Jan 2024 – Jul 2025 · 1 yr 6 mos · Gurugram, Haryana, India · On-site

• As part of the FUTURES tech team, I am responsible for enhancing and improving the FUTURES trading application, where we trade
• instruments across three strategies: FUTURES (100+ instruments, 15 currencies), CHINAFUTURES (50+ instruments), and QUANT ALTERNATE MARKET (100+ instruments). This involves leveraging simulations and forecasts to optimize trading performance, ensuring seamless operations, and implementing robust solutions for efficient trading.
• Developed and maintained a log monitoring and error classification system for Java-based tick parsers handling millions of records per day; improved observability and reduced MTTR by ~70% using rule-based classification and real-time alerting.
• Maintained and enchanced an intraday trade gap monitoring tool to check UTD fill gaps using event-driven design and integration with internal APIs; reduced issue detection time from ~60 minutes to <10 minutes, enhancing trading operations.
• Developed and maintained the “Tick Gap Detector”, an automated system for identifying tick data gaps across 250+ instruments and 5+ regions, using stateless modular architecture; improved data quality by >95% and reduced manual ops time by ~80%.
• Maintained and enhanced the fut margin data pipeline to fetch initial speculative margin data from Bloomberg and update the fut_margin field in SEED DB. Improved faulttolerance by refining request generation, hardening SFTP-based file handling, and adding safeguards for conditional database updates. Introduced RUNDATE, adopted one-shot mode, and fine-tuned scheduling logic to ensure
• reliable and timely data processing.
• Developed and maintained modular Python pipelines to ingest and parse volume data from CBOE FX (Hotspot ECN) at multiple frequencies; achieved 5x faster data retrieval and ~60% lower processing latency with multi-threaded architecture.

Jan 2021 – Jan 2024 · 3 yrs · Bengaluru, Karnataka, India · On-site

• In the Fixed Income Division, I oversaw, and enhanced time-critical trading application essential for trade enrichment, post-trade processing, and serving as core data providers for downstream systems.
• As a pivotal member of this application team, I am actively engaged in managing and fostering collaboration among team members distributed across global locations, including Tokyo, Hong Kong, Singapore, Montreal, and India.
• Developed and maintained a robust trade tracking system utilizing object-oriented programming principles and design patterns including Singleton, Observer, Factory Method, and Strategy, resulting in a modular, extensible architecture capable of supporting real-time trade state updates and improved maintainability.
• Created a proactive runtime deviation detection tool to monitor scheduled batch process performance; enabled real-time alerts on delays or anomalies, significantly reducing issue identification time and contributing to faster resolution cycles.
• Developed automation solutions by closely collaborating with Traders and Business Operations to address evolving requirements. Took ownership of critical incident workflows, leading deep-dive Root CauseAnalyses (RCA) and deploying durable code-level fixes. Enhanced system reliability by resolving edge-case failures, improving logging and alerting, and building scripts and tools to reduce manual interventions and optimize performance.

Oct 2020 – Nov 2020 · 1 mo · Remote

• Trained on Linux/Unix, Python and Database structure of Fintech Industry
• Trained on Basic finance knowledge required in Fintech