karan Lodhi Rajput

Product Engineer

Aligarh, Uttar Pradesh, India7 yrs 8 mos experience
Most Likely To SwitchHighly Stable

Key Highlights

  • Expert in low-latency trading systems.
  • Proficient in C++ and algorithm development.
  • Strong background in high-frequency trading.
Stackforce AI infers this person is a Fintech expert specializing in low-latency trading systems and algorithm development.

Contact

Skills

Core Skills

C++Algo-trading

Other Skills

AlgorithmsAuto-SpreaderC (Programming Language)C++11/14/17/20Convolutional Neural Networks (CNN)Core JavaData ClassificationData StructuresData VisualizationDeep LearningEncoder decoderEvent-Driven SystemExchange-ConnectivityFix-ProtocolGit

About

Connect With Me: https://topmate.io/karan_kumar_rajput For hands on seminar/talk/workshop contact me at: kkaran0908@gmail.com (this will be completely free) This is me, Karan. In my current role, I am a part of the Algo team, managing different kinds of execution side strategies such as Limit, OCO, Iceberg, Bracket, etc. At the same time, I am working on AutoSpreader and Algo Design Lab also known as ADL as well. Autospreader helps traders to design their own complex spreads using multiple instruments whereas ADL helps them to design complex Algos without caring about the technicality of the implementation. Autospreader reacts to the market very fast and can submit Quote/Hedge orders based on the current market situation. All these products provide ultra-low latency infrastructure to traders, along with essential functionalities such as pausing the order, resuming the order, and changing different order parameters (order quantity, bid price, ask price, time in force, etc) manually and automatically based on the strategy logic, recovering the order in case of some accident, canceling the order, etc in the real-time. Key-Contributions: Implemented forceCancel in the system, Wrote iceberg algo from scratch with functionalities like pausing the algo, resuming the algo, recovering the algo in case of the server crash, etc, Wrote the entire spread fill handling logic from scratch(Covered the scenario like overfill, reporting the leg fills individually, etc.), Made the product crypto market compatible, Wrote the entire order slicing logic from scratch(Based on two parameters ie disclosed_qty and interval), Added the feature to support HKEX Market( special exchange where trading takes place in two sessions i.e. Morning session and afternoon session), Added the feature to support BrokerTec RV-CURVE for CME, Implemented cache to improve the software performance at different places, Implemented different kinds of subscription services such as View-Only, Standard, PRO, etc, fixing bugs in the 10-15 years of legacy code, encouraged the team to move to test-driven development, the go-to person for the legacy algo product. Skills: C++11/14/17/20, Event-Driven System, LBM by Informatica, Linux, Unix, CentOs, Python, Core Java, Low-Level System Design, Git, Google Protobuf, Kibana, Unit Tests, Multi-Threading/Multi-Processing, Process Synchronization, Inter-Process Communication, Latency-Sensitive High-Frequency Trading System, Auto-Spreader, Fix-Protocol, Algo-Trading, Risk-Management, Exchange-Connectivity, Price-Server.

Experience

7 yrs 8 mos
Total Experience
3 yrs 10 mos
Average Tenure
5 yrs 10 mos
Current Experience

Https://www.youtube.com/channel/ucl2vvwtbl0cieb8ykk6q4ig

Teacher

May 2023Present · 3 yrs 1 mo · Remote

  • Trying to distribute whatever I know

High-frequency trading firm

Software Engineer

Aug 2020Present · 5 yrs 10 mos · Gurugram, Haryana, India · Hybrid

  • I am a part of the Algo team, managing different kinds of orders such as Limit, OCO, Iceberg, Bracket, etc. The most critical task of the group is to provide low latency to its client, along with the essential functionalities such as pausing the order, resuming the order, changing different order parameters (order quantity, bid price, ask price, time in force, etc), recover the order in case of some accident, canceling the order, etc in the real-time. Currently, I single-handledly manage a large multithreaded and distributed system, where I add new functionalities to the product and fix different kinds of bugs in the system.
  • Key-Contributions:
  • Wrote iceberg algo from scratch with functionalities like pause the algo, resume the algo, recover the algo in case of the server crash, etc, Wrote the entire spread fill handling logic from scratch(Covered the scenario like overfill, reporting the leg fills individually, etc.), Made the product crypto market compatible, Wrote the entire order slicing logic from scratch(Based on two parameters ie disclosed_qty and interval), Added the feature to support HKEX Market( special exchange where trading takes place in two sessions i.e. Morning session and afternoon session), Added the feature to support BrokerTec RV-CURVE for CME, Implemented cache to improve the software performance at different places, Implemented different kinds of subscription services such as View-Only, Standard, PRO, etc, fixing bugs in the 10-15 years of legacy code, encouraged the team to move to test-driven development, the go-to person for the legacy algo product.
C++11/14/17/20Event-Driven SystemLinuxPythonCore JavaLow-Level System Design+15

Indian institute of technology gandhinagar

4 roles

Graduate Teaching Assistant

Jan 2020Aug 2020 · 7 mos

  • Worked as a Teaching Assistant for the course called "Introduction to Differential Equation".

Graduate Teaching Assistant

Jul 2019Dec 2019 · 5 mos

  • Worked as a Teaching Assistant for the course "Introduction to Programming"

Graduate Teaching Assistant

Jan 2019Jun 2019 · 5 mos

  • Worked as a Teaching Assistant for the course called "Discrete Mathematics" under Prof. Neeldhara Mishra.

Teaching Assistant

Jul 2018Dec 2018 · 5 mos

  • I worked as a teaching assistant for the course "Introduction to Python", the class was having 160+ UG students.

Education

Indian Institute of Technology Gandhinagar

Master of Technology - MTech — Computer Science

Jan 2018Jan 2020

JSS Academy Of Technical Education Noida

Engineer’s Degree — Computer Science

Jan 2014Jan 2018

janta inter college ,Dharampur

Intermediate

Jan 2006Jan 2013

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