Ved Prakash

About Ved Prakash

I\'m passionate about mathematics, machine learning, and software architecture…

Experience

1. Analyst

   ICICI Bank

   Jul 2022 — Present · Mumbai, IN

   Developed a real-time Foreign Exchange trading system processing 200+ ticks per second and more than 25+ currency pairs from 3 venues using FIX Protocol, asynchronous distribution of tick data to downstream modules. Orchestrated a statistical pricing model incorporating volatility metrics, market microstructure, liquidity parameters, client segmentation, and order quantity, improving pricing accuracy by 18%. Integrated Redis for a caching layer of critical pricing parameters, reducing pricing calculation time by 30% Engineered a high-throughput order placement system, achieving an average low-latency trade execution. Engineered a scalable onboarding platform for foreign investors, streamlining KYC and verification. Deployed a scalable PDF generation API on AWS via CI/CD, achieving over 70% reduction in onboarding time. Deployed PgBouncer connection pooler on PostgreSQL database, achieving a 25% improvement in query response times and a 15% reduction in database CPU utilisation during peak trading hours. Tokenized of credit card loyalty points into tradable Non-Fungible Tokens, integrating token-based authentication.

Education

• WorldQuant University

  Master of Science - MS, Financial engineering

• Indian Institute of Technology, Kharagpur

  M.TECH Dual Degree 5Y, Mechanical Engineering

  2017 — 2022