Quant Trader
Teck Consultancy & Services Pvt Ltd, Mumbai.
Created synthetic datasets from options, futures, and spot data for backtesting and simulations.
Built high-performance backtesting frameworks using Numba and NumPy contiguous memory.
Developed full-stack trading terminals with real-time data, plotting, and order execution in Rust, Python, and C++.
Designed low-latency backtesting systems for multi-strategy order and market-data management.