Paavan Mathur Email & Phone Number

Chandler

• Developed an extensive and highly flexible code base in Java that integrates with the Interactive Brokers’ API to perform high-frequency trading• Code base has 10,000 lines of code and 4,000 comment lines• Code is highly modularized to allow easy integration of any strategy trading any number of products• Implemented a full market data simulator which reads in historical market data, feeds it to the specified algorithm and records how profitable a certain configuration would have been• Incorporated a number of simulator speed enhancements so that tens of thousands of configurations could be tested within hours instead of weeks• Simulator effectively acts as a full testing suite since market data with specific scenarios can be fed into the algorithm to ensure that it behaves as expected under all conditions• Recorded a large amount of data over 6 separate types of out files, including tick-by-tick market data for simulator use, detailed trade messages for debug and analysis, and trade results accompanied by statistical info (std dev, sharpe ratio, skew etc.); these out files were meticulously organized based on file type, product, product group, simulated vs. real trades, permanent vs. temporary file etc.• Incorporated robust verification methods to ensure that no unexpected trades occurred in fast moving markets• Implemented a variety of cost-cutting methods, including writing an AJAX screen scraper that scrapes real-time data from the Selerity Sync news feed, hacking low-level Windows and Java functions to scrape Interactive Brokers data that was not sent over the API, and implementing an Optical Character Recognition scraper

Mesa, Arizona

• Senior tester on the US, Netherlands, Greece, and UK programs; support tester on the Egypt, Israel, and Kuwait programs. Caught an average of 200+ code, requirement, and existing test script issues per build, outperforming many of my peers.• Testing was requirements-based and predominantly white box• Also took system functionality into account when creating test cases (black box testing); this led to catching functional requirement errors and preventing considerable downstream time and money impact• Had to work with many archaic and poorly written test scripts, requirements, and code bases and strive to get them into a state of superior quality, maintainability, and readability; many times this required giving colleagues some pushback when existing work needed to be cleaned up• Worked with several forward-thinking individuals to push our teams to identify and solve glaring inefficiencies in our work processes (for example, instituting fundamental software engineering concepts such as Agile development)• Mentored several new hires and always pushed the principle of using your own judgment to produce superior quality work instead of adhering to some of the more archaic and inefficient processes• Won a variety of Boeing Pride awards over the years for outstanding performance

Mesa, Arizona

• Test Coordinator and senior tester on the Peace Vanguard (Singapore) program• Managed a team of 3 – 5 people• Testing was completed on our build with zero failing test points out of hundreds of thousands, a feat rarely accomplished in our department• Responsible for ensuring that all code, requirements and test script errors had been resolved and/or documented• Responsible for preparation of all documents that demonstrated to the customer (government of Singapore) that testing had been completed to satisfaction• Completed parts of the test work myself