London, England, United Kingdom
Software engineer with around 19 years of professional experience. Worked extensively in finance and electronics design automation industry. First class degree in Computer Science and Engineering from Delhi University. Specialities: C++/C, STL, Data Structures, Algorithms, Linux, SQL, strong analytical abilities.
● Designed, developed, and maintained a high-performance Order Management System (OMS) for global Derivatives and Equities exchanges (including Nasdaq, WSE, CME, and LME), managing the full trade lifecycle and order routing on Linux servers using C++. ● Demonstrated expert-level capability in exchange connectivity via FIX protocol, as well as other exchange specific protocols like binary and ETS. ● Developed and maintained the CME Drop Copy interface; led technical updates for the CME regulatory audit trail using TCL, successfully passing CME's strict conformance checks while working on Fidessa’s highly distributed architecture. ● Served as the primary technical lead responsible for executing and passing rigorous exchange certification testing across multiple global venues. ● Contributed to enterprise-level core projects central to all global exchange interfaces, including: - Populating Clearing Related Order Parameters (CROP) fields to comply with MiFID II regulations. - Enhancing Self-Match Prevention (SMP) controls down to the individual trader level. ● Utilized and contributed to standard development workflows and CI/CD tools daily, including Jira, Jenkins, and Review Board.
Worked on restructuring, adding new features and optimizing the code, enhancing efficiency and improving the classes/objects and data structure for better memory representation. • Projects involved front to back end development of different price indicators, moving averages and crosses. • Implemented from scratch classes to cache data, singly-linked list.
Led a team of 4 developers working on call handling software. The software was written mainly in C/C++ and we developed features to appropriately route incoming and outgoing calls by parsing rules from database, using MSSQL, XML and Java Scripts. We developed IVR for voicemail (automated menu system to manage voicemail) and Hunt Group (calling a team with configurable features).
Worked in the development team to develop and support trading applications. Developed exchange connectivity software for retrieving/processing of exchange data feeds and worked on processing book/position pnl using C++, C on Linux platform. ● Designed, developed and maintained applications to capture live prices and static data from exchange (price interface) and also to place and maintain the trade orders (order interface) from exchange for our trading teams. ● Worked on most of exchange data technologies like Fix Protocol, Fix & Fast, Fast decoder, Binary Protocol, EBS (Enhanced Broadcast Solution), ETS (Enhanced Transaction Solution) by working on upgrades of eurex, cme/globex, liffe, xetra, gs, jpm, barx.
Worked for the development of News and Media applications empowering editors and reporters work. • Worked on implementing a News Dashboard for Bloomberg terminal. Goal of the project was to provide stories, companies and topics which have been most read on in running span of time like last (1min/3min/5min). The project involved working with database (oracle) through C++ to organize and auto-cache news (using multithreading) which are then displayed quickly on UI. • Built small analytic tools / software applications in C++, Rapid, Databases (oracle / comdb) for Bloomberg Terminal.