Apr 2014 – Apr 2020 · 6 yrs · Greater New York City Area

• Working in Options Market Making/Automated Volatility Trading. Improving alpha of automated trading strategies.

Jan 2013 – Apr 2014 · 1 yr 3 mos · Cedar Rapids, Iowa Area

• Working on Java network programming and writing Java NIO test client (using Netty) for high performance NIO Market Data Server, delivering Equity and Currency data. This NIO client makes client server calls by creating worker threads from a thread pool, sending thousands of requests and handles responses asynchronously.
• Awarded ‘Innovation Award’ for creating an Open Source Java Spring batch framework/library. Developers used to write specific code to load different types of Mutual funds data. This fully generalized ETL framework, based on Java and XMLs reduces coding efforts and development time by 90%, is completely interfaces driven and is extendible. This library is being used by many teams in the organization.
• Have won two On-Spot Awards for efficient coding and managing offshore resources.
• Supervising a team of four application developers.
• Designed and developed a JUnit like basic unit testing framework for Powershell. This framework has facilitated unit testing of Powershell scripts in the team.

May 2012 – Jul 2012 · 2 mos · Greater Chicago Area

• · Tested a Swaption trading strategy for Hull-White and Cox-Ingersoll-Ross short rate models.
• · Worked on regression of trade latency data with various statistical parameters such as time of trade entered, load on trading server.
• · Developed a C++ application which automated manual analysis of FIX e‑trade orders
• and generated statistical graphs to easily identify trading bottlenecks.

Apr 2012 – May 2012 · 1 mo · Greater Chicago Area

• Worked on following automated trading strategies of equity trading:
• 1. Stocks trend analysis and trading up and down trend of stocks using VWAP, ADX, Directional indicators (average win rate: 70%)
• 2. Gaps up/down trading(Long/Short) when stock opens with huge gap up/down due to after hours trading and big company news (average win rate: 72%)
• 3. Predicting stock movement because of market sentiments(average win rate: 75%)

Jul 2011 – Dec 2012 · 1 yr 5 mos · Ann Arbor

• · GPA: 3.80/4.00
• · Courses: Statistics/Financial Modeling, Stochastic processes, Discrete Processes,
• Options/Futures, Fixed Income, Numerical methods, Optimization in Finance.
• · Projects: 1.Estimating VaR, CVaR for a portfolio using Scenarios, 2.Developing fixed
• income portfolio using linear programming, 3.Dynamic programming model for
• Collateralized mortgage obligations and 4.Creating Index fund using Optimization

Jan 2010 – Jan 2011 · 1 yr · Gurgaon, India, London, UK

• Working on ‘High Frequency Trading application’, increased time efficiency of Java algorithm and enhanced it, capturing additional $150m trade volume in one month.
• Resolved concurrency issues by resolving deadlocks, starvation, and increased throughput.
• Increased Cache storage capacity from 18m to 40m users by resolving concurrency issues, using thread local objects and changing Garbage Collection settings. These changes caused an increase in application's processing speed to 180%.
• Became one of the three youngest members of "Technical Recruitment Team" of RBS.
• Learned "Test Driven Development" during RBS, London office visit, implemented it first time in RBS, India and eventually became part of "RBS Learning Portal, India"
• Used Mockito and JUnit frameworks for writing unit, integration and performance test cases.

Jan 2007 – Jan 2010 · 3 yrs · Noida Area, India

• 1. Implemented Java algorithms increasing accuracy to capture userʹs Web Behavior Pattern by 110%.
• 2. Working in a team of six, delivered two parallel running projects of Mathematical modeling and Java simulation before 15 days from deadline of four months.

Jan 2006 – Jan 2007 · 1 yr · Bangalore

• Developed a Monte Carlo simulation model using C++ for EURUSD exchange rates while working for an insurance client firm.
• Back-tested a Quantitative model generating optimal hedging ratio for FOREX portfolio.
• Increased Java cache storage capacity to 2.5 times by resolving concurrency issues, using Java thread local objects and changing Garbage Collection settings. These changes reduced latency by 40%.