
Ravish A
Senior Quant Developer
Kompetenzen

Meine Dienstleistungen

Arbeitserfahrung
Senior Quant Developer
Confidential
Dec 2024 - Present • 1 yr 11 mos
Currently I am working as Lead C++ developer for high frequency trading firm. Our HFT system is totally modular and has tick to trade P90 latency as sub 1, it can be integrated for any exchange across the world or in any financial assets. Apart from HFT our system supports production grade retail trading infrastructure as well. What I Do in Practice * Design and build execution-ready trading systems including HFT, statistical arbitrage, and market making * Architect institutional research frameworks linking macro, sector, security, and portfolio layers Build strategy-aware infrastructure that enforces risk, explainability, and confidence calibration * Integrate machine learning and language models as decision support, not black-box signal generators * Deliver systems intended for live trading, capital deployment, and institutional scrutiny Core Expertise: * High-Frequency Trading: microstructure modeling, latency optimization, execution efficiency Real-time Market Data Parsing (ITCH, Binary, FIX) • Designed and developed an ultra-fast ITCH parser handling UDP multicast streams • Efficiently managed out-of-order and duplicate packets ensuring data consistency • Translated big-endian, spec-driven data into little-endian HFT-optimized formats with nanosecond timestamps. * Smart Order Routing and Trading Aggregators: multi-venue execution, real-time risk and connectivity HFT-grade Order Management System (OMS) • Built a blazing-fast order book using AVL trees for constant-time operations • Integrated a custom memory allocator for minimal heap usage and cache optimization • Achieved nanoseconds-level latency in order matching and processing HFT-grade Risk Management System(RMS) * Engineered a ultra low latency risk management system with latency of P90 around 150 nanoseconds for passing RMS checks. We have built hierarchial RMS. Infrastructure & Performance Optimization • Tuned CPU affinity, NUMA awareness, and lock-free queues for parallel order flow processing