Jul 2014 – Oct 2014 · 3 mos · Sunnyvale, California

Oct 2013 – Jul 2014 · 9 mos · Palo Alto, CA

• Integral offers multi-sided trading network for foreign exchange. Integral offers FX Grid®, a global inter-institutional connectivity and trading network, linking market making banks to FX market participants.
• o Worked on matrix team developing and optimizing Integral’s execution and order matching engine.
• o Built REST based API infrastructure to connect and carry out various workflows on Integral's FX cloud connect.
• o Developed a prototype for optimized and compacted data format for transmitting huge data sets of financial information over the network.

Jun 2008 – Sep 2013 · 5 yrs 3 mos

• Security and Asset class modeling:-
• Developed an efficient and generic infrastructure for the users to create and model financial securities across different asset classes.
• Developed analytical tools for the post trade analysis and calculation catering to the need of
• BackOffice teams.
• Build a central data repository for the entire trade & security information.
• Financing Charges calculations and investment portfolio optimization:
• Developed framework for calculating the financing charges D.E. Shaw needs to pay/receive on its financed investments. The calculation model contains fairly complex algorithms. As in the financial world we live today, there are several properties and attributes of the instrument that will define the financing charges on it, this project do the continuous analysis of the market conditions and prevailing trends in order to find out the optimized financing charges for an asset class and then suggest the traders and fund managers about the possible security movements.
• Commission and clearing charges calculation:
• Developed tools for calculating and optimizing the commission paid to brokers/clearing houses. - - Build an intelligent engine to provide suggestions to fund managers for optimizing cost of carry. o
• Technologies used/worked upon:
• JAVA, Struts, springs, Drools, iBatis, Ant, Apache tomcat, JBOSS, ActiveMQ, RabbitMQ, JMS, Cassandra, MSSQL, Oracle, and MongoDB.

Jan 2008 – May 2008 · 4 mos

• • Developed an intranet (localized to D. E. Shaw) social networking website called Mélange, with features like communities, chat forums, discussion boards alongside other regular features associated with a social networking portal.

Dec 2006 – Dec 2007 · 1 yr · Greater Allahabad Area

• Character Recognition Engine for OCR:
• The project is under TDIL (Technological Development in Indian Languages) Consortium, MCIT (Ministry of Communications and Information Technology), Govt. of India. The Project aims at recognizing the scanned images of characters and producing the corresponding Unicode text. The main objective of this project is to find out the suitable features of the characters for Brahami Scripts (used in Indian Sub-Continent) like Devnagri, Tibetan etc., to build a robust classifier and develop a Character Recognition Engine for OCR (Optical Character Recognition).

Jun 2006 – Jun 2006 · 0 mo · Noida, Uttar Pradesh, India

• Worked on Data Compression techniques.
• Developed a data compression tool using algorithms like Huffman Algorithm and LZW Data Compression
• Algorithm.