C++ Machine Learning

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Background

Naveen has more than ** years experience in Quantitative

Development,Computational Finance, Low Latency HIgh Frequency Trading, Cloud, Large Scale Distributed Real Time Systems, AI / ML Recommender Systems, And Analytics. Skills:

Quantitative Development: Risk Models / HFT Alpha Stratagies / Derivative Pricing - Develop, implement, and optimize quantitative Alpha stratagies, Risk Models

( Market - VaR,XVA. CCR - IM ), Derivative Option Pricing

(BlackScholes Model,Monte Carlo Simulation,SABR &

Local Vol Models), NM-Newton Raphson-Root Finding

Implied Volatility And Model Performace Reports -

Backtesting,Benchmarking, Governence.

Distributed Trading Core Compute / ULL C++, High Performance NUMA, MPI, CUDA Grid Computing -

Pricing and Fitting Algorithms, Develop Real Time

Quotes Aggregator, Low Latency Kernel Bypass etc..

Applied ML/AI: Develop predictive analytics &

recommender systems using AI/ML models.

Machine Learning: Python,TensorFlow, Caffe2, Keras, MXNet, SciPy, Scikit-Learn, MatplotLib,Pandas,

OpenCV,Alexa, Colab, RegEx,GenSim, MLXtend, FastAPI, NumPy,PyTorch, Librosa, S3.

Expert at C++ 11/20,STL,OOAD,Design Principles, Linux User Mode Drivers,Inter Process Communication,

BOOST,Eigen, Armadillo, Mutithreading, Parallel

Computing,AWS Architecture, Cloud Distributed Systems, NM-Time Series Analysis( ARIMA, GARCH), Machine

Learning - SVM,CNN,RNN, Regression, Git, Bash, SQL. Professional Certifications:

Certificate in Applied Data Sciences Module-World Quant University – USA

PG Diploma - Advanced Machine Learning & Artificial Intelligence (AI/ML)- IIIT –Hyderabad – INDIA

B.E- Satyabhama University (SIST) – INDIA

Professional experience

Intercontinental Exchange - Manager/Principal, Clearing House Quantitative Risk Models Development (Quantitative Model Risk Management)

§ Led the India team of Quant Developers and Quant Researchers to help build and deliver industry-leading Quant Models being used by ICE futures & Liffe futures exchanges, the NYSE, equity options exchanges and OTC energy, credit and equity markets.

§ This covered various aspects such as:

§ Model Performance Reports (Governence, Benchmarking etc.) - Bug Fixes & UAT, Production deployment

§ Development of Quant Library QLIB-CCR-IM Initial Margin Model

§ ScalingL - Massively Parallel High-performance pricing and fitting algorithms - Optimizations & Enhancement (Implement real-time processing capabilities to handle dynamic market conditions and provide up-to-date pricing and fitting results)."Fitting algorithms" refer to mathematical methods like (kalman filter, MC simulation, regression analysis, least square fitting, MLEetc..) used to estimate model parameters based on observed historical data. Tech Stack - Scalable Single node 64 cores 4TB MPI HPC Cluster Architecture. 8500 Universes, 25 million financial instruments, 600 global source feeds. Real-time Processing, C++,STL,BOOST,Apache Parqut,Apache Arrow,PostgreSQL,Git,Jenkins.

Block Scholes Ltd – Director/Head of Engineering (Scalable Cloud Compute Real-Time Crypto Derivative Analytics Engine - Quantitative Analytics)

§ Led a team of engineers from end-to-end development of new key Blockscholes.com products

§ Architect, plan and execute building and deploying analytics engine (Real-time, Batch and Event driven calculation engine) (Functional Capabilities - Market Data Aggregation, Derivative Pricing Models, Risk Analytics) by connecting through WebSocket API & REST API, and ingesting data from, Derabit crypto derivatives exchange and providing analytics (VaR,Greeks-Delta,Gamma,Vega,Theta, Implied Volatility,Expected shortfall etc.)

§ Tech Stack - C++,Py,AWS Architecture-Kinesis,Apache Storm distributed real time analytics,MongoDB,Redis,Git,Jenkins.

HSBC Global Banking & Markets – Consultant Specialist (Options Trading - Quantitative Trading Strategies, And Derivative Pricing)

§ Developed Algorithmic trading stratagies named MUST (Multi Underlying Structured Trade), Also VWAP, TWAP

§ Performed universe update and factors update of liquidity and cyclicality models (Bid-ask spread,market depth, Trading Volume, Trend Analysis, Economic Events,Volatility Dynamics).

§ Extended and improved inhouse Europian FX Options pricing library of HSBC GBM, to calculate the probability-adjusted present value of the option's payoff at expiration by using adjusted volatility from liquidity and cyclicality models and djusting the Black-Scholes formula for Europian FX option pricing.

§ Tech Stack - C++, 2Node 8 Core 16 Thread NUMA Non-Uniform Memory Access Architecture HPC GRID, Git

HCL Tech- Software Engineer (Options Trading - Quantitative Derivative Pricing, And Trade Flow Intigrations)

§ Designed & Developed Europian FX Options C++ Pricing. Integrated opricing library into SUMMIT Trade flow module.

§ Coded Swaption pricing using BlackScholes, and Newton-Raphson method for root finding. The goal was to find the implied volatility that equates the theoretical option price (calculated using the Black-Scholes formula) to the market price of the option.

§ Apply the implied volatality to Black Scholes formula to get optiom premium. to get fair value of option rights. Intigated as a separate pricing library as a C++ DLL. (Dynamic Linked Library).

§ Tech Stack - C++, 2Node 8 Core 16 Thread NUMA Non-Uniform Memory Access Architecture HPC GRID,Git.

ATMECS Global – Tech Lead Manager (Designing & Development Of Machine Learnng Recommender System / Algorithms)

§ Implemented a distributed system for real-time visibility and predictive analytics in a Spatial advertising engine.

§ Led a successful greenfield Machine Learning project approved by the VP, growing a team from <10 to 25+

§ Managed and trained 25+ Dev/QA/DevOps engineers and hired 30-50+ software developers

§ Tech Stack - AWS Architecture,C++,Py,Apache Kafka,Apache Storm,NoSQL,MQTT,Git.

BlueYonder GmbH – Staff Software Development Engineer (Designing & Development Of Transportation Modeller - Optimization Algorithms)

§ Supply chain optimization Algorithms development. Tech Stack: C++, GoogleMock, GooglePerf

Yahoo - Specialist System Development (Designing & Development Of Real Time Distributed Binary Deployment Systems)

§ Built a real time Self Service Diagnostics system for VerizonFIOS. Tech Stack - C++, Verizon-ThingSpace Cloud Architecture, CORBA, MySQL,ClearCase. Cover Letter - Naveen Kumar Suppala

Director Engineering & Technology ( High Performance Computing C++ Machine Learning Acceleration Quant Engineer ) - Quantitative Risk & Trading - Models, Alpha Signal Research. Stratagies, Analytics, Time / Space Optimization, And Advanced Algorithms. ( Aspiring - CFA, CQF, FRM ) Email - ******.********@*****.*** Cell +91-953*******

Strategy Performance Details: build $10M P&L Alpha/MM strategies from scratch y1/2. Tick To Trade - 5 Nano Seconds. Capital allocation:Initial capital: $1,000,000. Leverage: 10. Returns (as % of GMV): Average annual return: 80%. Sharpe Ratio: 5-8+, Target volatility: 10%. PNL: Mean daily PNL: $10,000, Distribution: Skewed slightly positive, with occasional larger gains. Max Drawdown: 0%, Holding Period: Average holding period: 5 days. Range: 1-10 days, Scalability: Strategy is scalable up to $10 million without significant performance degradation.

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