Summary
Quantitative Developer and Researcher engineering ultra-low latency trading infrastructure and alpha-generating strategies for hedge funds, proprietary trading, and high frequency trading environments. Most recently built C++ automated market-making components at BNP Paribas CIB for the Prime Credit Market; previously developed systematic merger-arbitrage strategies at an $8.5B AUM fund and FICC trading services at Bank of America.
Professional Experience
C++ Quantitative Developer (Co-op), Automated Market Making | New York, USA
- Built low-latency components of the automated market-making stack for the Prime Credit Market (average $500M of daily market-making volume), spanning real-time market-data ingestion, tick analytics, and pricing/execution paths.
- Profiled and optimized the software hot path feeding FPGA-accelerated market-data handlers and quoting engines.
- Integrated secure on-premise LLM tooling with Git/Jira/Confluence to automate code, testing, and documentation workflows.
Senior Software Engineer, Analytics | Mumbai, India
- Architected Map Construction, Map Routing, and Rich Vehicle Routing algorithms (3 nested NP-Hard problems) using CP-SAT constraint programming and convex optimization over PostGIS, MongoDB, and S3.
- Led a 12-engineer team delivering a high-throughput geospatial mapping application platform.
- Built an LLM-powered debugging and query-resolution tool used company-wide, cutting mean bug-resolution time by 80%.
Quantitative Developer, Merger Arbitrage and Stock Selection Portfolio | Mumbai, India
- Developed and backtested systematic merger-arbitrage strategies for an $8.5 Billion AUM fund, improving alpha capture by 15%.
- Built and deployed ML pipelines for Order and Execution Management Systems, increasing trade execution efficiency by 29%.
- Designed an ESG-driven merger-arbitrage signal capitalizing on pre- and post-merger statistics.
Senior Software Engineer, Fixed Income Commodities and Currencies (FICC) | Chennai, India
- Engineered Python-based trading services enhancing storage, processing, matching, and execution of trades on QUARTZ.
- Integrated C++ pipelines to store trades in the object-oriented database SANDRA, reducing trade processing latency by 50%.
- Led the migration of 1 million+ lines of code to Python 3.8, enhancing scalability and execution efficiency by 40%.
Senior Tech Associate, Data Analysis and Insight Technology | Chennai, India
- Architected and developed an ML/AI platform to deploy predictive models, increasing decision-making accuracy by 67%.
- Designed machine learning models for data validation rules prediction, reducing workload by close to 36 Full-Time Equivalents (FTEs).
Education
- Georgia Institute of Technology (Online)M.S. in Computer Science, Specialization in Computing SystemsAug 2024 - Expected Dec 2026
- Stevens Institute of TechnologyM.S. in Financial Engineering, GPA 3.974/4.0Aug 2024 - May 2026
- WorldQuant UniversityM.S. in Financial Engineering, GPA 86%Dec 2021 - May 2024
- Carnegie Mellon University, Tepper School of BusinessM.S. in Computational Finance (program withdrawn due to father’s illness)Aug 2021 - Oct 2021
- Vellore Institute of TechnologyB.Tech in Computer Science and Engineering, GPA 8.78/10.0Jul 2014 - Sept 2018
Skills
- Mathematics & Statistics: Probability, Stochastic Calculus, Differential Equations, PDE, Linear Algebra, Numerical Methods, Markov Chains
- Quantitative Finance: Statistical Analysis, Derivative Pricing, Time Series Analysis, Factor Modeling, Predictive Modeling, Greeks, Market Microstructure
- Machine Learning: Linear Regression, Clustering, Random Forest, XGBoost, RNN, LSTM, Deep Learning, Neural Networks, NLP, LLMs
- Programming: C++ (17/20/23, primary), Python, C, Java, R, MATLAB, NumPy, Pandas, Polars, SciPy, PyTorch, TensorFlow, Scikit-learn, QuantLib, CVXPY, OpenMP, MPI, CUDA, Bash
- Data Engineering: Airflow, Dask, Spark, PySpark, FastAPI, Kafka, Flink, SQL, KDB+/Q, PostgreSQL, MongoDB, ZeroMQ, Cassandra, Redis, Hadoop
- Systems & Low Latency: TCP/IP, UDP, Multicast, cache and multithreading optimization, FPGA (Verilog, VHDL), kernel bypass (DPDK), lock-free data structures
- Cloud & DevOps: Linux, Git, Jenkins, CI/CD, Ansible, Docker, Kubernetes, Helm, AWS, GCP
Research & Selected Projects
Sub-10us low-latency trading system with a custom-built limit order book, FPGA market data handlers, kernel bypass (DPDK), hardware timestamping, and lock-free data structures for deterministic, microsecond-level execution.
Local-first, autonomous agentic AI platform orchestrating LLM providers behind a unified API with MCP tool-calling, RAG and persistent semantic memory on ChromaDB, and hardware-aware deployment of quantized open-weight models.
Cross-platform agentic AI developer platform on NixOS with declarative configuration, multi-agent orchestration, isolated Git worktrees, autonomous task execution, and CI-gated shipping.
Adaptive volatility regime-switching framework selecting among passive, TWAP, and aggressive execution: +20.0% Sharpe Ratio, -6.1% transaction costs, -20.1% CVaR.
120-day volume-momentum crypto portfolio strategy: 155.76% annualized return and 1.94 Sharpe Ratio post transaction costs, outperforming the Bitcoin buy-and-hold benchmark.
Real-time portfolio optimization with convex and non-convex methods, adaptive rebalancing, and multi-factor modeling across interest rate, FX, credit, and market risks.
Achievements & Certifications
- 1st Place, Vanguard ETF Trading Challenge (personal portfolio)
- President, Stevens Graduate Financial Association
- Beta Gamma Sigma Member
- Global Recognition Gold Award, Bank of America
- Global Recognition Silver Award, Bank of America (2x)
- State Rank Holder, International Science Olympiad and International Mathematics Olympiad
- CFA Level 1
Full certification list on the home page and in the PDF resume.