Oct 2018 – Mar 2020 · 1 yr 5 mos

• Market Making Infrastructure
• Conceptualized and built the trading group’s asynchronous real-time trading infrastructure in Akka and Scala handling $xxM of daily trading flow in Equities, Futures and supporting multiple trading algorithms

Jul 2017 – Oct 2018 · 1 yr 3 mos

• Early Stage FinTech Startup called "SIMON" incubated in Goldman Sachs. Aimed at aggregating the Structured Notes industry by revolutionising Product Discovery and Financial Advisor Education.
• Was part of the 6 member engineering team (in 2015) who started the endeavour, with the team now expanding to a size of ~20.
• Some of the recent work I've done:
• 1) Structured Notes Product Schema Standardisation:
• Inconsistent nomenclature has been a long standing problem in this extremely fragmented market. We (team of 4) conceptualised and collaborated with the industry's largest Structured Note distributor to come up with a product schema aimed towards standardising the nomenclature across the Structured Notes product class
• 2) Scalable Contract Representation Famework (Tech: Scala, Mongo, Slang, SecDB )
• Architectured and implemented ( team of 3 ) a generic contract representation framework from first principles, applicable not only to the Structured Notes product class but potentially extensible to other product classes as well. This framework forms the basis for the platform's services.
• 3) External Facing REST-ful CRUD API (Tech: RestAPI, Scala, Slang)
• Designed and implemented an external facing CRUD API for interacting with the internal Structured Note Contracts framework
• 4) Client Onboarding and Technical Integration:
• Working closely with the structuring and engineering counterparts at the other big wall street banks to drive consensus on nomenclature and onboard them on the SIMON platform via API integration

Jun 2015 – Jul 2017 · 2 yrs 1 mo

• Worked primarily as a quant on Structured Notes desk while also working on the current SIMON platform.
• Accelerated Associate promotion for the work done as an Analyst.
• Highlights from the work I did:
• 1) FastRT (Fast Real Time pricing):
• Led the effort for ideating and implementing SIMON’s proprietary Fast Real time pricing methodology/infrastructure, resulting in 5-10x reduction in processing time taken to deliver product quotes to clients for products which accounted for $500 million of desk's flow
• 3) SIMON's proprietary pricing services:
• Worked on developing SIMON’s proprietary Heatmap (overnight price caching) and RFQ (Real Time Request for Quote) pricing systems, extending existing functionality to support pricing of new payoffs such as Multi-Asset Buffered Levered Notes, Annualised Return Periodic Income Notes and Callable Interest Rate Step Up Notes.
• 2) Primary Issuance Auction Workflow:
• Worked on designing and setting up the Auction workflow for price discovery of in primary issuance of structured notes. Implemented an Auction Deal Term Floor Setting algorithm for best execution purposes. Created a strategy to hedge the resulting vol of vol risk intra-month and backtested it’s performance

Aug 2014 – May 2015 · 9 mos · Kanpur Area, India

• CS203 - Abstract Algebra
• CS641 - Modern Cryptology

Jun 2014 – Jun 2015 · 1 yr · Kanpur Area, India

• Thesis title: "Extended Universal Relations"
• 1) Addressing the problem of finding the sufficient structural properties of randomized NP complete problems
• 2) Established structural difference of USAT, a randomized NP-Complete, and Deterministic NP-Complete problems
• 3) Analysed solution set structure to determine reasons behind hardness of Randomized Reducible NP-Complete problems
• 4) Explored the non-universality conjecture validity of naturally defined witnessing relation of Shortest Lattice Vector Problem

May 2014 – Jul 2014 · 2 mos · Pittsburgh, Pennsylvania

• 1) Linear Predictive Language Model
• Conceptualized and formulated the linear predictive model to enable word prediction and induce semantic algebra
• Optimized a tri-linear objective using a distributed framework utilizing one-hot encoding and stochastic gradient descent
• 2) Feedback and Review on a Test based learning system
• Designed and implemented an application which provided a question-wise student specific feedback
• Proposed a novel metric as an evaluation criterion based on LDA scores, achieving a 0 error for miss-detection

May 2012 – Jul 2012 · 2 mos · Saarbrücken Area, Germany

• Created a tool for static information flow analysis of web application modules for SAFE (Safe Application Framework for Extensibility)