Performance Optimization

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

Overview Senior Member Technical in the Middleware team at The D. E. Shaw Group, focusing on trading middleware systems, performance optimization, and team leadership. Key Achievements 30% ops workload reduction by enhancing recovery of partial transaction log files and adding integrity checks against distributed replica warehouses 40% trading middleware performance boost by optimizing cryptography implementation with OpenSSL and Java Native Interface, eliminating garbage generation Led UI design of the intern evaluation portal and UI overhaul of the monitoring tool based on user feedback Mentored two summer interns through successful completion of their internships Technical Contributions Performance Optimization Enhanced recovery mechanisms for partial transaction log files Optimized OpenSSL and JNI implementations to eliminate garbage generation Added integrity checks against distributed replica warehouses Leadership & Mentoring Led UI design initiatives for internal tools Mentored and guided summer interns Conducted user feedback sessions for tool improvements Technologies Languages: Java, C++ Systems: Apache Kafka, OpenSSL, JNI UI/UX: Frontend development, user research Infrastructure: Distributed systems, transaction logging