babinu
XYZ
- Joined
- 1/22/11
- Messages
- 62
- Points
- 18
Hi Everyone,
I have posted once before , but I would need real help to decide on how to spend my time thoroughly from now on.
I am listing my profile in detail here:
Education :
B.Tech in Computer Science and Engineering from NIT calicut a reputed institute in India.
Work Experience :
2 years (It will be 3 when I apply) of work experience in hedge fund D.E.Shaw & Co as feeds developer .
Major projects :
1. Have developed low latency , low garbage , high throughput parsers in core java for data feeds such as Trades feed from NYSE , Best Quotes feed from NYSE, Best Quotes feed from ARCA.
2. Have developed an innovative ,efficient way in core java to normalize the parsed data from OPENBOOK ULTRA (Depth feed from NYSE) and transmit to the trading system. The normalization has been made sure to be efficient by reducing the amount of data to be serialized and made sure that the throughput is high.
3. Have developed parser for Options depth feed from the International Securities Exchange.
4. Did another major project with respect to subscription of instruments by the trading system in perl
Programming :
C / C++/ Java / Perl
Math :
Have taken the following courses as part of engineering :
1. Calculus and transforms
Course consists of Partial differential equations, Complex Integration ,Vector Calculus, Laplace and Fourier transforms.
2. Linear Algebra
Basics of Linear algebra. Also did a course on the application of liner algebra in quantum computing.
3. Course in Probability and statistics
4. Course in Number theory and it's applications in cryptography.
5. Coures in discrete math as part of CS department.
Apart from these course work , I was selected among the top 40 in India in Math as part of the Indian National Math Olympiad (INMO) and was invited to the training camp for IMO.
Plans :
For MFE Preparation , I plan to do the following things :
1. Brush up the math concepts and take up the Math GRE in November.
2. Brush up my finance concepts and take up CFA Level I in december.
This is what I have decided so far. If you guys have any better suggestions, please let me know. It will be really appreciated.
Thanks
Babinu
I have posted once before , but I would need real help to decide on how to spend my time thoroughly from now on.
I am listing my profile in detail here:
Education :
B.Tech in Computer Science and Engineering from NIT calicut a reputed institute in India.
Work Experience :
2 years (It will be 3 when I apply) of work experience in hedge fund D.E.Shaw & Co as feeds developer .
Major projects :
1. Have developed low latency , low garbage , high throughput parsers in core java for data feeds such as Trades feed from NYSE , Best Quotes feed from NYSE, Best Quotes feed from ARCA.
2. Have developed an innovative ,efficient way in core java to normalize the parsed data from OPENBOOK ULTRA (Depth feed from NYSE) and transmit to the trading system. The normalization has been made sure to be efficient by reducing the amount of data to be serialized and made sure that the throughput is high.
3. Have developed parser for Options depth feed from the International Securities Exchange.
4. Did another major project with respect to subscription of instruments by the trading system in perl
Programming :
C / C++/ Java / Perl
Math :
Have taken the following courses as part of engineering :
1. Calculus and transforms
Course consists of Partial differential equations, Complex Integration ,Vector Calculus, Laplace and Fourier transforms.
2. Linear Algebra
Basics of Linear algebra. Also did a course on the application of liner algebra in quantum computing.
3. Course in Probability and statistics
4. Course in Number theory and it's applications in cryptography.
5. Coures in discrete math as part of CS department.
Apart from these course work , I was selected among the top 40 in India in Math as part of the Indian National Math Olympiad (INMO) and was invited to the training camp for IMO.
Plans :
For MFE Preparation , I plan to do the following things :
1. Brush up the math concepts and take up the Math GRE in November.
2. Brush up my finance concepts and take up CFA Level I in december.
This is what I have decided so far. If you guys have any better suggestions, please let me know. It will be really appreciated.
Thanks
Babinu