Open to opportunities

Frank Ranghel

@frankranghel

Message

I am a senior quantitative engineer and market-making strategist focused on ultra-low-latency trading.

United States

Message

What I'm looking for

I'm seeking a remote or colocated role building production ultra‑low‑latency trading systems where I can lead end-to-end engineering, performance optimization, and ML-driven market-making with measurable PnL impact.

I am a senior quantitative engineer and market‑making strategist who builds ultra‑low‑latency trading platforms and production risk engines. I conceived and single‑handedly built a co‑located CME DC3 market‑making platform with deterministic p99.9 end‑to‑end latency under 3µs and an in‑house Bayesian‑optimization meta‑layer. My work delivered over 2,500 bps annualized strategy Sharpe and reduced tail latency by ~40% through perf/eBPF telemetry and Linux RT tuning.

I specialize in high‑performance C++17/20 systems, microstructure and queue‑position modeling, and ML‑driven parameter tuning using PyTorch and Gaussian Processes. I am remote‑ready and thrive leading end‑to‑end delivery, performance engineering, and production SRE practices for trading platforms and backtesting farms.

Experience

Work history, roles, and key accomplishments

Current

Lead Quantitative Engineer

Current

TTG Capital

Feb 2025 - Present (6 months)

Conceived and built a co-located CME DC3 ultra-low-latency market-making platform achieving deterministic p99.9 end-to-end latency <3µs and >2,500 bp annualized strategy Sharpe; invented an in-house Bayesian Optimization (GP+UCB) meta-layer delivering +15% edge uplift and automated risk/hedge guardrails.

C++17 20 Bayesian Optimization PyTorch Celoxica QDS eBPF

Current

Sole Proprietary Trader

Current

Frank Ranghel

Jan 2019 - Present (6 years 7 months)

Researched and traded statistical-arbitrage and microstructure strategies, building a live signal research-to-production pipeline with execution alpha and queue-position modeling; designed latency-aware risk guardrails and post-trade analytics.

Queue Position Modeling Risk Management Python Execution Algorithms

Education

Degrees, certifications, and relevant coursework

University of North Carolina at Chapel Hill

Bachelor of Science, Computational Chemistry

Activities and societies: Presented research poster: "The Effects of Psychotropics on Glycosylated Hemoglobin," American Psychiatric Association, New York City, May 1–5, 2004.

B.S. in Computational Chemistry with strong foundations in quantitative analysis, numerical methods, and scientific computing.