Backend Engineer · Quant Developer in Training
CS @ Nanyang Technological University · Expected 2029
Director, Quantitative Finance Academy · NTU Fintech Catalyst
- 🦀 Zoom Clone in Rust — WebRTC signalling server + SFU from scratch in Rust/tokio. No shortcuts on the systems layer.
- 📊 market-strategy — Factor model backtester with momentum/mean-reversion signals and Sharpe + drawdown metrics, sitting on top of market-replay
I want to build the infrastructure that sits underneath financial markets — optimal execution systems, low-latency order pipelines, the tooling that quantitative researchers depend on. I'm working toward a quant developer role by building deliberately in systems languages, studying market microstructure, and staying close to production systems.
Currently finishing a Backend Engineering internship at eLife (AWS SQS, gRPC, Kubernetes). Previously at Netvirta (ETL pipelines, AWS EKS, 100k+ SKU onboarding). At NTU, built a document ingestion pipeline for Skills@CCDS — PDF classification via OpenAI embeddings, schema-constrained LLM extraction with Zod validation, and human-in-the-loop verification before profile commit.
Systems Rust (learning) · C++ · Python · TypeScript · Go
Backend FastAPI · gRPC · QUIC · WebSockets · Redis · PostgreSQL
Cloud AWS (EKS, SQS) · Kubernetes · Docker · Terraform
Quant Almgren-Chriss · Market Microstructure · Optimal Execution · Backtesting
ML OpenAI Embeddings · LangChain · RAG · Qdrant · Zod · GenAI pipelines
| Project | What it does | Stack |
|---|---|---|
| trace-zero | Full-stack optimal execution simulator. Implements Almgren-Chriss (2000) against real Binance L1 data. Compares AC vs TWAP vs Dump across isolated exchange instances, measuring implementation shortfall in bps. Bloomberg Terminal UI. | Python · FastAPI · Next.js · NumPy |
| market-replay | Nanosecond-accurate top-of-book capture & replay for execution backtests. Monotonic clock, pluggable handler system, file rotation. | Python · WebSocket · Binance |
| capm-portfolio-optimizer | Beta estimation via linear regression + Markowitz MVO + Monte Carlo simulation | Python · NumPy · SciPy |
| wayfinder | AI career navigation engine. Top 13 / 100+ teams at NTU Techfest 2026 | Next.js · pgvector · OpenAI |
| pollpulse-tn | Real-time NLP sentiment pipeline for Tamil Nadu 2026 election forecasting | Python · NLP · Supabase |
- Options, Futures & Other Derivatives — John Hull
- MIT OCW 18.S096 — Mathematics for Quantitative Finance
- A Practical Guide to Quantitative Finance Interviews — Green Book
- Rust ownership model → bridging to C++ memory management
Director of the Quantitative Finance Academy at NTU — designing curriculum on market microstructure and ML in finance for 80+ members. Varsity cricket. Long-term goal: a coffee estate in Kodaikanal.
🌐 kpriyadharshan.dev · 💼 linkedin.com/in/kpriyadharshan · 📧 kpd2204@gmail.com