Jun 2022 – Jan 2024 · 1 yr 7 mos

Mar 2022 – May 2022 · 2 mos

• Crypto/Blockchain, MPC Wallet, CeFi, DeFi, Matching Engine, Okto, DEX, CEX, Algorithm trading APIs

Feb 2020 – Mar 2022 · 2 yrs 1 mo · New Delhi, Delhi, India · Remote

• I am working as technology lead and leading development team & IT experts for the HFT wing.
• I am responsible for firm's HFT trading platform development, performance tuning, selection & procurement of optimal colo servers, research servers, network switches, disks etc.
• Working on tuning performance of colo servers, linux kernel tuning, kernel bypass cards, writing very efficient data structure, algorithms, C/C++ code.
• I have reduced production tick to trade latency to more then 60% of the original and achieved tick to trade latency milestone of one of the lowest tick to trade latency at 99% in NSE.
• I have worked on creating smarts in order book, order execution, routing & simulations by exploting NSE market microstructure that has greatly improved overall accuracy & PnL.
• I have worked with traders on creating several market microstructure style HFT & MFT trading algorithms.
• I have worked closely with quant researchers, learnt and understand how to create alpha from scratch using market microstructure.
• I have worked on world class market microstructure based research platform that helps quant researchers to quickly research any new ideas within minutes.
• Mentoring & leading team of developers.
• Segments: Equities, Derivatives.
• Markets: NSE.
• Proficiency: C, C++, Python.

Mar 2015 – Feb 2020 · 4 yrs 11 mos · New Delhi Area, India

• I am working as senior technical architect and created high frequency trading platform from scratch. Developed multiple market data, order adapter, simulators, guis for multiple domestic & international exchanges. Worked on end to end development of various modules in HFT platform.
• Created automated daily back-testing life cycle, created trading strategies research & analytics tools.
• Working on tuning performance of colo servers, linux kernel tuning, kernel bypass cards, writing very efficient data structure, algorithms, C/C++ code.
• Working with trading team on developing profitable HFT trading strategies. I have the ownership and responsible for strategies development, deployment, alpha research & back-testing for one of the most successful trading team by PnL wise in organization.
• Mentoring & leading team of developers & strategies writers.
• Segments: Commodities, Equities & derivatives.
• Markets: MCX, NSE, BSE, DGCX, CME, LME, CHINA, Crypto Exchanges.
• Tech: C, C++, Python, C#

Sep 2011 – Mar 2015 · 3 yrs 6 mos · Mumbai Area, India

• I am working as lead developer on exchange matching engine for commodities, equities & derivatives. Developed multiple new markets & order types for matching engine. Rewrote entire matching engine from scratch to create an optimized, distributed, highly scalable version of matching engine named as DOME (Distributed Order Matching Engine).
• Greatly improved throughput & performance of matching engine by tripling (x3) orders per seconds transactions rate. Reduced tick to trade latency of matching engine to half of the original.
• Mentoring & leading team of developers.
• Matching engine I have worked for: MCX, MCX-SX, DGCX, Bourse Africa
• Proficiency In: C++, Python, C#, .NET