Ashis Kumar Chanda
About Ashis Kumar Chanda
Ashis Kumar Chanda is an Algorithm Trading Developer at UBS in Singapore, where he has worked since 2020. He has held various software development roles at notable companies including Adobe, Mastercard, and Visa, and has a strong background in algorithm development and financial modeling.
Work at UBS
Ashis Kumar Chanda has been employed at UBS as an Algorithm Trading Developer since 2020. In this role, he has contributed to the development and implementation of advanced trading algorithms. His work includes the implementation of Value at Risk (VaR) calculations using a hybrid Non-Gaussian and GARCH model. He has also utilized multi-threading techniques to enhance concurrency and throughput for millions of intraday requests on Kubernetes instances. Additionally, he integrated UBS services for security categories and single equities instruments, showcasing his expertise in algorithmic trading solutions.
Previous Experience in Software Development
Prior to his current role at UBS, Ashis Kumar Chanda held several positions in software development across various companies. He worked at Visa as a Lead Developer and Analyst from 2013 to 2015 in Singapore. Before that, he served as a Senior Software Development Engineer at Mastercard from 2017 to 2018. His experience also includes a contract position as a Senior Software Developer at DBS Bank from 2016 to 2017, and a role as a Senior Developer at Dell from 2010 to 2012. His early career included a position as a Software Developer at Patni Computer Systems from 2006 to 2009.
Education and Expertise
Ashis Kumar Chanda holds a Master of Technology (M.Tech.) in Civil Engineering from the Indian Institute of Technology, Guwahati, where he studied from 2004 to 2006. He also earned a Bachelor of Technology (B.Tech.) in Civil Engineering from the National Institute of Technology, Silchar, from 2000 to 2004. His educational background provides a strong foundation for his analytical and technical skills, which he has applied in algorithm development and software engineering throughout his career.
Technical Contributions and Projects
Throughout his career, Ashis Kumar Chanda has made significant technical contributions in algorithm development and software engineering. He developed a linear minimization solver for GARCH parameters and created algorithms for Exponential Smoothing, Kalman Filter, Bilinear2D Interpolation, and Fat Tail Distribution for quantile estimation. His work also includes conducting hypothesis testing with historical time series data using machine learning models and developing back-testing strategies. He has implemented Redis cache and Avro schema for service integrations and hosted a REST API for the VaR engine, demonstrating his proficiency in modern software practices.