Head – Algorithmic Trading and DMA trading, Institutional Equities, Edelweiss Financial Services
Savi is currently heading Algorithmic trading for Edelweiss Securities – Institutional equities with over eight years of financial industry experience with equity derivatives(stock/index futures and European options) and fixed income interest rate products (US Treasury Bonds, Bond Futures, Euro Dollar Futures, Fed Fund Futures, interest rate swaps etc) on both the buy-side and sell-side. He specialise in managing, designing and developing low latency trading systems and low latency, high-frequency trading strategies. Team Lead/Architect with over eight years of experience designing, building and maintaining complex real time systems including automated analytic engines, event driven low latency algorithmic trading systems and Order Management system. Expertise in developing ultra-low latency algo trading systems, working with FPGA based OMS, RMS solutions. Experienced in Object Oriented analysis and design, distributed systems and co-location of algorithmic trading systems. Strong skills in the analysis/approximations of advanced computational algorithms including real-time, streaming algorithms. Familiar with market communication APIs including FIX (4.2), Brokertec API and eSpeed API.