Verified Expert in Engineering
Nitin is a back-end and machine learning engineer specializing in natural language processing. He's also experienced in client-facing roles as a sales engineer and has launched multiple software products where he led full-stack development and marketing.
The most amazing...
...thing I've coded is a real-time web application to help bank traders manage their positions and edit various algorithmic strategy parameters.
Equity Algorithmic Trading Developer
Royal Bank of Canada
- Led the development of a real-time front-end for our trading platform; featuring streaming position updates, consumer-grade UX, and order management. This can all be accessed via a browser.
- Created a configurable pre-trade risk system for our algorithmic trading framework. Through this system, traders can edit risk parameters and load them intraday without restarting the system.
- Developed a market data ticker plant with a simple API for use by trading algorithms.
Senior Software Developer
- Designed and built a large-scale data processing pipeline to meet critical regulatory analysis requirements. In addition to prompting the trading desk to offload billions in the old risk system, my work contributed to Citi having the cleanest Fed-Test pass on Wall Street in 2015.
- Helped build a real-time credit risk pricing system. Rather than waiting at the end-of-day for risk results, this system received trade updates in real-time and priced risk immediately for trader consumption.
- Trained developers in Clojure to help build out data processing capabilities within the Global Credit Technologies group.
- Designed and built Spectre, a Clojure-based real-time market surveillance system, saving the firm the substantial cost (six-figures per year) of using a third-party vendor to meet regulatory requirements.
- Designed and built Minerva, a data warehousing service. Minerva automated the generation of key reports and enabled the business to get clear views on performance and operations through the ad-hoc analysis tool.
- Designed and provided the specifications for the Quote Liquidity-On-Demand eXchange (QLX), Europe’s first equities exchange with a hybrid auction and continuous matching model.
My Multi-part Series on Building React Apps
Pattern Recognition Using Clojure and Esper
The code is a collection of demos where random data is run through functions looking for specific patterns. When a pattern is found, the data is outputted.
Spectre: Real-time Market Surveillance System (Video)https://www.youtube.com/watch?v=dtnc8lcC3oc
clj-fix: A FIX-protocol Client Written in Clojure
Ethereum, Blockchain, Blockchain Platforms, Linux
Cryptography, Communication, Freelancing, Distributed Ledgers, Bitcoin, Esper
Express.js, Redux, Hadoop, Ruby on Rails (RoR)
Certified Ethereum Developer