Kaushik S.

## BIO Summary of professional experience • Over 10 years experience in design and development of large scale software systems in C/C++. • Highly proficient in C++, design patterns, OOPS, generic programming,  **STL **and **BOOST** libraries, **multithreaded** programming, windows network drivers. **Derivatives, FIX protocol, Order book, Quotes, high frequency, low latency, real time market data**, Scrum • Over two years experience with **QT**, Perl, **Python**, C#, Irrlicht **gaming engine, opengl**. Education • Masters by research in mathematics, Leeds • Masters in computer science, 1st class in Major subjects. • BSc mathematics, 70% Major aggregate, Platforms, Languages and Tools Operating systems – Windows, Macintosh, comfortable with UNIX, LINUX IDE – MS VC++ (Windows), Xcode (Macintosh), metrowerks codewarrior (Macintosh) Systems programming – Windows 2003 DDK, WinDbg, NDIS 5.2 Languages – C, C++, C#; scripting languages - TCL, Shell script, Python, Perl. Libraries and packages – STL, BOOST, MFC, QT, Intel VTune Performance analyzer. Tools – Glowcode, Boundscheker, Perforce, Visual source safe, familiar with UML. Summary of Projects  • Development of a **high frequency trading system** for **options** and **futures** market makers and liquidity providers.  A a C++ application with heavy use of STL, BOOST libraries, C++ design patterns, multithreading, complex race conditions. We followed scrum methodologies. * CME Globex electronic trading platform – Handle trade execution, Raise RFQs (Request for Quote) using **FIX protocol,  **business rejects, reset sequence numbers. * Arca trading platform**  -** Creation of strategies using ArcaDirect API in**.** * CBOE CMI2 Trading platform – Add orders (stop, limit, good for day) on options, update and cancel orders. Delete multiple quotes, Handle acknowledgement and business reject.  Implement quote request management. * Eurex – High frequency Price feed (EMDI), multicast subscription. Connectivity to the ETI trading interface and session handling (session logon, heartbeats, user logon). * Bug fixes on various High frequency trading platforms – UTP, Euronext, CME, CBOE, Arca  • Implemented a 3D simulation windows application using Irrlicht gaming engine, opengl, python, QT. • Implemented a Windows 2003 intermediate driver for high speed (10 Gbps) Ethernet cards. Improved the throughput from 400 Mbps to 2 Gbps. • Implemented fault tolerance of network cards, in Windows 2003 miniport driver. In addition, oversaw a team of four engineers to develop and test network drivers for Windows 2003 & Fedora Core 4;  • Developed an efficient multi-threaded JPEG library for multiprocessor machines. Made use of SIMD instructions to implement the JPEG algorithm and achieved performance improvement of up to 2.8 times on dual processor machines. • Ported large desktop application (of source code size over 400MB) to work with GCC. GCC is a pedantic C++ compiler; this work involved a deep understanding of C++ template parsing rules. • Redesigned the architecture and added features to a large image processing application. Involved extensive use of C++ design patterns, object oriented and generic programming techniques on a source code of over 400 MB. This resulted in a faster and more stable application; Performance improvements of up to 90% were measured in some operations. • Design and Development of PDF reader and writer (and conversion to/from text and image formats). • Reading and writing Jpeg2000 Images. • Extract Images from a PDF document and convert it to Tiff images. Areas of interest Algorithms and complexity, computer architectures, graphics, mathematics, programming languages, program optimization, product architectures, objects oriented and generic programming. ## Area of Expertise C++, STL, BOOST, Design patterns, Algorithms, Data structures, Windows network drivers, Perl, Python, opengl, game development, QT.