HI
I AM
SHAIKAT MAJUMDAR.
SENIOR SOFTWARE ENGINEER
SM
Technology enthusiast of anything ultra-low latency and modern C++. 18+ years of experience in software engineering and 10+ years of experience in leading and developing ultra-low latency trading systems using modern C++. Extensive knowledge and practical experience in modern C++ and the STL. Practical experience with common C++ and hardware techniques used in building ultra-low latency trading systems. Extensive knowledge and practical experience in Linux Kernel Internals and Networking. Experience in different types of Market Data required for trading Mutiple Trading Asset Categories like Equities, Futures, FX, and Options. In-depth knowledge and experience with building tools that address Benchmarking, Profiling, Instrumentation and Monitoring and Debugging of Trading systems to continuously enhance the application.
Experience
2022-Present
JP Morgan Chase & Co (JPMC)
VP - Software Engineering
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Built the ultra-low latency electronic trading system using Modern C++ that is responsible for trading multiple asset categories including FX, Equities and Options.
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Lead a small team of 6 developers and responsible for the continuous maintenance and enhancement of the trading system.
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Some of the features that I am particularly proud of, having built them myself, is the significant array of home-grown market adapters we built to handle NASDAQ Options Data (ITCH format), CBOE FX Data (ITCH format), and CME Market Data (SBE format), FIX, and FAST protocols, and the Internal Risk System to manage and protect the firm’s exposure in volatile market conditions.
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Also, worked closely with the Quantitative Research team, to develop Trading Strategies using a combination of Technical Indicators and ML techniques – SVM and Ensemble models.
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During, the course of a year, we were successfully able to ramp up the throughput of the trading system by making incremental optimizations and doing a lot of benchmarking, and we achieved all this without incurring any costly mistakes by strictly adhering to test-driven development and exhaustive regression testing.
2008-2022
Millburn Ridgefield Corporation
Senior Software Engineer and Technical Lead
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Built the ultra-low latency electronic trading system using Modern C++ that is responsible for trading multiple asset categories including FX, Futures, Equities and Options.
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Worked closely with the Quantitative Research team to develop Trading Strategies using ML Reinforcement Learning algorithms.
2007-2008
ICE TMC Bonds
Software Engineer
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Built a distributed trading system in C++ to support fixed income trading over FIX 4.4.