Devashish Rathee

Product Manager

Gurugram, Haryana, India6 yrs 2 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in High-Frequency Trading systems development.
Proven track record in low latency optimization.
Strong background in FIX protocol customization.

Stackforce AI infers this person is a Fintech expert with a focus on high-frequency trading and low latency systems.

Contact

Skills

Core Skills

HftOrder Management SystemsMarket Data EnginesFix Development/integration

Other Skills

AlgorithmsC++Capital MarketsCore JavaData StructuresExchange Connectivity DevelopmentFIX ProtocolIPCMarket DataPL/SQLUnix

About

HFT / Low Latency Developer. 5 Years of Experience in Writing Order Management Systems, Exchange Connectivity Development,FIX Development/Integration,Market Data Engines.

Experience

Quantizer research

Analyst

Dec 2022 – Present · 3 yrs 3 mos · Gurugram, Haryana, India

1. Developed Modular HFT Engine With Plug And Play Support For Multiple Exchanges and High
Freq Trading Strategies On The Fly And Sub 3 uSec Latency.
2. QZQ - Shared Memory SPSC Queue For Windows Enabling High Speed IPC.
3. Developed Infra Level RMS Application. Added In-House SPAN Margin Calculation, PnL Checking, Greeks, Margin(Exposure, Delivery, Yesterday).
4. HFT Strategies - Developed 2Leg/3Leg/4Leg IOC And Quoting Strategies.
5. Generic RMS Dll - Developed Generic Plug And Play RMS Dll That Handles All PTRC.
6. NSE Certification - Aligned The Code Base With Features Required By NSE For Getting Certified
And Lead To Obtaining It.
7. Development Of Margin And MarketWatch Related Modules In Both Trading UI And Admin Console.
8. Developed A Windows Based C++ Application To Broadcast MBP.TBT,Margin,PnL Using IPC Shared
Memory Queues Thereby Saving Network Traffic And Faster Data Transfer And High Throughput.
Supports Upto 60 UI Clients On Single Server With Relatively Low Sytem Resource Consumption.
9. RealTime LTP Service.
10. Development Of Feed And Line Handlers. Developed Auto OMS.

HFTC++Market Data EnginesOrder Management SystemsExchange Connectivity DevelopmentFIX Development/Integration

Tata consultancy services

2 roles

Systems Engineer (Digital Cadre)

Promoted

Aug 2021 – Dec 2022 · 1 yr 4 mos · Mumbai, Maharashtra, India

Optimised Core Order Engine for < 100 microseconds Latency.
Customizing of Fix Protocol ver. FIXT.1.1 as per client Requirements.
Built framework to receive and send Market Data from NSE to SGX in FIX protocol.
Developing and Maintaining High Frequency/High Availability Order Management System for DMA as well as FIX for SGX.
Added FIXT.1.1 support to open source fix order tool Banzai.
Built inHouse Order Pump CLI tool written entirely in C++ , can pump Orders on Order Rate upto 500 mps.
Built NSE IFSC simulator to allow Load testing outside market availability.

FIX ProtocolC++Order Management SystemsMarket DataFIX Development/Integration