Mar 2021 – Jun 2022 · 1 yr 3 mos

Oct 2019 – Mar 2021 · 1 yr 5 mos · Gurugram, Haryana, India

• Involved in the following projects as a member of the Engineering Team:
• [1] Modernization and optimization of the core C++ Analytics Library used for trade pricing.
• [2] Providing tools to improve developer experience working on the core Analytics Library.
• [3] CI/CD for the Analytics Library, specifically using tools such as TeamCity.
• As part of this project I have been exposed to C++ Library development on Windows and the Win32 API. I have also dabbled in C# in order to add features to a GUI tool for building and testing the library.

Jun 2015 – Oct 2019 · 4 yrs 4 mos · Gurugram, Haryana, India

• Developed generic infrastructure components required for the execution of financial models using C++11.
• Created a configurable framework to filter out spurious numbers produced by various financial models.
• Created a configurable automated testing framework for C++ applications using Python.
• Worked on a generic task scheduling and execution library that computed task dependencies at compile time.
• Created core infrastructure modules in Python to facilitate the calculation of financial risk measures.
• Actively involved in code review and mentoring.
• Accumulated experience on various C++ libraries such as the STL, Boost 1.57, Log4Cpp.

Jan 2015 – Jun 2015 · 5 mos · Gurugram, Haryana, India

• Developed generic infrastructure components required for the execution of financial models, using C++ 11

Jul 2014 – Aug 2014 · 1 mo · Gurugram

• Worked on a "Mobility based Flight Turnaround Monitoring Solution", developed for use by Air India.