of TT .Net SDK. Gained experience in US money markets and developed a deeper understanding of how macroeconomy works. Collaborated with a senior trader to automate his strategies using code.
C#TT .Net SDKLow Latency AlgorithmsAlgorithmic TradingTrading Systems

Education

Jaypee Institute Of Information Technology

Bachelor of Technology - B.Tech — Electronics and Communication Engineering

Jul 2019Jun 2023

D.A.V. Sr. Sec. Public School, Bilaspur, Himachal Pradesh

10+2 Class — Science (Non-Medical)

Jan 2017Jan 2018

D.A.V. Sr. Sec. Public School, Bilaspur, Himachal Pradesh

10th Class

Jan 2015Jan 2016

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