Avani Singh

Quantitative Developer with 5+ years of experience building low-latency trading platforms, market data infrastructure, and quantitative analytics applications. Strong expertise in Modern C++, Python, object-oriented programming, multithreading, Linux/UNIX, SQL, TCP/IP networking, Shared Memory, and concurrent systems. Hands-on experience developing OMS/RMS platforms, real-time market data pipelines, option chain analytics, Greeks, implied volatility, execution workflows, and Python-based strategy backtesting.

Good understanding of derivatives markets, option pricing concepts, and quantitative analytics with a proven ability to deliver production-grade trading software.

Quantitative Developer at Tradewalk Broking Pvt. Ltd. (2023-12 – Present)

• Designed and developed a low-latency OMS/RMS platform for derivatives trading using Modern C++.
• Built multithreaded market data engines consuming NSE/BSE UDP multicast feeds for thousands of instruments.
• Designed Shared Memory (SHM) architecture enabling ultra-fast communication between market data handlers, trading strategies, execution engines, and UI.
• Developed an Option Chain Analytics Engine supporting Greeks (Delta, Gamma, Theta, Vega), Implied Volatility, Open Interest, and ATM analytics.
• Implemented TCP/IP execution services supporting order routing, RMS validation, order lifecycle management, and automated Square-Off workflows.
• Developed real-time portfolio analytics including MTM, realized/unrealized P&L, exposure monitoring, and risk controls.
• Built WebSocket broadcasting infrastructure delivering live market data and analytics to multiple concurrent users.
• Developed backend services using Node.js, Express.js, PostgreSQL, REST APIs, and Linux.
• Optimized latency, CPU utilization, and memory footprint using concurrent programming and efficient data structures.
• Worked closely with traders and stakeholders to deliver production-ready trading features and resolve live production issues.

Quantitative Developer at Ebullient Securities Pvt. Ltd. (2020-06 – 2023-11)

• Engineered high-performance C++ applications processing live market data across 500-1000+ derivative instruments.
• Built concurrent trading infrastructure using multithreading, socket programming, and Shared Memory.
• Developed Python-based quantitative backtesting frameworks using historical market data.
• Implemented Straddle, SMA/EMA strategy backtesting with P&L, drawdown, win-rate, Sharpe ratio, and performance analytics.
• Developed Python utilities for market data processing, research, automation, validation, and reporting.
• Built reusable object-oriented C++ components for market data processing and execution workflows.
• Worked extensively on Linux/UNIX using Git, Bash scripting, SQL, and performance optimization.

M.Tech in Software Systems – BITS Pilani (2022 – 2024)

B.Tech in Computer Science Engineering – GLA University (2017 – 2021)