Prabhat Kumar Srivastava

Software Engineer

Macquarie Park, New South Wales, Australia19 yrs 10 mos experience
Most Likely To SwitchHighly Stable

Key Highlights

  • 16+ years in Research & Product Development.
  • Expertise in Ultra-Low Latency Trading Systems.
  • Patent holder for innovative oil extraction methods.
Stackforce AI infers this person is a Fintech expert with strong capabilities in low-latency trading and quantitative analysis.

Contact

Skills

Core Skills

Quantitative ModellingC++Exchange ConnectivityUltra-low LatencyCompiler ResearchPatent ResearchBack Office DevelopmentHealthcare Application DevelopmentCad/cam DevelopmentTelecom Application Development

Other Skills

.Net4.5.1Application DevelopmentCC#C++11C++14C++17C/C++C/C++ STLCLANGCORBACompiler AnalysisDICOMDesign PatternsEclipse CDT

About

Patent : Methods for optimizing acid injection rate in carbonate acidizing for maximum stimulation. • Seeking Technical Leadership/Advisor position in Investment Banking/Wealth Management. • 16+ years of Research & Product Development experience with 1 Patent granted. • Ultra-Low Latency, High Frequency Trading, Direct Market Access Exposure. • Quantitative Modelling, Data Analytics and Visualization Predictive/Prescriptive. • Modern C++/Linux/Python/C# specialization for Desktop/Client Server Architecture. • SME for Market Data and Execution Engine for LLDMA. • Compiler Research and Analysis for the code metrics of open-source native language. • Hands on experience on various experimental techniques used in SDLC model. • Digital Finance, Code Analysis, Oil & Natural Gas, HealthCare, CAD/CAM, Telecom domain exposure Areas of Expertise: Quantitative Modelling/Exchange Connectivity: • Application of Quantitative modelling techniques for systematic strategies. • Weighted Average Price (Volume/Time) market data analysis. • Exchange Data Analysis & Visualization of historical trade activity, signal extraction. • Financial protocols like FIX/OUCH/Itch, native exchange protocols across US/EMEA/Asia Pacific. • Level and Order feed order book implementation of securities. • Expertise in Modern C++ (11/14/17)/Linux/Python. • Exposure to LLDMA, Onload/Solarflare, CPU Scheduling, Kernel Bypassing. • Financial Products (Equities, FX, Futures, Options) • Blockchain/Bitcoins Exchange Analysis/Research. • Exchanges (AX, TSE, HKSE, SGSE, TAIFEX, KOSCOM, FTX, GAINGTX, EBS, NASDAQ, HSFX, etc.) • Exchanges Simulators for back-test, Cancel On Disconnect, Order Recovery. • Multi-threading, Socket Programming, Synchronization primitives for low latency applications. Key Strengths: • Dynamic, Innovative, Result oriented approach, Ethical behavior

Experience

19 yrs 10 mos
Total Experience
2 yrs 5 mos
Average Tenure
5 yrs 9 mos
Current Experience

Susquehanna international group, llp (sig)

Senior Software Engineer

Sep 2020Present · 5 yrs 9 mos · Sydney, New South Wales, Australia

  • Quantitative Developer | Direct Market Access | Full Stack C++ Developer | Low Latency | Blockchain
  • Design monitoring and analysis tool on web interface having single dashboard displaying all the market data activity, trade, and current order book information together. Front End is in Rest API/JavaScript/JSON and exchange connectivity, signal generation part developed in modern C++17/Linux.
  • Researched and developed weighted average price quantitative strategies, deriving trading signals from native current and historical market data and predict the best time/volume slices for the trade executions.
  • Researching FX Perpetuals to be used within quant algo models in the Blockchain space.
C++17LinuxJavaScriptREST APIQuantitative ModellingC++

Credit suisse

2 roles

Assistant Vice President

Jan 2019Sep 2020 · 1 yr 8 mos

  • Ultra-Low Latency| High Frequency Trading | Exchange Connectivity | Equities | FX | Asia Pacific
  • Researched and developed Forex Price Aggregator to consolidate prices from different EMEA FX exchanges and maintain top five levels of liquidity providers. Front End is C# and exchange connectivity are developed in C++14/Linux.
  • Researched and developed estimated open/close price for Japan Stock Exchange. Price/Volume modelling logic is developed in C++14/Linux and extensive research is performed for the level convergence from the historical data.
C#C++14LinuxForex Price AggregatorExchange ConnectivityC++

Assistant Vice President Equities/FX

May 2016Dec 2018 · 2 yrs 7 mos

  • Ultra-Low Latency| High Frequency Trading | Exchange Connectivity | Equities | FX | US/EMEA
  • Developed ultra-low latency execution engine for the latency sensitive strategies. Tick to Trade latency was improved from milliseconds to microseconds. It is developed in modern C++14/Linux and cover FIX/Native exchange execution protocols.
C++14LinuxFIX ProtocolUltra-Low LatencyC++

Acellere

Engineering Lead

Jul 2015May 2016 · 10 mos · Pune Area, India

  • Compiler Research/Analysis | Software Code Metrics | Oil and Natural Gas | Open Source
  • Detailed code analysis and software metrics are calculated and published. Various techniques like Compilers Analysis(Roselyn/Clang), Front End code parser, static and dynamic code analysis for large code bases of C/C++/Objective C/C#.
  • Dynamic Instrumentation is researched and tested with C++ on Intel X-86 Architecture.
C/C++Static and Dynamic Code AnalysisCompiler AnalysisCompiler ResearchC++

Halliburton

Software Technical Professional, Senior

Dec 2013Jul 2015 · 1 yr 7 mos · Pune Area, India

  • Oil & Natural Gas | Patent and Research | Mathematical Analysis | Wellbore Modelling | Software Engineering
  • Patent has been granted for optimizing acid injection rate in carbonate acidizing for maximum stimulation.
  • Skin Calculation is researched and developed in C++11/Fortran based on the wellbore mathematical inputs. Developed engineering features for the high performance wellbore damage analysis toolkit.
  • Software research for IVR is performed and successfully developed in C++11/Managed C++/C# for the field scientist.
C++11FortranMathematical AnalysisPatent ResearchC++

Tieto

Senior Software Engineer(Fixed Income Back Office Developer)

Feb 2012Nov 2013 · 1 yr 9 mos · Pune Area, India

  • Direct Market Access | BackOffice | Nordic Exchanges | Service Based Architecture | Capital Market
  • High performance trading application developed on VC++/C++/C on Windows. Worked on Front and Back office both. Developed Commissions, Interest calculations, Report generations in addition to order sending framework.
  • Researched and developed Pool Factor as important factor in Nordic Markets.
C++VC++WindowsBack Office Development

Igate patni

Technical Designer

Feb 2011Feb 2012 · 1 yr · Pune

  • HealthCare | DICOM | Image Processing
  • Application for research and image analysis developed in VB 6.0 as front end and middle layer as VC++ and engine/graphics representation and event calculation in C++.
  • Healthcare professionals/Doctors/Surgeons used this product to capture the ultrasound images, analyze images in 2D/3D, process and stored in DICOM format on the centralized database.
VB 6.0C++DICOMHealthcare Application Development

3dplm software solutions limited

Software Engineer L4

Sep 2009Feb 2011 · 1 yr 5 mos · Pune Area, India

  • CAD/CAM | Mechanical Simulation | Geometrical Computation |
  • Geometrical computation and arrangement of parts/assembly within the configuration for CAD/CAM product.
  • UI is developed in VC++ and engine is written in C++ and image is rendered with C/FORTRAN.
  • Engineering Design/Parts/Assembly/Configurations are the basic features developed and used together to design any mechanical models and simulated before actual productions starts.
  • Researched on Backward Compatibility for different version of software to open the basic/raw models across team/companies.
C++FORTRANCAD/CAM Development

Verizon

Analyst

Jun 2006Sep 2009 · 3 yrs 3 mos · Hyderabad Area, India

  • Telecom | N-Tier Application | CORBA | Clear Case | XSD | UNIX | COM
  • N-tier applications which handles Order creation/routing to backend system and report generation. Worked with Ivy league of developers across the worlds for enabling FBE(First Bill Estimator) in the US Market.
  • Front End is VB6.0 interacting with middle layer of VC++ through COM and send to Engine written in C++/UNIX with help of CORBA technologies.
  • Contracts are defined in XSD/XML for all components and used Rougewave libraries to developed it.
VB6.0C++CORBATelecom Application Development

Education

KRISHNA INSTITUTE OF ENGINEERING AND TECHNOLOGY, GHAZIABAD

Bachelor of Technology (BTech) — Information Technology

Jan 2002Jan 2006

Senior Secondary (AISSCE), ST. ATULANAND CONVENT SCHOOL

CBSE — SCIENCE

Jan 2002Jan 2002

Sant Atulanand Convent School

10th — SCIENCE

Jan 2000Jan 2000

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