Ultra Low Latency C++ developer with 9+ years of experience in software development. Having experience in developing low latency trading insfrastructure and PLM/CAD applications(backend).
Overview
10
10
years of professional experience
4
4
years of post-secondary education
2
2
Languages
Work History
Senior Manager(Working as an Individual Contributor)
Morgan Stanley
11.2021 - Current
Working on development of ultra low latency colocated trading infrastructure
Client connectivity, order validation, some part of book-keeping and sending it to exchange and vice-versa is the scope of my project.
Also working on integrating different components and processes(some on internal data center and some colocated ) to make the trading plant work.
Individual contributor for Asian markets HKFE, ASX,CHIX, TSE, OSE
Working with Native(OCG,OUCH,CBOE, Arrowhead, etc) as well as FIX protocols
Some recent Projects: Implemented CBOE protocol for CHIX AU market, Adding Broker Id to client message for OCG protocol for SEHK, Adding restrictions in trade(OFAC restrictions), etc
Working in a test driven environment
Project is based on C++17, Linux, Low Latency, Python, shell and perl scripts, system design, CI/CD.
Working on trading plant system design with loosely coupled components.
Assistant Manager (individual Contributer Role)
Macquarie Group
09.2020 - 10.2021
Worked on development of application to automatically report over the counter trades to respective authorities(CFTC,ASIC.etc) via DTC as part of the Transaction reporting team.
Every time new regulation's arise. Need to keep enhancing the project to cater tho those regulations.
Mainly using C++ 17 and sometime java in Linux environment
Responsibilities: Worked on the development of a PDM Application called "ENOVIA"
Contributed to project working on migration of PDM data between different PDM software products(V5, SmartTeam and V4 to 3DExperience)
Refactored whole code to optimize performance by 40% as tested By QA for migration of huge data
Developed a new way to transfer data between different PLM software products by making and sharing XML files instead of client-server application
Worked on long projects for the migration of data between different PDM software keeping high speed as the top priority(migration old data between V5, Smarteam and V4 to 3dExperience)
Developed custo-generator project to support migration for customers working with object type name of his choice by mapping them to standard type
Worker on shell scripts for automated tests for each new functionality that we develop to catch any impact from any changes that anyone makes in the code