Mumbai, Maharashtra, India
building low latency stuff in c++ and java currently at DE Shaw working on trading tools for quants before this: crypto exchange backends, trading systems, market data pipelines, data science and predictions, ai stuff mostly care about speed and things not breaking
Working in Jsh team - D.E. Shaw's C++ discretionary trading engine -- a high-performance & low-latency engine delivering real-time market data and analytics across global markets. Currently building JshComm - A client library / communication layer that allows Java clients to connect to the C++ Jsh Engine to receive live updates with low latency.
Built a server that ingests massive amounts of instrument data from Jsh and delivers it to quantitative traders with filter, sort, and other functionality. Took it from Zero to POC with sole ownership -- outperforming the legacy system by magnitudes in terms of latency and throughput.
Worked in the Human Capital Development team -- Built dynamic query generation logic to translate GraphQL filters into optimized SQL queries; migrated legacy schemas to Spring GraphQL and implemented comprehensive JUnit test suites. Achieved upto 3× faster query execution and 5x faster development time.
• Developed a real-time market data pipeline feeding into a TimescaleDB database for high-frequency data storage and retrieval. • Built a dashboard to compute volatility metrics and run Monte Carlo simulations, estimating fees and impermanent loss for Uniswap liquidity pools. • Conducted Funding Rate Analysis across major cryptocurrency exchanges to identify and quantify cross-exchange arbitrage opportunities. • Strengthened skills in backend development, data engineering, DeFi analytics, and quantitative modeling.
• Engineered backend systems in C++ to integrate and normalize WebSocket and REST APIs across exchanges like OKX, Binance (USDM & COINM), Bybit, Deribit, and BitMEX. • Standardized diverse exchange event formats into a unified JSON schema to support a centralized FastAPI financial metrics layer. • Spearheaded the v2-to-v3 backend architecture transition by introducing modularized gateways, abstraction layers, and scalable design patterns. • Implemented CI/CD pipelines using GitHub Actions for automated builds and testing, improving deployment reliability. • Integrated Crashpad crash reporting for enhanced production-level fault tolerance and system stability. • Contributed to the development of a production-grade Order Management System (OMS) capable of real-time financial event processing and exchange event normalization.
• Built key backend components for WarmCall, an AI-powered sales email assistant, enabling users to filter and prioritize relevant sales messages from their inbox. • Developed RESTful APIs using Node.js and Express to automate parsing, classification, and interaction with sales messages. • Integrated Microsoft Outlook APIs and Google Gemini AI APIs to extract, analyze, and prompt users for sales pitch details directly within the WarmCall platform. • Optimized user workflows, saving over 80% of manual time spent identifying and responding to sales inquiries. • Strengthened backend engineering, API integration, and production-level deployment skills in a startup environment.