Gaurav Kumar
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Gaurav Kumar Email & Phone Number

Senior Software Engineer at Tower Research Capital at Tower Research Capital
Location: Gurugram, Haryana, India 6 work roles 1 school
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Current company
Role
Senior Software Engineer at Tower Research Capital
Location
Gurugram, Haryana, India
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Who is Gaurav Kumar? Overview

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Gaurav Kumar is listed as Senior Software Engineer at Tower Research Capital at Tower Research Capital, a company with 885 employees, based in Gurugram, Haryana, India. AeroLeads shows a matched LinkedIn profile for Gaurav Kumar.

Gaurav Kumar previously worked as Senior Software Engineer at Tower Research Capital and Vice President at Citi. Gaurav Kumar holds B.Tech, Mechanical from Ymca Institute Of Engineering, Faridabad.

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Tower Research Capital

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Profile bio

About Gaurav Kumar

Gaurav Kumar is a Senior Software Engineer at Tower Research Capital at Tower Research Capital. They is proficient in English. Colleagues describe them as "As a partner team working with Gaurav, Gaurav impressed me with the mindset of taking ownership and independent thinking. I started working with Gaurav since early 2016, right before the UMR rule was to take place. Gaurav was one of the key development team members to implement the new margin model, in order to meet a tight regulatory deadline for UMR to go live. Gaurav worked around the clock on the implementation and testing, and proactively communicated the progress and observations with the risk quant team as to a seamless work flow. On the quantitative solution to some technical issues, Gaurav not only did what has been asked for, but also tested all the possible corner cases to highlight potential weakness in the solution. This provided a constructive partnership and healthy challenge from an insider point of view. Since then Gaurav has been working on different projects, and always a trustworthy partner to the risk quant team. I recommend Gaurav and would like to wish him all the best in his future endeavors." and "Gaurav is an exceptional C++ Developer. His domain knowledge in Finance is also exemplary. He has excellent problem solving and troubleshooting skills. On several instances he helped debug production problems and provided feasible and quick solutions."

Current workplace

Gaurav Kumar's current company

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Tower Research Capital
Tower Research Capital
Senior Software Engineer at Tower Research Capital
new york, new york, united states
Employees
885
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6 roles

Gaurav Kumar work experience

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Senior Software Engineer

Current

Gurgaon

C++ developer @Tower, Gurgaon.

Aug 2021 - Present

Vice President

Pune Area, India

Designed and implemented FRTB trade PV aggregation module based on scenarios Migrated C++ legacy applications to the cloud-enabled platform which follows 12-factors (closely)Extensively used Mongo C++ driver for the cloud migrationWorked on several counter-party credit risk model changes' implementation.Configured all C++ modules for Sonar scan and.

Jan 2019 - Aug 2021

Assistant Vice President

Pune Area, India

Designed and implemented regulatory rules such as MRNCCD margin algorithm, add-on calculations for cleared counterparties, enhancements in existing Basel-3 margin algorithm, and aggregation rulesBenchmarked and optimized C++ applications for latency and throughput

Jan 2016 - Dec 2018

Manager

Pune Area, India

Migrated Margin applications from Legacy (file-based system) to Service-oriented architecture (mix of stateless and stateful core modules)Extensive experience of using ZMQ, Google Protobuf, Intel-TBB, C++ Boost library

Mar 2014 - Dec 2015

Associate Manager

Mumbai Area, India

As a C++ Quant Developer, I worked on few pricing models of OTC derivatives products for valuation purposes. I also designed and implemented various interfaces (Java-JNI and Excel add-in) for the core C++ analytics library.

Mar 2011 - Feb 2014

Assistant System Engineer

Mumbai, Maharashtra, India

As a junior C++ developer, I worked on matching module of the equity trading system (NSE). I was also involved in lot of performance benchmarking for latency and throughput of the trading system as a whole.

Sep 2008 - Feb 2011
Team & coworkers

Colleagues at Tower Research Capital

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1 education record

Gaurav Kumar education

  • Ymca Institute Of Engineering, Faridabad
    Ymca Institute Of Engineering, Faridabad
    Mechanical
FAQ

Frequently asked questions about Gaurav Kumar

Quick answers generated from the profile data available on this page.

What company does Gaurav Kumar work for?

Gaurav Kumar works for Tower Research Capital.

What is Gaurav Kumar's role at Tower Research Capital?

Gaurav Kumar is listed as Senior Software Engineer at Tower Research Capital at Tower Research Capital.

Where is Gaurav Kumar based?

Gaurav Kumar is based in Gurugram, Haryana, India while working with Tower Research Capital.

What companies has Gaurav Kumar worked for?

Gaurav Kumar has worked for Tower Research Capital, Citi, Ss&C Globeop, and Tata Consultancy Services.

Who are Gaurav Kumar's colleagues at Tower Research Capital?

Gaurav Kumar's colleagues at Tower Research Capital include Preeti Maheshwari, Anish Singh, Ritika Gupta, Rudy Deste, and Aman Verma.

How can I contact Gaurav Kumar?

You can use AeroLeads to view verified contact signals for Gaurav Kumar at Tower Research Capital, including work email, phone, and LinkedIn data when available.

What schools did Gaurav Kumar attend?

Gaurav Kumar holds B.Tech, Mechanical from Ymca Institute Of Engineering, Faridabad.

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