Practice 03: Capital Markets Infrastructure & Quantitative Engineering
Corporate Desk: ☎ +91 96039 03939
Practice 03 • Institutional Capital Markets

Capital Markets Tech &
Quantitative Engineering

Architecting low-latency FIX protocol execution gateways, vectorized strategy backtesting engines, and automated post-trade reconciliation for proprietary trading desks and asset managers.

Financial Engineering & Operations Directory

Engineered strictly for institutional prop desks, quantitative family offices, and fintech firms needing sub-second operational data fabrics and automated trade governance.

FIX Protocol & Direct Market Access (DMA) Production maintenance and deployment of FIX Protocol (4.2/4.4/5.0) execution gateways in C++ and Python for equities, FX, and derivatives routing.
Vectorized Backtesting Frameworks High-speed historical tick-data backtesting pipelines (VectorBT, NumPy, Pandas) evaluating multi-timeframe systematic strategies.
Intraday Risk & Circuit-Breaker Engines Real-time margin monitoring, Value-at-Risk (VaR) calculations, and automated draw-down circuit-breaker logic across multi-broker configurations.
Automated Post-Trade Clearing Reconciliation Nightly reconciliation bots matching internal trade logs against prime broker and DTCC ledgers to flag breaks, calculate financing costs, and resolve commission discrepancies.
Regulatory Transaction Reporting Automated transaction data aggregation and reporting bots for Dodd-Frank, MiFID II, and EMIR regulatory compliance.
Physical Isolation & Security Enclave deployments at Vasavi Sky City with dedicated subnets, zero local drive access, and air-gapped developer terminals.

Engage Capital Markets Desk

Deploy dedicated quants, FIX developers, or post-trade reconciliation specialists.

✉ [email protected]
☎ +91 96039 03939