Ajay Rathore

London, United Kingdom United Kingdom

Vice President at J.P. Morgan

Software Architect / Quantitative Programmer specializing in the development of scalable, fault tolerant, distributed, low latency algorithmic trading software. Highly skilled in building large scale real time high frequency financial quantitative analytics on big data using Q/KDB+, R, Java, Python, Matlab, Git, Linux, Docker, Vagrant, Puppet, Chef Expertise in building high frequency trading strategies- VWAP, TWAP, GWAP, PoV, derivative pricing models, hedging and statistical arbitrage. Main interests include Algorithmic Trading, Liquidity Aggregation, Smart Order Routing, Transaction Cost Analysis, Best Execution, Low-Latency DMA and Market Structure