Ayush Aryan

Software Engineer

Gurugram, Haryana, India3 yrs 9 mos experience
Most Likely To Switch

Key Highlights

  • Expert in developing trading systems for financial markets.
  • Proficient in Python and C++ for data engineering and analytics.
  • Experience in building ETL processes and automation scripts.
Stackforce AI infers this person is a Fintech-focused software developer with expertise in data engineering and quantitative finance.

Contact

Skills

Core Skills

C++.net FrameworkPython (programming Language)Quantitative FinanceData EngineeringSystemverilogSolidityNode.jsExploratory Data Analysis

Other Skills

Apache AirflowBisonCI/CDData AnalyticsDigital Signal ProcessingDockerExpress.jsExtract, Transform, Load (ETL)FlexGitlabJenkinsLinuxNetwork ProgrammingOpenCVOperating Systems

About

In pursuit of becoming the best software developer out there. :)

Experience

Quantx technology private limited

Software Engineer

Aug 2024Present · 1 yr 7 mos · Gurugram, Haryana, India · On-site

  • Developed trading systems (OMS and Market Data Handler) on C++ for US Options on third party custom FIX protocols and Databento.
  • Developed trading systems for Deribit Exchange (cryptocurrency) on C++.
  • Developed trading system on .NET for US Stocks.
  • Built python data pipelines for Daily Data fetch for Crypto and US Market Data.
C++Python (Programming Language).NET FrameworkExtract, Transform, Load (ETL)

Ebullient securities

Quantitative Developer

Jan 2024Aug 2024 · 7 mos · Gurugram, Haryana, India · On-site

  • Data Engineering :-
  • Developed entire ETL from scratch using Python which included scripts to-
  • 1) Move data from Co-Lo machine to local servers.
  • 2) Verification Scripts to compare the captured data from BhavCopy
  • 3) Slack Bot to report if any errors or crashes in the entire process.
  • Planning on integrating airflow to streamline the process more.
  • Ops :-
  • Introduced Gitlab in the firm. There was no version control being used before this. Writing CI/CD scripts
  • using Docker for all our exisitin codebase.
  • Wrote a Python wrapper to around the in-house simulator to automatically feed tokens based on only
  • Symbol, Strike Range, Expiry and Option Type. Also used the same logic to exctract data from the
  • captured data.
  • Simulator :-
  • Last project I was working on was building in house simulator in Python for Mid-Frequency Traders.
Python (Programming Language)Quantitative FinanceGitlabCI/CDDocker

River quant research

Software Engineer

Nov 2022Jan 2024 · 1 yr 2 mos · Gurugram, Haryana, India

  • Infra:-
  • Reduced alpha and combo simulation time from 3 minutes to 5 seconds using Multiprocessing library.
  • Developed an in house simple real time trade execution application using XTS Symphony. It would listen for events and execute trades upon desired prices. But unfortunately this didn't get deployed and was used only till test market.
  • Also working on converting a part of the simulation codebase to c++ to further reduce processing time. Couldn't complete this as making C++ work in a windows setup is a huge pain.
  • Data Engineering:-
  • Web Scraped various websites using Selenium for custom data fields.
  • Wrote scripts to fetch Intraday Data for future and equity from Bloomberg.
  • Also wrote dozens of scripts to fetch various other data fields from Bloomberg and Thomson Reuters. And, enhanced other daily data fetch scripts
  • Ops:-
  • Developed 8 Data Analytics Apps within 2 months for various analysis using Dash framework. Also developed datasets and data pipeline for the apps.
  • Wrote automation scripts for running trades in Jenkins. Reduced trade execution time from one hour to 10 minutes.
Data EngineeringNetwork ProgrammingJenkinsC++Quantitative FinancePython (Programming Language)+2

Unsigned research

Quantitative Researcher

Aug 2022Sep 2022 · 1 mo · Greater London, England, United Kingdom

  • • Preprocessed crypto trading dataset to smoothen the signals and remove the noise for further modelling.
Quantitative FinancePython (Programming Language)

Siemens eda (siemens digital industries software)

Member of Technical Staff

Jul 2022Nov 2022 · 4 mos · Noida, Uttar Pradesh, India

  • Wrote algorithm to optimise number of inverters in a chip design.
  • Wrote algorithm to find netlist, number of loops and fsms in a chip design.
  • Was working on a tool called PowerPro which analyses and optimises power in a chip design.
SystemVerilogVimC++PerforceLinux

Feedbank

Blockchain Developer

May 2022Jul 2022 · 2 mos · Amsterdam, North Holland, Netherlands

  • One of the initial developers in the team.
  • Wrote smart contract
  • Integrated Swagger in codebase.
SolidityDockerExpress.jsPostgreSQLSwagger APINode.js

Csir-ceeri

Research Intern

Jul 2021Dec 2021 · 5 mos · Chennai, Tamil Nadu, India

  • Developed RPPG software in C++ (detecting heart rate using live video. )
  • Used to EDA to analyse and review the results.
  • Got around 70%+ accuracy.
Exploratory Data AnalysisOpenCVC++Digital Signal ProcessingLinuxPython (Programming Language)

Education

Birla Institute of Technology and Science, Pilani

Bachelor of Engineering - BE — Electronics and Instrumentation

Aug 2018May 2022

Delhi Public School, Navi Mumbai

High School Diploma

Apr 2016May 2018

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