Worked as a quant developer and connectivity engineer, facilitating real-time market connectivity and high-frequency algorithmic trading.
ACHIEVEMENTS:
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Project: Market Connectors - Designed and developed a low-latency framework to capture, receive, and replay real-time high-frequency data, reducing reliance on third-party market data systems. Developed adapters for CEP Engines enabling direct access to streaming market data using FIX technologies. Connected to various forex market data feeds and the Market News Dow Jones feed.
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Project: Model Implementation - Collaborated with research analysts to implement quantitative models including Value at Risk (VaR) and FX trading algos in CEP engines (Progres Apama and Coral8).