Argha Sen

Leading engineering efforts for quantitative trading systems, investment infrastructure, and core software platforms.

• •Architecting resilient and high-throughput systems for automated financial and trading workflows.
• •Driving core system architecture, code quality, and engineering operational excellence.

Built core frameworks, libraries, and high-performance execution infrastructure across High-Frequency (HFT) and Medium-Frequency (MFT) trading desks.

• •Developed and maintained mission-critical frameworks and libraries supporting both HFT and MFT trading strategies.
• •Designed and implemented an optimized, exchange-agnostic dropcopy system for real-time trade confirmation and risk tracking.
• •Collaborated globally with quantitative researchers, traders, and infrastructure engineers in a high-scale environment.

Engineered ultra-low-latency trading platforms and market access gateways for high-frequency quantitative trading.

• •Built low-latency trading components and market data processing pipelines for financial exchanges.
• •Optimized execution critical path latency, memory access patterns, and deterministic network processing.

Developed algorithmic trading platforms and electronic execution services for global financial markets.

• •Engineered automated order routing, smart order execution strategies, and algorithmic trading infrastructure.
• •Maintained high system reliability, risk checks, and regulatory adherence for production trading flows.

Systems engineering internship during graduate studies at IIT Guwahati.

• •Migrated Valgrind dynamic analysis toolchain to MIPS architecture using uClibc.