Software engineer/ developer working on Index Desk writing high frequency strategies to do arbitrage amongst various index desk products.
Vice President @ Systematic Market Making From January 2015 to Present (1 year) Assistant Vice President @ Global Arbitrage Trading Group From May 2012 to December 2014 (2 years 8 months) Greater New York City AreaAssistant Vice President @
Software engineer/ developer working on Index Desk writing high frequency strategies to do arbitrage amongst various index desk products.
Vice President @ Systematic Market Making From January 2015 to Present (1 year) Assistant Vice President @ Global Arbitrage Trading Group From May 2012 to December 2014 (2 years 8 months) Greater New York City AreaAssistant Vice President @ Pricing Currency Options From April 2011 to May 2012 (1 year 2 months) Greater New York City AreaSoftware developer working on High Frequency Trading strategies for Index Desk @ Writing highly efficient low latency strategies taking arbitrage opportunities amongst various products traded on Index desk. Worked on order routing module allowing strategies to create and send orders to the exchange.
Developed tools such as Imbalance client allowing traders to see Opening and Closing imbalances for equities and indexes, Overnight move client allowing traders to see the percentage move in the stock from previous day close.
Recently Completed Projects: Order Entry Tool, Live Trade Monitoring, Trading application for NYSE Hybrid, Order Query Tool. From April 2005 to April 2011 (6 years 1 month) Database Application Developer @ Converting third party trading applications(Neovest) order/ event message flow into companies internal representation and storing it into staging and reporting tables.
Generated various reports like Daily Trade reports to be viewed by the Traders and Compliance group. These reports were generated by using the Oracle strored procedures.
Enhanced functionlity of an existing classic asp web site notifying all the primary/ secondary contacts of release schedules. From September 2005 to April 2006 (8 months) Teaching Assistant @ From 2003 to 2006 (3 years)
Masters, Computer Science @ Drexel University From 2003 to 2006 Bachelors, Information Technology @ University of Mumbai From 2000 to 2003 Yogi Mehta is skilled in: Equities, Low Latency, C++, Trading Systems, Bloomberg, Derivatives, VBA, Fixed Income, Electronic Trading, Multithreading, Equity Derivatives, Market Data, Perl, Trading, Capital Markets
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