Software Engineer at MarketFactory
Greater New York City Area
Software Engineer at MarketFactory
Greater New York City Area
I have been in the software industry from 2001 onwards and I am very passionate about how technology can change our lives for the better. In the past I was very active with a philanthropic organization called AIDS (Association for India's Development).
As a hobby me and my friends brain storm ideas and see how we can start something of our own. I have worked in India for about two years and know the dynamics of software development team in India. If you are interested in something along those lines and looking for a way to start something in India may be can we figure something out. You can reach me at khandelwal dot amit at gmail.com
I completed my B.E in computer science from Pune University and then worked with Veritas Software for 2 years. I then moved to US to pursue my M.S in computer science from Florida State University, Tallahasse. During my thesis/project, I was involved in modifying the TCP/IP stack of an embedded system.
I am currently involved in designing/developing distributed real time applications on the Linux platform. In the past I have designed and developed a distributed server on Windows platform (using CORBA). The server was used for risk management by Equity Derivatives desk at Credit Suisse.
Languages: C#, C, C++, JAVA, Perl, and SQL.
Operating Systems: Solaris, Linux, and Windows 95/98/NT/2000/XP.
Platforms: Intel 80x86, SPARC Solaris, and SAN.
Tools: ACE and TAO (CORBA), Rational-Rose, Purify, Lex, Yacc, Doxygen, Javadoc.
(Financial Services industry)
August 2008 — Present (4 months)
Creating the next generation platform for FX marketdata. We intend to beat the speed of light :) If you want to know more get in touch with me.
(Public Company; 10,001 or more employees; LEH; Investment Banking industry)
August 2007 — August 2008 (1 year 1 month)
LMX is a real-time, multi-threaded, FIX compliant algorithmic trading platform for the equities, futures and options. It is offered to our clients via direct FIX access, third-party order management systems (OMS) and execution management systems (EMS), including RealTick.
· Instrumental in designing, and developing market data feeds to dark pools inside Lehman Brothers. Along with this also manage and enhance a component, which discovers liquidity with other partners outside of Lehman Brothers.
· Designed and implemented management service (MX) for LMX platform. It has a Http Server built inside the LMX platform, which gives one an ability to manage LMX. The MX framework also provides a way to manage state related information for various components within LMX
(Public Company; 10,001 or more employees; Financial Services industry)
July 2005 — July 2007 (2 years 1 month)
Listed Options Trading System is a real-time, multi-tiered, distributed front-office risk management application used to support the Equities Derivatives Desk. I was instrumental in designing, and developing a multi-threaded, asynchronous server in Windows using C++/C# to cover the OTC products for the Equity Derivatives business.
• Responsible for the design and development of the C# component of the server. The server architecture uses CORBA for communicating with other process running on either Windows or Linux machines.
• Analyzed and created the market/static (Volatility Surface, Borrow/Yield Curve, Holiday Calendar etc.,) objects used to price a given trade.
• Leveraged and integrated a framework developed by the Credit Derivatives team to create market/static objects. Also integrated with the valuation framework developed by the Equity Derivatives modeling team. This introduced a considerable timesaving and ensured coding efficiencies throughout the project life cycle
(Public Company; 10,001 or more employees; Computer Software industry)
May 2004 — August 2004 (4 months)
I worked on a proprietary OLTP mechanism, licensing mechanism and distributed process management for a telecommunications billing Software Company. I documented the code and using Doxygen, proposed enhancements to the existing architecture and fixed bugs in the framework.
(Public Company; 10,001 or more employees; Information Technology and Services industry)
2001 — 2003 (2 years)
Guardian: A research/prototyping project. Created a utility computing model to provide complete design and management of IT infrastructure for various functions like Provisioning, Recovery, Backup and Availability.
• Designed the prototype and defined the CIM structure for a service centric model.
• Implemented CIM provider’s using JAVA.
• Implemented RMI server (Back-end) and client (Front-end) JAVA GUI (JAVA Swing).
Intelligent Storage Provisioning: Authored a tool for provisioning and management of volumes in a SAN environment. Created user-defined templates to facilitate set-up and configuration.
• Designed and implemented the test harness framework using client-server model.
• Developed test suite using shell script (bash and tcsh) and automated the nightly builds.
• Implemented parser and lexical analyzer with error recovery support using bison and flex.
• Implemented asynchronous mode of ‘ISP Provider’ using C/C++ (STL).
2003 — 2005
1997 — 2001
I love white water rafting and coding.