Nov 2015 – May 2016 · 6 mos · Singapore

May 2014 – Nov 2015 · 1 yr 6 mos · Singapore

Oct 2012 – Apr 2014 · 1 yr 6 mos · Singapore

May 2006 – Nov 2012 · 6 yrs 6 mos · Dubai, UAE

• Built low latency direct market access engines for ICE (FIX), CME (iLink, FastFix via OnixS), DGCX (FIX), MCX (CTCL), Eurex (ETS, EBS vis OnixS), MCXSX (FIX/CTCL), NSE (NNF), HKMex (Cinnober EMAPI), Currenex (FIX), PATS (FIX and PROP)(third party routing to various exchanges), BSE (BOLT OMB)
• Developed code generators in Python/C++ for automatically creating/modifying efficient message parse/encode layers directly from exchange-provided interface description files.
• Designed and implemented a multi-client multi-venue trading and market data server
• Written in portable c++ making use of several Boost libraries (Asio,Thread), Intel TBB, Quickfix
• inline low latency pre-trade risk management based on initial, maintenance margin and realtime mark-to-market.
• Implemented a flexible instrument database supporting a wide range of instrument definition shapes in MongoDB
• System prevalence for minimal runtime latency and fast crash recovery.
• Efficient data distribution using multicast channels on local subnet and subscription based TCP data system for remote clients.
• Support for directly hard-coding c++ strategies into the server forming a monolithic colocated blackbox for low latency work.
• Built GUI Trading Frontend in C#
• Uses a rich MDI for clean display of algorithm, order,trade and risk status
• Support for hard coded client based strategies requiring extensive trader intervention
• Excel integration using RTD and DDE for data export as well as algorithm definition for rapid prototyping.
• Client Server communication via an efficient binary protocol.

May 2005 – Apr 2006 · 11 mos · Pune, India

• Traded Futures and Calendar Spreads on Euribor (Liffe) and Eurodollars (CME) ; Soft arbitrage opportunities based on statistically mean reverting structures in short/medium term yield curve.