Shashank Khare
Software Engineer @Citadel
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WORK HISTORY
Software Engineer @Citadel
London, GB
Engineer in the Treasury PnL pod, building core systems responsible for financing-related PnL across assets and liabilitiesDesign and implement PnL calculation and accrual enginesOwn data pipelines and domain models that transform raw position and financing data into auditable, production-grade outputsWork closely with Treasury and finance stakeholders to ensure financial correctness, reconciliation, and explainability of results
EDUCATION
Lamartinere College , Lucknow
ICSE
CMS Lucknow , Gomtinagar Branch
ISC, Science, English , Computer
Indian Institute of Technology (Banaras Hindu University), Varanasi
Master of Technology (MTech)
SKILLS
ABOUT SHASHANK KHARE
As a staff engineer at Man Group, I work as a front office quant developer in the solutions business, where I help build portfolio construction and back testing frameworks for multi-strat portfolios and fund discovery and analytics platforms. I have been in this role for over five years, and I enjoy applying my skills in Python, C++, and Erlang to solve complex and challenging problems in the financial domain.Previously, I worked as a team lead and senior software engineer at Smarkets, where I worked on the exchange team in Erlang and C++, and on dockerized microservices and data engineering for marketing tech in Python and some React. I also have experience as a software developer at Flipkart, where I worked on the retail platform team. I have a master\'s degree in networking from the Indian Institute of Technology, and I am fluent in English and Hindi. I am passionate about building high-performance and scalable solutions that deliver value and impact.
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