May 2017 – Jun 2022 · 5 yrs 1 mo · Bangalore

• Distributed server side batch application: -Designed and developed pricing
• models to compute counterparty risk exposures in a Symphony based distributed compute
• grid infrastructure. The application is highly scalable and based out of modern c++ (C++14)
• and is optimized to perform humongous computations in batch mode. The app has an
• intermediate cache layer to avoid direct DB interaction while keeping the processing superefficient. The pricing models are categorized based on asset types like IR, Bonds, Equities –
• listed, exotic etc. The various exposure profiles computed include VaR, CVA etc. as a
• measure of counterparty risk calculation.

Jun 2013 – May 2017 · 3 yrs 11 mos · Pune, India

• Server side development of investment banking application (C, C++): -Development of
• dynamic pricing engine (Controller) and static backbone server(DataServer) which
• contributes to the Secondary market making of structured products and warrants. It focuses
• on low-latency performance and ability to handle extreme traffic on server side. Prices are
• published to external venues like Bloomberg, Reuters etc. using these servers.
• Automated dealsetup of trades (C, C++): -Removed human intervention in listing of trades
• for secondary market. It involves intensive multithreading and synchronization mechanisms.
• Rule based dynamic formula evaluator(C++):- Built an extensible dynamic formula
• evaluator which helps in calculating critical values in trading applications.
• Design and implementation of RFQ system(C#, pub/sub layer, C++): - Designed and
• implemented a distributed system which allows Request For Quote(and Trade) to be
• executed automatically. The entire system(Front-end, pub-sub layer for messaging, server
• and underlying database system) is designed and developed from scratch.
• Design and implementation of Straight-Through-Processing (C++, C#): - Designed and
• implemented Straight-Through-Processing (STP) system to facilitate electronic execution of
• trades(no manual intervention) from scratch.
• Publication/Subscription Layers:- Reduced number of TCP connections in the Secondary
• Market Making system by incorporating pub/sub layer design (Caplin Liberator and pub/sub
• layer based on kdb database).

Aug 2010 – Jun 2013 · 2 yrs 10 mos

• Extensive use of data structures and algorithms.
• 1.Development of Framework (bada-js-framework) :- Design and development of controls from scratch. Involves usage of C, datastructures, Javascript( prototype based object oriented language), css3, html5.
• 2.Implementation of Text-selection and Paragraph selection :- Design and development of Text/Paragraph selection in webkit2 based browser for mobile platform.(Tizen). C++ based project on Webkit2 engine.
• 3.Design and implementation of Offline page-save feature and Auto form-fill feature in webkit2 based browser for mobile platform.(Tizen). C++ based project where work invlolved mailny around webcore, EWK_View of webkit2 engine. Interprocess communication using queue based IPC and shared memory was a part of this assignment.
• 4.Design and implementation of profile based Auto-form fill feature in webkit2 vased browser for mobile platform.(Tizen). C++ based project on webkit2 engine.