Jun 2018 – Apr 2019 · 10 mos · Singapore

• Senior programmer in the Core trading system team.
• Developed execution management, order management and exchange connectivity for HFT (high-frequency trading) to facilitate proprietary trading for the firm.
• The component had end to end latency requirement of single digit microseconds.
• Responsible for protocol updates by exchange.
• Worked on OMnet protocol(OUCH) and Arrowhead plus, FIX.
• Owned and enhanced internal protocol for communication between OMS and algo engine system.
• Tech:
• Modern C++, gcc, boost, solace, low latency

Feb 2017 – Jun 2018 · 1 yr 4 mos

• ( Jan 2017 – Jun 2108) Distributed Position Management(DPM)
• Develop and maintain Citi’s Position management system. This system is responsible for keeping track of the ‘positions’ of all Citi internal and external clients.
• Role:
• Design & develop a Position management system keeping the latency requirement and scaling in mind. Handle all possible flow for various product types and for global markets
• Technology: C++, linux, Sybase, Tibco EMS, FIX, Solace, RougeWave lib, Sonarqube, Java Native Interface(JNI), JSON, libcurl

Jan 2016 – Feb 2017 · 1 yr 1 mo

• Develop and maintain Low latency C++ framewrok to power highly performance equity trading systems.
• This framework provides all basic utilities likes Object Allocator, thread scheduler, lockless queue, Session layer, timer, logger, Stats collection etc.
• Technology: C++, gdb, gcc, linux, multi-threading, memory management, thread scheduling, Pipeline based architecture, Jenkins, valgrind, lcov, Tibco EMS

Jun 2013 – Jan 2016 · 2 yrs 7 mos

• Design and develop LAVAFLOW ECN(Electronic Communication Network) for US market. This is a high-availability, fault-tolerant, low latency solution.
• Module lead for Trade Reporting, Risk Processing and SIP feed monitor.
• Have working knowledge of ECN, Matching Engine, Trade Reporting, Market Access Rule (MAR), FIX connectivity, Market data.
• Also have responsibility of Unit testing, integration testing, capacity testing and failure testing.
• Code review and design review for self and team.
• Center level specialist for LavaFlow ECN.
• Technology: C++, Multicast, FIX, TCP\IP, SQL server, OOAD, task based parallelism, Lockless programming.
• Lead/ Mentor for junior resources.

Apr 2010 – Jun 2013 · 3 yrs 2 mos · Bangalore

• TECHNICAL SPECIALIST( June 2012 to June 2013)
• Developing a one-stop software platform designed to decouple the entire software engineering (memory management, scheduling, execution time etc.) from the reconstruction logic. The platform not only insulates the researcher/scientist from the software engineering layers, but also provides a plug-and-play environment for performing a complete MR image reconstruction.
• Responsible for Development of MR Reconstruction platform.
• Analysing & understanding assigned requirements from an end user perspective and translating it to design.
• Performs the role of a specialist by reviewing work products
• Owns and deliver assigned modules along with the team
• Supports in project estimation, planning and risk management activities
• Provides guidance in the technical/ functional area
• Mentor others in the software engineering concepts
• tech stack:
• C++, Windows, high performance computing, intel compiler, cpu architecture (Nahlem vs Sandy bridge), threading, Amdahl's law
• SENIOR SOFTWARE ENGINEER( April 2010 to May 2012)
• Responsible for design and implementation of the Reconstruction software, which is used in MRI machine to generate Images from electrical signals

Jun 2007 – Mar 2010 · 2 yrs 9 mos · Bangaon Area, India

• Responsible for development of MES Software product along with its enhancements and bug fixes.
• Additionally, support customers in their technical issues in co-ordination with company’s Customer Support Team.