Overview
Work History
Education
Accomplishments
Timeline
Generic

Shubham Yadav

Quant Dev
Noida

Overview

8
8
years of professional experience
4
4
years of post-secondary education
2
2
Languages

Work History

Quant Dev

Open Futures
01.2021 - Current
  • Led a cross-functional team of 2 developers to design, implement, and deploy trading strategies across multiple markets.
  • Researched, developed, and futures arbitrage and mean reversion strategies across domestic and international markets.
  • Built a simulation and research framework for NSE options; designed and deployed multiple options strategies in live trading.
  • Developed market-making strategies for Delta-1 products; used regression models on order book microstructure and price-volume data to generate directional alpha.
  • Modeled and calibrated implied volatility smiles using cubic polynomial fits and the ORC wing model to capture strike-dependent skew and wing dynamics.
  • Optimized latency-critical components by vectorizing code with SIMD instructions, improving performance in key trading modules.
  • Oversaw strategy go-live for new segments including NSE commodity futures, options, and Korean markets.
  • Led the development of FPGA infrastructure in collaboration with hardware teams and took the solution to production.

Software Dev

Open Futures
07.2017 - 12.2020
  • Optimized trading infrastructure latency using low-level tools like perf and strace for profiling, system call tracing, and bottleneck analysis.
  • Leveraged FPGA-powered NIC cards to accelerate network packet processing and reduce end-to-end latency.
  • Designed and implemented a list-based order book, achieving a 50% latency reduction in order processing.
  • Developed custom network and pcap parsers to measure latency at various pipeline stages and identify performance bottlenecks.
  • Replaced stringstream-based logging with a high-performance template-based system using variadic templates and SFINAE for compile-time type safety and reduced runtime overhead.
  • Migrated GUI systems from Windows to Linux, building high-performance interfaces using Qt for better system integration and stability.
  • Built simulators for Market-By-Order and Market-By-Price feeds, enabling accurate testing and strategy development.
  • Contributed to OMM-based strategy development, providing infrastructure support and integration with trading systems.

Education

Electrical Engineering

Indian Institute of Technology
Delhi
07.2013 - 07.2017

Accomplishments

    Published paper on Extraction of Phenotypic Traits for Drought Stress Study Using Hyperspectral Images, and presented it at Pattern Recognition and Machine Intelligence 2017 conference

Timeline

Quant Dev

Open Futures
01.2021 - Current

Software Dev

Open Futures
07.2017 - 12.2020

Electrical Engineering

Indian Institute of Technology
07.2013 - 07.2017

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Shubham YadavQuant Dev