## BIO
Name: Manish Arora Residence: Mumbai, India Education: 2000 -2004 Bachelor of Engineering in Computer Science (71%) Rajeev Gandhi technical university, India Workshop: 2008 Machine Learning (Decision Tree, Artificial Neural Network, Support Vector Machines and Clustering’s practice over WEKA) from Center for Development of Advance Computing, Mumbai My Blog: [login to view URL] My Site: [login to view URL] Employer: Bank of America Summary: I have 5 years of development experience and significant exposure of around 2+ years in algorithmic trading at Bank of America. I have developed VWAP, TWAP, Slicer and market on close algorithms and supporting Implementation Shortfall, Participation Rate, Conditional IS and Pairs algorithms. I have a good intuitive understanding of OO Techniques and core components of Algorithmic Trading System. I am looking forward to extend my experience in a senior quantitative developer / team leading capacity. I am experienced in analysis; high & low level architectural design and development. I have a track record of delivering quality software in the investment banking/financial industries. I have exposure to all aspects of the software development life cycle but prefer agile methods. Business: Knowledge of High Frequency Trading components. Good understanding of real time exchange connectivity, FIX Protocol, data gathering and processing. Good understanding of Futures, Options Strategies. Technical: Languages/Technology: C/C++, STL, Mathematica, Q Language, PHP, XML Algorithmic Trading Tool: Hands on experience on APAMA Databases: KDB+, MySQL Operating Systems: UNIX/ Linux, Windows XP/2000/NT Project Management Tools: MKS Source Integrity, Lotus Notes, WinCVS, Perforce Concepts Worked On: Multithreading, TCP/IP Networking (Windows Sockets), Operating System Internals, Object Oriented Analysis and Design. Employment Summary: Feb 2007 – Present Bank of America, Mumbai. Sr. Quantitative Developer, Algorithmic Trading, Equity derivatives Projects Undertaken: APAMA Based Algorithmic Trading System Platform: Monitor Script, Scenario, QFix, Plug-ins OMS: ODIN for Market Feed and Order Placement My responsibilities involves, * Leaded installation and integration with ODIN (Financial Technologies Product) OMS and market feed provider. * Developed scenarios with varied complexity for internal testing. * Supporting pairs, Implementation Shortfall with VWAP benchmarking. * Developed dashboards for order placement, strategy execution control, analytics and monitoring execution. Algorithmic Trading System, Bank of America Platform: C++, C#, MS-SQL Server Technology: Complex Event Processing with NEsper CEP Engine, MSMQ, SOA, EDA The project work involves designing and implementation of algorithmic trading components for Equity and/or Equity Derivative. My responsibilities include working with data and research personal, implementation of a wide variety of applications, from research to trade resolution. Implementation involves many integral components (Trade Trigger Kernel, Decision Maker, SRI, TD Notification etc). The trade trigger kernel receives data from financial market data cloud, performs real-time data analysis, and pushes data to decision maker which places buy and sell orders through OMS. The incoming data flow is around 1 Billion messages per day. My responsibilities involves, * Designing CEP (Complex event processing) based event trigger kernel. * Implementation of frameworks for interacting with trading engines, order management system and other services. * Enhance and support various back end data and analytics services. * Contribute towards the sharing support and maintenance of the entire trading system. * Development, testing and deployment of new algorithms and enhancements to existing algorithms * Work with research and technology teams to research and implement short-term trading strategies * Developing a desktop alerting service. Passive Strategy Simulator (FX), Bank of America Platform: C# .Net Technology: Reuters SFC, Multithreading A strategy client that involves minimal expectation input, and instead relies on diversification to match the performance of some market index. A passive strategy assumes that the marketplace will reflect all available information in the price paid for securities. This application used to simulate passive trading strategy and publish bid/ask price for FX, based on market data feed. Market data feed and historical data are basis to simulate passive trading strategy. This work involves research and application on different data structures to minimize time in processing data to generate quotes. I have used asynchronous file I/O to accelerate reading of file data and thread pool for multitasking. This application uses high level of synchronization to properly multitask file I/O operation and processing of historical data. I’ve used critical section, semaphores and event objects to accomplish this task. I have used critical sections for shared read and semaphores for parallel processing of read data. Data processing requires concept of time series analysis and concept of asymptote to produce ballpark figure. Jun 2004 – Feb 2007 Surtel Technologies Pvt. Ltd., Indore. Sr. Software Engineer Project Undertaken: Vantage Tax, Surtel Technologies (Consultant to Vertex Incorporation, USA) Platform: C++, C# .Net Technology: Win32 API, MFC, COM (ATL), XML, XSLT, Shell API, Java Script, PHP, HTML, CSS Team Size: 10 Role: Product Enhancement and Troubleshooting Vertex’s technology solutions address every major line of business tax, including income, sales, consumer use, value added, communications, payroll, and property tax in US. Product Vantage Tax consists of more than 200 projects. This product follows; three tier architecture. First tier (User interface system) is implemented with the help of MFC, Shell API, C# and Visual basic. COM (ATL) components serve as middle tier being as data processing engines, as well as serve common user controls. Final tier (DB management) consists of use and support of DBMS (Oracle,
## Area of Expertise
PHP, HTML, XML, JavaScript, ASP.Net, C#, C++, PHP, Perl, Python, VBScript, MySQL, MS-SQL Server, Matlab, Mathematica
