Overview
Quant Developer Intern at Barclays Investment Bank in the Statistical Modelling and Development team, focusing on high-frequency trading systems and performance optimization.
Key Achievements
- 23% p99 latency improvement by profiling the Java quoting pipeline with JMH, diagnosing cross-socket NUMA traffic in a JNI-backed C++ library, and optimizing synchronization
- 2.6× throughput increase and 50% message size reduction by migrating inter-process communication from string-encoded messages to Protocol Buffers
- Real-time event stream design to convert yield-space quotes to price-space valuations for unified fair pricing
Technical Contributions
Performance Optimization
- Profiled Java-C++ quoting pipeline using JMH (Java Microbenchmark Harness)
- Diagnosed and resolved cross-socket NUMA traffic issues in JNI-backed C++ libraries
- Optimized synchronization mechanisms for reduced latency
System Architecture
- Migrated IPC from string-encoded messages to Protocol Buffers
- Designed real-time event streams for yield-to-price space conversion
- Implemented unified fair pricing mechanisms
Technologies
- Languages: Java, C++
- Performance: JMH benchmarking, NUMA optimization
- Communication: Protocol Buffers, JNI
- Systems: High-frequency trading infrastructure