Chetan Kumar Tyagi

Jul 2024 – Present

Mumbai, India

Software Development Engineer

QuantInsti Quantitative Learning

• –Built production-grade data ingestion pipelines for OHLC, tick, and fundamental data across equities, futures, options, and indices on the Blueshift platform.
• –Performance-tuned the options data ingestion pipeline end-to-end — reducing ingestion time from ~90 min to 25–30 min (65%+ improvement) through parallelisation and profiling-driven refactoring.
• –Implemented SABR and Black-Scholes options pricing models, extending quantitative analytics capability for derivatives data.
• –Developed Spark SQL jobs for large-scale dataset transformation and validation across historical options and equity data.
• –Mentored junior engineers on pipeline design, data-quality practices, and Python best practices.

Oct 2023 – Jun 2024

Thane, India

Senior Software Engineer

Neam Caps (sharpely / finpeg)

• –Profiled and optimised database queries and legacy systems — achieving 80% faster query results and 50% reduction in resource usage.
• –Conducted large-scale backtesting for equity trading strategies using QuantConnect Lean (Python); collaborated with market researchers to surface actionable signals.
• –Extended live trading engine to support full execution beyond paper trading, including custom margin models for capital efficiency.

Apr 2021 – Oct 2023

Noida, India

Software Engineer

WealthWisers Technologies

• –Engineered TradeTez — a multi-broker, multi-account trading backend supporting NSE and NYSE markets across IIFL, SMC, Zerodha, and 5Paisa.
• –Built end-to-end trading bots covering backtesting, optimisation, and live execution using broker APIs; handled concurrent multi-account order routing reliably.
• –Developed a publish-subscribe system using WebSockets and Socket.IO for live trade distribution across clients.