Dhirendra Kumar Email & Phone Number

Bengaluru, Karnataka, India

Bangalore

Distributed server side batch application: -Designed and developed pricingmodels to compute counterparty risk exposures in a Symphony based distributed computegrid infrastructure. The application is highly scalable and based out of modern c++ (C++14)and is optimized to perform humongous computations in batch mode. The app has anintermediate cache layer to avoid direct DB interaction while keeping the processing superefficient. The pricing models are categorized based on asset types like IR, Bonds, Equities –listed, exotic etc. The various exposure profiles computed include VaR, CVA etc. as ameasure of counterparty risk calculation.

Pune, India

Server side development of investment banking application (C, C++): -Development ofdynamic pricing engine (Controller) and static backbone server(DataServer) whichcontributes to the Secondary market making of structured products and warrants. It focuseson low-latency performance and ability to handle extreme traffic on server side. Prices arepublished to external venues like Bloomberg, Reuters etc. using these servers.Automated dealsetup of trades (C, C++): -Removed human intervention in listing of tradesfor secondary market. It involves intensive multithreading and synchronization mechanisms.Rule based dynamic formula evaluator(C++):- Built an extensible dynamic formulaevaluator which helps in calculating critical values in trading applications.Design and implementation of RFQ system(C#, pub/sub layer, C++): - Designed andimplemented a distributed system which allows Request For Quote(and Trade) to beexecuted automatically. The entire system(Front-end, pub-sub layer for messaging, serverand underlying database system) is designed and developed from scratch.Design and implementation of Straight-Through-Processing (C++, C#): - Designed andimplemented Straight-Through-Processing (STP) system to facilitate electronic execution oftrades(no manual intervention) from scratch.Publication/Subscription Layers:- Reduced number of TCP connections in the SecondaryMarket Making system by incorporating pub/sub layer design (Caplin Liberator and pub/sublayer based on kdb database).

Extensive use of data structures and algorithms.1.Development of Framework (bada-js-framework) :- Design and development of controls from scratch. Involves usage of C, datastructures, Javascript( prototype based object oriented language), css3, html5.2.Implementation of Text-selection and Paragraph selection :- Design and development of Text/Paragraph selection in webkit2 based browser for mobile platform.(Tizen). C++ based project on Webkit2 engine.3.Design and implementation of Offline page-save feature and Auto form-fill feature in webkit2 based browser for mobile platform.(Tizen). C++ based project where work invlolved mailny around webcore, EWK_View of webkit2 engine. Interprocess communication using queue based IPC and shared memory was a part of this assignment.4.Design and implementation of profile based Auto-form fill feature in webkit2 vased browser for mobile platform.(Tizen). C++ based project on webkit2 engine.

B.Tech, Computer Science And Engineering

Activities and Societies: Coding competitions :- Cryptex , Pravah , ByteCode

Education record

Activities and Societies: RMO(Regional Maths Olympiad), NSO(National Science Olympiad)