Pratik Sajnani
Senior Software Engineer @ Microsoft
Builder. 12+ years crafting systems at scale. Security, trading, distributed systems.
Experience
Microsoft
Senior Software Engineer · Redmond, WA
- Lead implementation and deployment of new telemetry features for internal security, enabling goal-driven scenarios as part of the Protect Microsoft campaign across 14M+ nodes
- Developed scanners for emitting file metadata and dynamic script execution payloads, enhancing security posture
- Added event monitors and memory management counters, reducing incident queue from 60 → <10 per on-call cycle
C++PythonSecurity TelemetryDistributed Systems
Fidelity Investments
Principal Software Engineer · Jersey City, NJ
- Led development of smart order router and crossing engine with a cross-functional team of 10 engineers
- Enhanced time library accuracy for daylight savings, achieving 99.9% error-free time conversion
- Increased system uptime by ~3 hours/week, enabling seamless 23x7 operation
JavaSQLOrder RoutingLow Latency
Barclays Capital
Senior Developer · New York, NY
- Designed system to store market data for statistical analysis by quants and QA engineers
- Built API for querying historical data by date range for VaR and stress tests
- Increased data scalability using AWS Lambda, S3, and API Gateway for serverless architecture
PythonAWS LambdaS3API Gateway
FlexTrade Systems
Associate Software Developer · Great Neck, NY
- Led market making strategy development for 500+ Index ETFs with ~20 constituents for NAV pricing
- Designed core backend services for EMS/OMS, improving trade execution quality
- Contributed to VWAP, TWAP, PCTV strategies used by 40+ clients
C++FIX ProtocolEMS/OMSMarket Making
Education
Rochester Institute of Technology
Master of Science in Computer Science
2014 — 2017 · Rochester, NY
DA-IICT
Bachelor of Technology in ICT
2008 — 2012 · Gandhinagar, India