1. Summary

    Brief summary of my timeline

    • Graduated High School from Delhi Public School, Bokaro
    • Completed B.Tech in Electronics and Communication Engineering from Indian Institute of Technology, Roorkee
    • Started working at Treebo Hotels as a Software Developer.
    • Started working at HSBC as a KDB+ Developer.
    • Started working at CBA(Excelian) as a KDB+ Developer/Team lead.
    • Started working at UBS as a KDB+ Developer.

  2. Graduated from DPS, Bokaro

    April 2013

    Graduated from Delhi Public School, Bokaro Steel City, Jharkhand. Followed CBSE curriculum in schooling.

    • Awarded a CGPA of 9.8 on 10 in class X for the session 2011
    • Secured 89% marks in class XII for the session 2013

  3. Graduted from IIT, Roorkee

    April 2017

    Completed B.Tech in Electronics and Communication Engineering from Indian Institute of Technology Roorkee.
    Key projects:

    • Agriculture Information System B.Tech Project
      • Objective was to implement password hardening in the AIS authentication system.
      • JAVA application was made to implement the above by capturing behavioural biometrics such as:typing speed, interkey pattern to characterize each user.
      • Latter the were characteristic adapted on every successful login
    • 3D Laser Scanner Project was awarded 3rd prize at Shristi 2014
      • Objective was to create a 3D model of given specimen.
      • 3D laser scanner was made using line laser, a webcam, a stepper motor and an arduino.
      • The data collected was processed in matlab to generate a 3D model.

  4. Joined Treebo Hotels

    June 7, 2017

    Joined Treebo hotels as SDE.
    Some of my key projects:

    • Inventory Throttling System an application to control the inventory. Rules set enabled us to sell customized sets inventory at different travel agent.
      • In order to get control on the inventory we are selling the inventory was throttled with reference to certain rules.
      • A rule engine was built and project was done in two parts Pushing inventory and Pulling inventory
      • APIs were written to pull inventory for channels that doesn’t support rule push feature.
    • Travel Agent Automation
      • Objective was to automate the corporate booking flow, involving generation of partial payment links, reminding their payment and cancellation of booking if the customer haven’t paid upon reminders.
    • Misc
      • SEO related modifications.
      • Data migration scripts.
      • Intelligent Pay at hotel disable system.
      • Website scraping tools.

  5. Joined HSBC

    June 14, 2018

    Started working at HSBC as KDB+/q developer in equity algo execution desk.
    Some of my key projects:

    • Reporting Utility Tool an application to centralize all reporting functions. Including automatic scheduling, adhoc triggers, fail alerts and custom parameter update.
      • The challenge of managing quant reports was tackled by unifying them by developing Report Utility Tool
      • Both automated and adhoc flow were mananged under this tool.
      • Capability to pass custom parameter was implemented.
      • Product was made asynchronous by publisher-subscriber model.
      • LDAP based authentication added to the system.
    • THOR Stress Test Integration a feature addition to equity execution algo backtester. It was used conduct stress testing on existing and new trading algorithm, to build immunity to the same.
      • Stress testing feature was added to HSBC’s execution algorithm backtester - THOR
      • Reuter Historial data was fetched thought the TRTH api.
      • THOR was rewired to new datasource.
      • TCA was written to compare between simulations.
    • Market Microstructure an application that calculates and store market statistics from HSBC's HDB. Highly utilitzed by the equity trading team for market insights.
      • Monthly and Daily Market Statistics were calculated from historical database and splayed.
      • Load-balancer was designed to regulate the incoming traffic.
      • Cache layer was introduced and HTML frontend was designed to which data was published.
      • Logic was written to handle historical database restarts.
    • BACCS HSBC's capital commission process was centralized under this application to support crucial functionalities like capturing risk trades, calculating PNLs etc
      • Features like user authentication, ticker onboarding, Risk book management and PNL calculations were implemented.
      • Weekly status update was configured for performance tracking.
    • Ordermonitoring System Python-Dash implementation of order life cycle monitoring system. With alerts on misbehaviour.
      • Life cycle was monitored from Order placement to Child order execution.

  6. Joined CBA

    April 13, 2020

    Joined CBA as contingent worker through Excelian.
    Some of my key Responsibilities:

    • Leadership
      • Managing a team of five. And acting as a POC for the australian counterpart.
      • Coordinating with CBA, First Derivatives and TCS for activities
    • Automated Trade Surveillence
      • Develop algorithms to generate post trade alerts based on certain benchmarks and rules.
    • Misc
      • Production/Release support
      • Server patching and db migrations

  7. Joined UBS

    Feb 8, 2021

    Joined UBS as Authorised Officer.
    Some of my key Responsibilities:
    TBA

Skill Set

Some of my skillsets worth highlighting.


Techinical Skills

And how I rate myself


9/10

KDB+/q

9/10

Python

8/10

Java

9/10

JavaScript

  • All
  • KDB+/q
  • Python

I have had the pleasure of working with Shubham within the Equities Quant group at HSBC. He is among the most diligent and hardworking individuals I have come across, always went above and beyond his responsibilities to deliver quality results consistently. Shubham has shown incredible maturity in handling tough situations. He also exhibits an attitude to help other members of the team and allow them to be at their best. Therefore any organization would be lucky to have Shubham as a part of their team.

Sayan Bhattacharjee

AVP at HSBC

I have had the pleasure to work with Shubham at HSBC. Shubham expertly filled the role of a kdb quant developer in the team. The tools he developed for the backtesting library were extensively used by the team.

Bala Vignesh

AVP at Barclays

Featured blog

I do possess non-work related skills which I polish here.

04 April 2020

Exhilarating weekend at Varkala

First hand travel experience - Varkala, Kerela

27 March 2021

DockerizedQ

A simple way to migrate kdb applications to cloud.