SNEH KUMAR

CEO

Bengaluru, Karnataka, India10 yrs 3 mos experience

Key Highlights

Expert in quantitative research and electronic trading.
Proficient in KDB, Python, and financial data analysis.
Published research on US treasury bonds pricing.

Stackforce AI infers this person is a Fintech expert specializing in quantitative research and electronic trading.

Contact

Skills

Core Skills

KdbMarket Data EngineeringAlgo Trading AnalyticsPythonAutomated Trade SurveillanceQuantitative ResearchFixed Income TradingMachine LearningStatistical Data AnalysisSoftware Development

Other Skills

API DevelopmentPython (Programming Language)JavaStatistical ModelingRegulatory ComplianceRegulatory ReportingBacktestingAlgorithmic TradingDeep LearningProbabilistic ModelsConvex OptimizationData StructuresKDB+

About

Seasoned Quantitative Researcher with expertise in electronic trading, market microstructure and financial data analysis using KDB, Python and Java. Outside work, I love to play singles badminton game and sweat it out in kickboxing. Passionate about psychology, ethics and economics.

Experience

Deutsche bank

Assistant Vice President

Oct 2024 – Present · 1 yr 5 mos · Bangalore Urban, Karnataka, India · Hybrid

Market Data Engineering
My work involves creating technical design and development of feed processes in KDB tick to source data from vendors based upon client requirements
This data is then made available to banks internal traders via scalable apis
Providing technical guidance and mentoring junior team resources on market data and engineering

KDBMarket Data EngineeringAPI Development

Morgan stanley

Senior Manager

Jul 2022 – Sep 2024 · 2 yrs 2 mos · Bengaluru, Karnataka, India

Algo Trading Analytics,
Designing and developing analytics libraries for equities flow in algo orders across EMEA and Asian markets.

Python (Programming Language)JavaAlgo Trading AnalyticsPython

Luxoft

Senior KDB Developer - Consultant at Standard Chartered Bank

Feb 2021 – Jun 2022 · 1 yr 4 mos · Bengaluru, Karnataka, India

Automated Trade Surveillance.
Designed and developed various surveillance scenarios in KDB and Python to monitor rogue trading activity by banks internal traders, across all asset classes based on order and trade data.
Designed and implemented the automated unit testing framework to test/verify business logic for surveillance scenarios.

Python (Programming Language)JavaKDBAutomated Trade Surveillance

Hsbc

Quantitative Researcher

Nov 2017 – Dec 2020 · 3 yrs 1 mo · Bengaluru

US Rates Automated Market Making, Global Markets Front Office
(Lead Quant for Fixed Income electronic trading research desk) Published a research paper collaborating with senior traders to price incoming RFQ flows for US treasury bonds, balancing tradeoff between market share and PnL. Designed and developed end to end back testing framework in python and KDB.
Designed and developed backtesting framework in KDB and Python to simulate execution algo performance for US Treasuries based on market microstructure signals and predictive analytics .
Designed and developed back testing framework to compute fair price for 30Y US Treasury bonds using market price for short term and medium term Us treasury bonds and Kalman filter.
Parsed FOMC meeting minutes using TF-IDF features and feedforward neural network to predict
probability of feds rate hike in next cycle for rates electronic trading desk.
Designed logistic regression-based model on various market microstructure signals to predict behaviour of next price tick

Python (Programming Language)Fixed Income TradingQuantitative Research

Wipro limited

Software Developer

Jul 2015 – Oct 2017 · 2 yrs 3 mos · Bangalore

Software Development Engineer, Star Batch ,Wipro HOLMES
Mentoring and leading team of developers to implement machine learning and text analytics poc for various clients

Python (Programming Language)JavaSoftware DevelopmentMachine Learning