R

Rohit Mungre

Product Engineer

London, England, United Kingdom13 yrs 8 mos experience
Highly Stable

Key Highlights

  • Expert in quantitative development for financial applications.
  • Proven track record in automating trading processes.
  • Strong background in algorithm design and financial modeling.
Stackforce AI infers this person is a Fintech expert with strong quantitative development skills.

Contact

Skills

Core Skills

Algorithm DesignFinanceSoftware DevelopmentResearch

Other Skills

RustPostgreSQLKubernetesApache KafkaRedisC++JavaSQLPythonInterest Rate DerivativesOption Pricing ModelsMatlabData AnalysisC#HTML

Experience

13 yrs 8 mos
Total Experience
2 yrs 9 mos
Average Tenure
2 yrs 7 mos
Current Experience

Onyx capital group

Quantitative Developer

Nov 2023Present · 2 yrs 7 mos · London Area, United Kingdom · On-site

  • Built a greenfield, high-performance OTC trading SaaS platform, Flux, for commodity derivatives. Automated market making and centralized hedging across desks, replacing manual trading processes with systematic pricing and execution.
RustPostgreSQLKubernetesApache KafkaRedisC+++9

Squarepoint capital

Quantitative Developer

Oct 2022Oct 2023 · 1 yr · London, England, United Kingdom · On-site

  • Led the development of a quantitative analytical library for yield curve construction & pricing Fixed Income instruments (bonds, swaps & swaptions)
C++JavaSQLAlgorithm DesignPythonInterest Rate Derivatives+3

Deutsche bank

2 roles

Quantitative Developer (Corporate Bank Strat)

Promoted

Sep 2020Sep 2022 · 2 yrs

  • Led cross-functional development of the quantitative analytical library, Kannon, for Corporate Bank deposits as a Front Office CB Strategist
C++JavaSQLAlgorithm DesignPythonFinance

Quantitative Developer (Fixed Income Strat)

Jun 2014Aug 2020 · 6 yrs 2 mos

  • Automated funding process & developed quantitative pricing tools for Interest Rates Derivatives Funding desk, Treasury & Collateral Optimization Group
C++JavaSQLAlgorithm DesignPythonFinance

Bwin

Software Engineer

Jun 2013May 2014 · 11 mos · Hyderabad, India · On-site

  • Designed a backend system enabling real-time multiplayer poker gameplay for thousands of concurrent users
JavaSQLData AnalysisSoftware Development

Indian institute of technology, delhi

Research Assistant

May 2012May 2013 · 1 yr · New Delhi, India

  • Developed novel semi supervised quality assessment technique to detect distortions
  • present in YUV videos, patent published at USPTO (US20150078654A1)
MatlabResearch

Education

Indian Institute of Technology, Delhi

Dual Degree

Jan 2008Jan 2013

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