i am an experienced Quantitative Analyst with a solid foundation in high-frequency trading (HFT) and medium-frequency trading (MFT). my expertise spans a diverse range of trading domains, including crypto, stocks, and options, utilizing advanced technologies like C++ and Python. Key Highlights: Technical Skills: Proficiency in latency optimization, FIX Protocol, and algorithmic trading. Expertise in quantitative techniques, including machine learning, statistical modeling, and volatility analysis. Proficient in building and deploying HFT systems, market-making bots, and options pricing models. Work Experience: Developed formulaic alphas and trading strategies at WorldQuant. Implemented advanced options pricing models and ML-based strategies at Kredent Trading. Specialized in building low-latency trading systems and in-memory order books at 63 Moons Technologies Ltd. Engineered scalping bots, liquidity aggregators, and portfolio rebalancing strategies in the crypto domain at Devin Group. Designed multi-threaded HFT engines and arbitrage bots at Accenture. Education: Bachelor's in Computer Science and Engineering with projects focused on trading strategy development. Programming Skills: Mastery in C++, Python, and tools for API integration, technical analysis, and risk management.