Suraj Hegde
Quantitative Developer
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolSuraj Hegde is a quantitative developer with nine years' experience building low-latency infrastructure and statistical models for proprietary trading and market-making firms. He combines production-grade skills in Java, C++, SQL and q+/KDB with a Financial Engineering master's from Berkeley to bridge software engineering and quantitative research. His background spans leading trading firms—Tower Research, Marshall Wace—and hands-on roles in treasury risk, options technology, and digital-asset trading, giving him broad exposure to market microstructure and risk analytics. Known for turning large noisy datasets into actionable signals, he applies machine learning and visualization to uncover patterns that improve trading strategies and risk controls. Based in New York, he brings both cloud and full-stack origins to high-performance finance systems, reflecting a pragmatic blend of engineering discipline and quantitative curiosity.
9 years of coding experience
3 years of employment as a software developer
Master's degree, Financial Engineering, Master's degree, Financial Engineering at University of California, Berkeley, Haas School of BusinessBachelor of Technology - BTech, Information Technology, Bachelor of Technology - BTech, Information Technology at National Institute of Technology KarnatakaGithub contributions (5)
SurajHegde/World-Quant-University-MScFe
Sep 2020 - Nov 2020
Contributions:17 commits, 16 pushes, 1 branch in 1 month
SurajHegde/DerivativeAnalysisBackend
Sep 2019 - Sep 2019
Contributions:32 pushes, 2 branches in 6 days
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