At Quantbox Research, I developed automated market-making systems and researched new markets. I was the sole engineer driving the firm's expansion into B3, building online and offline trading infrastructure alongside its existing NSE operations.
My research into execution bottlenecks led to a rearchitecture that decoupled non-hot-loop operations and halved B3 tick-to-trade latency. I also developed automated trading strategies and an end-to-end analytics framework for traders and automated strategies.
At Optiver, I collaborated on migrating Wiener Börse access from broker to native access, including compatibility with its T7 binary protocol. I also wrote a component to automate code uploads and feedback parsing, and added features to the delta 1 auto trader.
At Mako Trading, I co-designed and developed a policy-based order book that yielded a 60% gain, and developed a Kafka solution for streaming live order book and exchange event data. Earlier, at Brightskies Technologies, I optimized a legacy kernel module for a 4x speedup and developed parallel image-processing kernels using OpenMP, MPI, and CUDA.
