Mumbai · Open to new roles
Parth Parekh
Quant developer — market data, research, and live execution.
Endovia Wealth · two years on a live Mumbai desk.
01 · THE PATH
Data in. Test it. Send orders.
One desk in Mumbai — not three products stitched together.
- IN
Market data
Feed ingest and warehouse. Gaps and silence get caught before research trusts the tape.
- MIDDLE
Research
Next-bar fills, Indian charges, walk-forward gates. Paper uses the same OMS door as live.
- OUT
Execution
One signal across many accounts. Pre-trade risk blocks; post-trade only watches.
02 · IN PRODUCTION
What that looks like.
Rough numbers from the desk — not resume padding.
5
broker APIs
through one OMS layer
20–30
client accounts
per signal
8
strategies
paper then live
15–20K
ticks / sec
~40k symbols on the feed
03 · STACK
Tools by layer.
Grouped by layer — feed ingest, storage, sim, OMS, brokers.
Languages
- Python
- SQL
- C++
Python across the desk and the services. C++ on the exchange feed path, where the packet loop is hot.
Storage and caching
- ClickHouse
- Redis
- Redis Streams
- MongoDB
Column store for ticks and bars, cache for what has to be instant, streams for fan-out, document store for order and desk state.
Services and interfaces
- FastAPI
- REST
- WebSockets
- ZeroMQ pub/sub
- Django
- Binary exchange protocols
- Broker APIs
Asynchronous services with REST and socket surfaces, plus the binary and broker interfaces underneath them.
Runtime and operations
- Linux
- Docker
- Git
- Dagster
- Pipeline builds
- Structured logging
- Health checks and alerting
Containerised services on Linux hosts, orchestrated pipelines, and systems that report their own problems.
Quantitative
- NumPy
- pandas
- Options pricing and Greeks
- Walk-forward
- Market microstructure
- scikit-learn
Vectorised computation over market data, derivatives pricing, and evaluation that holds up out of sample.
Brokers and venues
- Zerodha Kite
- Motilal XTS
- IBKR
- Nuvama
- JLite
- NSE
- BSE
- NFO
- BFO
- MCX
Five broker APIs behind one interface, across cash, index and stock derivatives, and commodities.
Built on my own time.
Same rules as prod — real ticks, no lookahead.
Market Observatory
One pipeline for live ticks and replay — dedup, gaps, features. Switches feeds if the main tape goes quiet. UI polls summaries, not every tick in the browser.
github.com/Parth4786/market-observatory ↗DeskMetrics
Margin and charges on a proposed book before you size it. FastAPI backend, simple trader UI.
github.com/Parth4786/DeskMetrics ↗Deep ITM Regime Hedge
CLI research loop with regime labels and risk limits baked in. Research tooling, not production OMS.
github.com/Parth4786/deepitm-regime-hedge ↗Where I learned it.
Endovia full-time, internships before that, DJSCE underneath.
WORK
Oct 2024 – present
Quantitative Developer
Endovia Wealth · Mumbai
Feeds, warehouse, backtests, pre-trade risk, and OMS — one signal fanned to ~30 accounts across five brokers.
WORK
Jul – Sep 2024
Quant Developer Intern
Endovia Wealth · Mumbai
Same desk, internship before the full-time role.
WORK
Jun – Aug 2023
Quant Developer Intern
Anived Portfolio Managers · Mumbai
IBKR connectivity and research tooling.
EDUCATION
2020 – 2024
B.Tech Computer Engineering
Dwarkadas Jivanlal Sanghvi College of Engineering (DJSCE) · Mumbai
CGPA 9.58