Profile

Alok Kumar Diwakar

Low latency Algo Trading C++, Morgan Stanley | IIT Bombay

7.6

Years of Experience

Education

indian institute of technology bombay, v.m college, p.p public school

Companies

credit suisse, citi, indian institute of technology bombay, floatpage

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Alok Kumar's contact details

Email

Email (Verified)

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Email

Mobile Number

+9XXXXXXXXX19

Experience

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    2019 - Present

    credit suisse

    Software Engineer. Direct Market Access, Electronic Trading and Execution

    • C++. Design, build and maintain a high-performance, high-capacity, adaptive platform for Order Execution Management, Exchange Connectivity - processing high volumes of data. Low latency, direct market access, the shared components and execution algorithms, having 200 plus venues across Equities, FX and Listed Derivatives markets. • Core libraries • In memory Order Management and Execution management system • Developement and enhancement of features, new markets and low latency execution algos

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    2016 - 2019

    citi

    Software Engineer. Market Data, Electonic Trading

    C++, Real-time, low-latency, high speed market data feeds. Responsible for back-end infrastructure of the feed processing over 5 million price updates per second. Developed next-gen Market Data trading system and its critical components. • Order Book building algorithm - depth aggregation, composite book creation • Scalable market data feed handlers, Exchange Simulator, Disruptor mulitcast queue architecture • Performance optimisation of market-data trading system

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    2015 - 2016

    indian institute of technology bombay

    Graduate Teaching Assistant

    Teaching Assistant for Signals and Systems, responsible for conducting tutorials, evaluation of assignments and examination-scripts

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    2014 - 2015

    floatpage

    Lead Programmer, FloatPage

    A categorical (with anon, private and public) social network which enables users to float, read and discover resources. Users can build their own index and search other users’ resources as well

Experience

100 Skills

Algorithmic Trading

Algorithms

Algorithms

analytics

Android SDK

Angular 6

Application Programming Interfaces (API)

architecture

Backend

C (Programming Language)

C++

Communication

Computer Vision

Core Java

customer satisfaction

Data Analysis

Data Scientist

Data Structures

Data Structures

Data Visualization

Decentralised

Derivatives

Design

Digital Image Processing

Distributed Systems

Distributed Systems

Eclipse

Edge Detection

Education

Electrical Engineering

Equities

Feature Engineering

Frontend

Git

GitHub

html 5

HTML5

Hypertext Transfer Protocol (HTTP)

Image Processing

infra

Infrastructure

Integration

Integration Testing

Java

Java

Java Database Connectivity (JDBC)

Javascript

JDBC

linux

Low Latency Trading

Machine Learning

Machine Learning (ML)

market analysis

Market Data

Matlab

Maven

MongoDB

Multithreading

Networking

Neural Networks

NLTK

NumPy

Object Oriented Design

optimization

Pandas

Pandas (Software)

Parallel Programming

Pattern Recognition

Python

Quantitative Finance

Random Forest

Representational State Transfer (REST)

Research

Research Scientist

REST

scalability

Scikit

Scikit-Learn

scipy

Seaborn

Search

Senior Software Engineer

Signal Processing

Software Design

Software Engineer

Spring

Spring Boot

SQL

Statistical Data Analysis

storage

Support Vector Machine (SVM)

SVM

teaching

Tensorflow

test

testing

Trading

Typescript

Vision

Web

Education

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    2011 - 2016

    indian institute of technology bombay

    Bachelor & Master of Technology, B.Tech & M.Tech. ( Dual Degree )

    Electrical and Electronics Engineering

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    2008 - 2010

    v.m college

    Intermediate/+2

    Mathematics and Science

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    2007 - 2008

    p.p public school

    Matriculation

Colleagues at credit suisse

Harshit sharma

Software Engineer

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Hema Sundararajan

Senior Software Engineer

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HEMANG BHAVASAR

Assistant Vice President Information Technology

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Hemant Das

Senior Software Engineer

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Others named Alok Kumar

Alok Kumar Verma

Module Lead

 at credit suisse

Alok kumar Jena

UI & UX Developer

 at credit suisse

Alok Kumar Tiwari

Software Engineer

 at credit suisse

Alok Kumar Prusty

Senior Software Engineer

 at credit suisse

Alok kumar Sahoo

Software Engineer

 at credit suisse

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Colleagues at citi

Sitesh Varshney

Sr. PL/SQL Developer/Data Modeler/Analyst

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Sandip Patil

AVP - Lead Data Scientist

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Devanshi Sharma

Officer -Software Developer

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Colleagues at indian institute of technology bombay

Sachin Kumar

Teaching Assistant | MM225 - AI and Data Science

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Smit Gajjar

Teaching Assistant

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Sonal Gaud

Campus Ambassador

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Sonu Kumar

Masters Student

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Sourav Mishra

Institute Student Mentor

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