Alok Kumar Diwakar
C++ Ultra Low Latency, Trading Technologies, Ex- Morgan Stanley | Credit Suisse | IIT Bombay
7.3
Years of Experience
Education
iit bombay indian institute of technology bombay, v.m college, p.p.p school
Companies
brevan howard, morgan stanley, undisclosed quantitative research hedge fund, credit suisse, citi
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Alok Kumar's contact details
Email (Verified)
aloXXXXXXXXXXXXXXXXXXXXXXXXXom
Mobile Number
+91XXXXXXXX19
Experience
2023 - Present
brevan howard
Senior Quantitative Developer
2022 - 2023
morgan stanley
Associate. Algorithm Developer
Algorithmic Trading Developer - Low Latency C++, Trading, Risk and Control, C++17, Python and Proprietary technology - Ultra low latency Algo trading team, for emerging markets - Smart order routing and internalization - Client side / market side risk controls - Direct client connectivity for top tier quant clients - Abnormal trading, risk & auction control algorithms - Low latency market access / exchange co-location - C++ performance optimization and refactoring
2021 - 2022
undisclosed quantitative research hedge fund
Quantitative Developer
Technology - C++20, Python • Matching Engine development & optimisation for research & backtesting- L3 order book, strategy simulation • HKEX derivative & security Market • Developed and designed shared memory transport, for events distribution between multiple processes. • Core features - memory pool allocator, covariance matrix, custom formatting, faster trie based lookup
2019 - 2021
credit suisse
Software Engineer. Direct Market Access, Electronic Trading & Execution
• C++. Design, build and maintain a low latency, high-performance, adaptive Direct Market Access platform having 200 plus venues - Execution algorithms & Order Management System, Exchange Connectivity ( FIX/Binary engines) • Core libraries, shared components • Development and enhancement of features, new markets and low latency execution algorithms
2016 - 2019
citi
Software Engineer. Market Data, Electonic Trading
Technology - C++, Core Java, Zero GC Java 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 system • Order Book building algorithm - depth aggregation, composite book creation • Scalable market data feed handlers, Simulator • Performance optimisation of market-data trading system
Experience
91 Skills
Algorithmic Trading
Algorithms
Algorithms
analytics
Android SDK
Angular 6
Application Programming Interfaces (API)
architecture
Backend
C++
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
Electrical Engineering
Equities
Feature Engineering
Frontend
Git
GitHub
Image Processing
infra
Infrastructure
Java
Java
Java Database Connectivity (JDBC)
Javascript
JDBC
linux
Low Latency Trading
Machine Learning
Machine Learning (ML)
market analysis
Market Data
Matlab
Maven
MongoDB
Neural Networks
NLTK
NumPy
optimization
Pandas
Pandas (Software)
Pattern Recognition
Python
Quantitative Finance
Random Forest
Representational State Transfer (REST)
Research
Research Scientist
REST
Routing
scalability
Scikit
Scikit-Learn
scipy
Seaborn
Search
security
Senior Software Engineer
Signal Processing
Software Design
Software Engineer
Spring
Spring Boot
SQL
Statistical Data Analysis
storage
strategy
Support Vector Machine (SVM)
SVM
teaching
Tensorflow
Trading
Typescript
Vision
Web
Education
2011 - 2016
iit bombay indian institute of technology bombay
Bachelor & Master of Technology
B.Tech & M.Tech. ( Dual Degree ), Electrical and Computer Science Engineering
2008 - 2010
v.m college
Intermediate/+2
Mathematics and Science
2007 - 2008
p.p.p school
Matriculation
