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Somu Bhargava
Verified Expert in Engineering
Back-end Developer
Bengaluru, Karnataka, India
Toptal member since October 11, 2022
Bio
Bhargava is a software engineer with over four years of experience working in fintech and hedge funds—building high-scale platforms from scratch. He is currently tech lead at Mudrex, a crypto-hedge fund, building and maintaining critical HFT infrastructure and ordering engine. Bhargava has also worked with D.E. Shaw, ConsenSys, and the Ethereum Foundation, who has also consulted various fintech and infra companies in the past.
Portfolio
Mudrex
Python, Flask, C++, APIs, REST, MySQL, MongoDB, Algorithms, Data Structures...
ConsenSys
Python, Go, Ethereum, Flask, JavaScript, REST, Linux, Algorithms, System Design...
D. E. Shaw
Python, Go, REST, APIs, Flask, React, Redux, SQL, MongoDB, Databases...
Experience
- MySQL - 3 years
- Flask - 3 years
- Back-end - 3 years
- Linux - 3 years
- Databases - 3 years
- REST - 3 years
- Python - 3 years
- Go - 2 years
Preferred Environment
Linux, Python, C++, Django, Back-end, JavaScript, Databases, System Design, APIs, Amazon Web Services (AWS)
The most amazing...
...compiler I've worked on was at D.E.Shaw—it translates Python to machine code, resulting in over a 200x speed-up (comparable to C/FORTRAN) for many algorithms.
Work Experience
Tech Lead
2022 - PRESENT
Mudrex
- Created a central API service that took incoming gRPC requests and made API requests to external exchange services in a rate-limiting environment. It improved the system's reliability by reducing downtime from 27% to 3%.
- Developed a low-latency order execution engine for centralized and decentralized crypto exchanges. This reduced the slippage from 3.8% to 0.75%.
- Led the project for a team of three people working on an order execution engine.
- Worked on order placement and signal generation for financial models. Cut the turnaround time of placing an order by a thousand times.
- Made some algorithms run 2,000 times faster by optimizing the financial algorithms.
- Managed a team of three people, working towards building HFT.
Technologies: Python, Flask, C++, APIs, REST, MySQL, MongoDB, Algorithms, Data Structures, Amazon Web Services (AWS), Celery, Docker, Kubernetes, NumPy, Pandas, Go, gRPC, Protobuf, CMake, Back-end, Cryptography, C, PostgreSQL, API Integration, PIP, Software Packaging, Amazon EC2, Kibana, Blockchain, Redis, REST APIs, SQLAlchemy, Full-stack, Security, Containerization, Pytest, CI/CD Pipelines, Python 3
Senior Software Engineer
2021 - 2022
ConsenSys
- Developed the Ethereum specs project to replace the Ethereum Yellow Paper and improve understanding of the protocol. Saw a 12% increase in the adoption of the protocol due to this project.
- Implemented a blockchain import feature in Go, ensuring that a client could locally import a fragment of the blockchain in a file. This feature was used in testing the ETH1.0 and ETH2.0 merge.
- Contributed to research and development tasks by brainstorming about improvements and implementing prototypes for a new EIP proposal.
Technologies: Python, Go, Ethereum, Flask, JavaScript, REST, Linux, Algorithms, System Design, Innovation, React, Databases, MySQL, Back-end, Cryptography, C, PostgreSQL, API Integration, PIP, Software Packaging, Open Source, SQLAlchemy, Full-stack, Security, Containerization, Pytest, CI/CD Pipelines, Python 3
Senior Software Engineer
2019 - 2021
D. E. Shaw
- Handled a compiler that translates Python to machine code. This resulted in a speed-up of over 200 times (comparable to C/Fortran) for many algorithms.
- Designed and developed a real-time web app to track and visualize financial information about SPAC instruments, which served more quality information to traders and increased the firm's profits.
- Innovated and implemented the idea to automatically link GitHub pull requests to the company's request tracking software. This feature improved the productivity of every developer by saving them two minutes.
- Designed and developed a full-stack web application to show various metrics on straight bonds, which helped traders choose the right bonds to buy or sell and resulted in higher profits.
- Worked as a primary reviewer for many Python and Go projects. Reviewed and fixed several critical bugs, saving millions of dollars in data loss.
- Won third place in a hackathon hosted internally at D. E. Shaw & Co. in June 2020. Created a Slack app that notified reviewers if a GitHub pull request was made.
Technologies: Python, Go, REST, APIs, Flask, React, Redux, SQL, MongoDB, Databases, JavaScript, Slack API, Perl, System Design, Scaling, Finance, Webhooks, Linux, Algorithms, Innovation, NoSQL, Back-end, Data Science, Flask-RESTful, Flask-Marshmallow, PostgreSQL, API Integration, PIP, Software Packaging, SQLite, SQLAlchemy, Full-stack, Containerization, Pytest, CI/CD Pipelines, Python 3, Python 2
Consultant and Contributor
2018 - 2019
Ethereum Foundation
- Acted as an open-source contributor to the Ethereum Python Community for six months and was offered a full-time job opportunity as a token of recognition. Fixed many core issues and completed many Gitcoin bounties.
- Contributed to adding Snappy compression and decompression to the network layer and designing and coding the py-ssz serialization library from scratch.
- Received Snake Charmers Scholarship from Ethereum Foundation for my open-source contributions to the Ethereum Python ecosystem and was invited to Ethereum Devcon 2019 hosted in Osaka, Japan.
Technologies: Python, Algorithms, Data Structures, Python Asyncio, Back-end, Cryptography, API Integration, PIP, Software Packaging, Open Source, SQLite, SQLAlchemy, Security, Containerization, Pytest, CI/CD Pipelines, Python 3, Python 2
SDE Intern
2018 - 2018
D. E. Shaw
- Designed and built a next-gen over-the-counter (OTC) email parsing algorithm to sift through market quotes in unstructured broker emails for pricing OTC instruments.
- Obtained an accuracy of 93% on parsing live market data, beating the existing algorithm of 65% accuracy.
- Completed the project to enable using it directly in production without any modifications.
Technologies: Python, Finance, Algorithms, Data Structures, MySQL, Postfix, Git, Back-end, PostgreSQL, API Integration, PIP, Software Packaging, SQLite, SQLAlchemy, Full-stack, Containerization, Pytest, CI/CD Pipelines, Python 3, Python 2
Experience
Smart Financial Email Parser
An intelligent financial email parser that drastically improved the profits of the convertible bonds business at D. E. Shaw. Convertible bonds are over-the-counter financial instruments, and to get quotes, traders have to subscribe to prime brokers such as Bank of America. However, all these brokers sent these quotes in different unordered patterns through email. The volume of emails was so large that the traders couldn't go through each one manually.
Therefore, I developed an algorithm and code to parse these unordered quotes and make sense of them. I crunched through a lot of data and came up with heuristics while designing this complex algorithm. Finally, my algorithm parsed 92% of the quotes successfully and correctly. With this, the traders didn't have to go through the emails manually but had all the market data at a glance, enabling them to make more informed decisions. It improved the company's profits as there was more data to make the right decisions.
Therefore, I developed an algorithm and code to parse these unordered quotes and make sense of them. I crunched through a lot of data and came up with heuristics while designing this complex algorithm. Finally, my algorithm parsed 92% of the quotes successfully and correctly. With this, the traders didn't have to go through the emails manually but had all the market data at a glance, enabling them to make more informed decisions. It improved the company's profits as there was more data to make the right decisions.
Real-time Web App for Straight Bonds
A Flask-based app for visualizing real-time data for straight bonds. Since straight bond traders were previously unable to see live updates on the straight bonds, this app allowed them to see these and make more informed decisions. The app used WebSocket to propagate the changes to the app.
The traders previously used Excel sheets, but with this app, their profits jumped by 12% yearly. The app also increased productivity as they had more time for other priority tasks.
The traders previously used Excel sheets, but with this app, their profits jumped by 12% yearly. The app also increased productivity as they had more time for other priority tasks.
Exchange API Services
A central C++ system that takes incoming gRPC requests and makes API calls on behalf of the client in an API rate-limiting environment. Previously, many individual machines made abundant API requests to the exchanges, mainly for placing orders. After some time, the IP addresses got blocked due to the rate-limiting mechanism set by the exchange server.
To overcome this, I created a central service that captured the incoming gRPC requests and sent them as API calls to the exchange server through any machine selected from the cluster (AWS). When a machine in the cluster reached its rate limit, the system killed it and spawned a new machine with a new IP address. Through this method, none of the ordering machines had a rate limit, and the system's downtime decreased from 27% to 3%, saving the company millions of dollars.
To overcome this, I created a central service that captured the incoming gRPC requests and sent them as API calls to the exchange server through any machine selected from the cluster (AWS). When a machine in the cluster reached its rate limit, the system killed it and spawned a new machine with a new IP address. Through this method, none of the ordering machines had a rate limit, and the system's downtime decreased from 27% to 3%, saving the company millions of dollars.
Education
2015 - 2019
Bachelor's Degree in Computer Science
International Institute of Information Technology - Hyderabad, India
Skills
Libraries/APIs
React, NumPy, Pandas, Flask-RESTful, Flask-Marshmallow, SQLAlchemy, Protobuf, Python Asyncio, Slack API, Redux-Saga, Keras, REST APIs
Tools
Git, Pytest, Celery, CMake, Postfix, Kibana
Languages
Python, SQL, Python 3, Python 2, C++, JavaScript, Go, Perl, HTML, CSS, C
Frameworks
Flask, Django, Redux, gRPC
Paradigms
REST, Compiler Design
Platforms
Docker, Linux, Amazon Web Services (AWS), Amazon EC2, Ethereum, Blockchain, Kubernetes
Storage
Databases, MySQL, SQLite, MongoDB, PostgreSQL, Database Management Systems (DBMS), NoSQL, Redis
Other
Back-end, System Design, Algorithms, Data Structures, APIs, Full-stack, Cryptography, API Integration, PIP, Software Packaging, Open Source, Security, Containerization, CI/CD Pipelines, Full-stack Development, Competitive Programming, Applied Mathematics, Operating Systems, Software Development, Software Development Management, Formal Methods, Systems Engineering, Machine Learning, Compilers, Data Warehousing, Data Mining, Information Security, Distributed Systems, Optimization, Computer Networking, Scaling, Finance, Webhooks, Innovation, Data Science, Web MVC
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