Core Software Development Team• Designed and developed a Simulation Gateway to emulate the processing of an order to and from various exchanges such as BATS and NASDAQ using C++, XML and QT Creator.• Developed a parser in Python for the OUCH protocol to parse log files via Wireshark to record the messages to and from the NASDAQ exchange.• Designed and developed features for the GUI of the Trade Management System in C++ with QT Creator to illuminate the clients and exchanges connected to specific server. Algorithmic Trading Tools and Analytics Team• Designed and developed servers for serving data for time decay of options, computations of dividend and interest rates and position weighting service for the Greeks and theoretical value of many different option classes using Python and SQL.• Added Dollar Volatility Delta and Dollar Volatility Delta over Dollar Gamma columns in the trading view client in C++, C# and SQL. • Designed and developed a thread safe cache for storing a historical snapshot of the previously calibrated parameters for the efficient construction of the volatility surface in C++.• Updated the interface for the calibration functions to efficiently take in the previously calibrated best fit parameters in C++.

• Actively traded and conducted fundamental and technical analysis of over 20 ETFs and Equities• Participated in 10+ webinars pertinent to Risk Management, Position Sizing, Financial Statement Modeling, Stock Pitching and Fundamental Analysis• Successfully documented trading ideas and research on a weekly basis including information such as Size of Addressable Market, Market Capitalization and Competition, Growth Drivers and Important Ratios such as P/E and EPS

• Instrumental in streamlining data acquisition system using C#, SQL, ADO.Net Entity Framework, Excel and VBA by implementing a 3 step system to capture values from the Bloomberg API and JP Morgan Data Service, apply proprietary algorithms and store data into a SQL Server table • Analyzed over 100 spreadsheets of data used by traders to make decisions with manipulations and algorithms such as Linear and Geometric Interpolation, Bid-Ask spreads and Swaption, Equity and Swap Volatility Surface Mid value calculations • Wrote over 30 SQL scripts with 5000 tickers to populate SQL Server tables required in the data acquisition.

• Constructed and programmed a Treasury Inflation Protected Securities vs. Overnight Index Swaps Model to help traders execute deals by explicitly highlighting the profit and loss• Wrote 65 curve configurations for cross currency curves for the EUR, USD, JPY, CAD and AUD discounted using Overnight Index Swap rates and LIBOR • Constructed and documented Wikipedia for risk analysis and pricing different instruments.

• Designed and implemented a graphical user interface between an option pricer in excel and trade definitions stored in the company’s database• Successfully generated a numerical integration function using the Simpson’s Rule to calculate pricing path dependent option prices• Documented over 1,000 functions in the pricing and risk library by analyzing over 30,000 lines of code and constructed a Wikipedia with the major Risk Fields • Independently researched and worked out solution for Black Scholes Stochastic Differential Equation using the Heat Equation

• Gathered financial data from 3000+ financial statements for quantitative comparative analysis of GE’s distributive and manufacturing competitors in Europe• Constructed performance based analytical reports on 3 key business divisions in Europe and Asia• Independently achieved Six Sigma Certification of Business White Belt in order to further optimize job responsibilities

• Researched various parts and functions of welding machinery to identify key standards to compile report to management• Conducted extensive research on Eddy current testing to optimize heat reduction in steering systems