Scroll To View More
Tanmay Dutta

Tanmay Dutta

Singapore, Singapore
Member since September 25, 2014
Tanmay is a quantitative developer involved in investment banking with a passion for technology and math. He uses an array of programming languages for solving problems in his field. In his free time, he likes to learn new things, from his core skills to embedded system programming, web development, and beyond.
Tanmay is now available for hire
  • Python, 7 years
  • C#, 6 years
  • Emacs, 5 years
  • SQL, 5 years
  • jQuery, 5 years
  • Django, 4 years
  • Erlang, 4 years
  • Pandas, 3 years
Singapore, Singapore
Preferred Environment
Linux, Windows 7, Emacs, Vi, Visual Studio 2012
The most amazing... I've created is a FIX engine in Erlang, which runs as a cluster and communicates with other programming languages via RabbitMQ.
  • Risk Analyst and Developer
    GIC Private, Ltd.
    2014 - PRESENT
    • Created a fully automated batch reporting and analytic engine for weekly and monthly reports. The analytical layer is written in Python with Pandas, NumPy, and SciPy API. The analytical engine is linked with various front-ends like Excel (using some VBA) and TIBCO Spotfire. The VBA front-end was written by me.
    • Built an internal website using a Python Django-based web framework to enable users to view the reports.
    • Wrote utility apps using C# to provide the operations team with the ability to encrypt and decrypt their credentials and read the configuration file from Excel to run on-demand jobs.
    • Developed Fix-Engine in Erlang.
    • Built a market data framework using RabbitMQ.
    • Supported a C#-based GUI.
    Technologies: Python, C#, SQL, VBA
  • Front Office Developer
    Standard Chartered Bank
    2012 - 2014
    • Worked on a web framework to display reports and market data.
    • Understood the procedures followed daily by the energy traders sheets (contract rolling, vol-marking, etc.) used by various traders to provide a better automation process using VBA, C++, and Haskell scripts and faster response time.
    • Developed a framework to be used on top of the Excel development SDK for creating an easy-to-use Excel add-in with C/C++. The add-in uses market data APIs from Reuters and Bloomberg. The whole package uses various design patterns for creating efficient and reliable code.
    • Did end-to-end development involving the creation of an installer using NSIS and an open source Haskell library (NSIS). Wrote automated scripts to fully automate the deployment process.
    Technologies: C++, Haskell, Erlang
  • Front Office Quantitative Developer
    ANZ Bank
    2011 - 2013
    • Created bond pricing and inflation-linked instruments and developed an interest rates library.
    • Developed software written mainly in C++ and MS SQL (interface with Excel and C#) for ANZ, which runs across four geographical areas (London, Sydney, HK and Singapore). Handled all the new development and supported the project alone.
    • Developed a graphical browser application in C#. Wrote scripts in Python that are callable by C.
    • Built robust regression tests for implementation of the quant library across various asset classes.
    Technologies: Python, C++, JavaScript, C#
  • Software Engineer
    IBM India
    2008 - 2010
    • Wrote Python and C++ scripts for building small utility programs.
    • Prepared technical and functional specification for business objects for an oil company.
    • Developed a business application in SQL and VBA.
    Technologies: SQL, Python, C++
  • High-Speed Database (Development)

    The project, for a hedge fund, involved in creating a fault-tolerant database for a live currency feed. The challenging part of the project was that it needed to be both fast and fault tolerant. That's where Erlang played a pivotal role for us (two developers). We used Erlang's built-in Mnesia with some clever optimizations and linked them with PG-SQL. The result was a brilliant piece of code with stability, scalability, and speed. (It is a proprietary design and you can ask me about the pricing)

  • Risk Reporting and Analytical Framework (Development)

    This project, for a famous wealth fund, involved creating a reporting framework with Oracle in the back-end, Python(Pandas, Numpy) for analytic functions and data cleaning layer, and Tableau, TIBCO Spotfire, Excel, and a web service (Python-Django) for the front-end. The framework is entirely designed and maintained by me.

  • Monte-Carlo Simulations (Development)

    Designed a Monte-Carlo method to price various kinds of exotic and plain vanilla options using variance reduction techniques such as antithetic variables, control variables, and Brownian-Bridge to get more accurate results.

  • Physics Exam Preparation Site (Ruby on Rails) (Development)

    A website to help prepare students for physics examinations. The back-end is written in Ruby on Rails and the client uses various technologies such as JavaScript/D3.

  • Languages
    Erlang, Python, C++, SQL, Haskell, R, C#, Visual Basic for Applications (VBA), JavaScript
  • Frameworks
    Django, Ruby on Rails (RoR)
  • Tools
    Emacs, Vim Text Editor, Git, Visual Studio, MATLAB, Subversion (SVN)
  • Platforms
    Linux, Windows 7
  • Storage
    JSON, PostgreSQL, NoSQL, Mnesia
  • Libraries/APIs
    jQuery, wxWidgets, Pandas
  • Paradigms
    Concurrent Programming, Functional Programming, Agile Software Development, Object-oriented Programming (OOP)
  • Microsoft Certified Professional in C#
    Microsoft - Online
    2017 - 2025
  • Master of Science degree in Financial Engineering
    Nanyang Business School - Singapore
    2011 - 2012
  • Master's degree in Computational Finance
    Carnegi Mellon Tepper school of business - Pittsburg
    2011 - 2012
I really like this profile
Share it with others