RESUME
role: senior_swe @ microsoft // focus: cyber_security + trading_infra
psajnani.com/resume
↓Download resume.pdfPratik Ashok Sajnani
▸ EXPERIENCE_LOG
Microsoft — Redmond, WA
security telemetry @ scale. architected metadata scanners and payload emitters for 14M+ nodes to secure 1P standard services.
- Added event monitors + memory-management counters that cut the on-call incident queue from 60 per rotation to <10.
- Tuned aggregation intervals and filters with security researchers and threat-detection authors, reducing overall memory footprint.
Professional Alternative Inc. — Client: Fidelity Investments — Jersey City, NJ
hft order routing. led smart order router (sor) dev; built a 99.9% accurate dst-aware time library for sub-millisecond trading ops.
- Identified critical backend failure points and shipped redundancy upgrades, adding ~3 hrs/week of uptime and enabling 23×7 operation.
- Released execution-correction backend for missed intra-day trades, removing manual ops intervention.
Riskcare Inc. — Client: Barclays Capital — New York, NY
quant infra: market data lake. built s3/lambda-based historical query api for var and stress-test statistical analysis.
- Scaled query throughput via AWS Lambda over S3 + Amazon Tables, exposed through a Gateway API endpoint for quants and QA engineers.
Flextrade Systems — Great Neck, NY
market making engine. built real-time nav pricing and trading logic for 500+ index etfs; designed core ems/oms backend services.
- Peer-reviewed and contributed to VWAP / TWAP / PCTV strategies used by 40+ banks, hedge funds, and prop-trading clients.
- Built a NAV pricing engine that aggregates constituent prices from real-time L1 + L2 order-book streams.
- Owned L3 FIX-message debugging for live trading sessions — diagnosed production issues across NYSE, JSE, CHI-X, and ASX without downtime.
PRO Unlimited — Client: Fujifilm Holdings America — Rochester, NY
- Developed remote session logging to record customer activity on the Landscape Team (C++, C#, WPF)
- Resolved synchronization issues in the alert messaging system
- Added date and time functionality to a proprietary scripting language
GeekHive — Warwick, NY
- Enabled seamless infinite scrolling for big lists on a custom CMS built on Sitecore (C#, JavaScript)
- Developed new features and UI components on several client pages
Persistent Systems — Pune, India
- Enhanced client website functionality through integration of new workflows, authentication implementation, and migration to a cloud-based solution
- Transitioned web pages from ASP.NET to MVC 5 architecture with ADO.NET backend and HTML5 frontend
- Deployed unit tests for proactive defect detection resulting in a significant reduction in post-release issues
- Performed comprehensive code analysis and optimization within Visual Studio 2012, addressing static code errors reducing cyclomatic complexity, and resolving memory leaks to enhance overall code quality and maintainability
▸ EDUCATION_ARCHIVE
Rochester Institute of Technology — Rochester, NY
40% merit-based scholarship
Advanced C++ and Program Design, Advanced Java Programming, Advanced Programming Skills — Haskell, Advanced Programming Skills — C++, Foundations of Computer Science Theory, Computational Complexity, Foundations of Algorithms, Introduction to Big Data, Big Data Analytics, Foundations of Intelligent Systems, Foundations of Computer Vision, Computer Science MS Project
Dhirubhai Ambani Institute of Information Technology — Gandhinagar, India
Introduction to Programming, Object Oriented Programming, Data Structures, Introduction to Algorithms, Digital Logic Design, Computer Networks, Operating Systems, Software Engineering, Database Management System, Signals and Systems, Probability and Statistics, Computer Graphics, Embedded Hardware Design, Network Protocols, Computer Games Design and Implementation, Algorithms for Bio-Informatics and Computational Biology
▸ TECH_STACK
Pratik Ashok Sajnani
Work Experience
Microsoft — Redmond, WA
security telemetry @ scale. architected metadata scanners and payload emitters for 14M+ nodes to secure 1P standard services.
- Added event monitors + memory-management counters that cut the on-call incident queue from 60 per rotation to <10.
- Tuned aggregation intervals and filters with security researchers and threat-detection authors, reducing overall memory footprint.
Professional Alternative Inc. — Client: Fidelity Investments — Jersey City, NJ
hft order routing. led smart order router (sor) dev; built a 99.9% accurate dst-aware time library for sub-millisecond trading ops.
- Identified critical backend failure points and shipped redundancy upgrades, adding ~3 hrs/week of uptime and enabling 23×7 operation.
- Released execution-correction backend for missed intra-day trades, removing manual ops intervention.
Riskcare Inc. — Client: Barclays Capital — New York, NY
quant infra: market data lake. built s3/lambda-based historical query api for var and stress-test statistical analysis.
- Scaled query throughput via AWS Lambda over S3 + Amazon Tables, exposed through a Gateway API endpoint for quants and QA engineers.
Flextrade Systems — Great Neck, NY
market making engine. built real-time nav pricing and trading logic for 500+ index etfs; designed core ems/oms backend services.
- Peer-reviewed and contributed to VWAP / TWAP / PCTV strategies used by 40+ banks, hedge funds, and prop-trading clients.
- Built a NAV pricing engine that aggregates constituent prices from real-time L1 + L2 order-book streams.
- Owned L3 FIX-message debugging for live trading sessions — diagnosed production issues across NYSE, JSE, CHI-X, and ASX without downtime.
PRO Unlimited — Client: Fujifilm Holdings America — Rochester, NY
- Developed remote session logging to record customer activity on the Landscape Team (C++, C#, WPF)
- Resolved synchronization issues in the alert messaging system
- Added date and time functionality to a proprietary scripting language
GeekHive — Warwick, NY
- Enabled seamless infinite scrolling for big lists on a custom CMS built on Sitecore (C#, JavaScript)
- Developed new features and UI components on several client pages
Persistent Systems — Pune, India
- Enhanced client website functionality through integration of new workflows, authentication implementation, and migration to a cloud-based solution
- Transitioned web pages from ASP.NET to MVC 5 architecture with ADO.NET backend and HTML5 frontend
- Deployed unit tests for proactive defect detection resulting in a significant reduction in post-release issues
- Performed comprehensive code analysis and optimization within Visual Studio 2012, addressing static code errors reducing cyclomatic complexity, and resolving memory leaks to enhance overall code quality and maintainability
Education
Rochester Institute of Technology — Rochester, NY
40% merit-based scholarship
Advanced C++ and Program Design, Advanced Java Programming, Advanced Programming Skills — Haskell, Advanced Programming Skills — C++, Foundations of Computer Science Theory, Computational Complexity, Foundations of Algorithms, Introduction to Big Data, Big Data Analytics, Foundations of Intelligent Systems, Foundations of Computer Vision, Computer Science MS Project
Dhirubhai Ambani Institute of Information Technology — Gandhinagar, India
Introduction to Programming, Object Oriented Programming, Data Structures, Introduction to Algorithms, Digital Logic Design, Computer Networks, Operating Systems, Software Engineering, Database Management System, Signals and Systems, Probability and Statistics, Computer Graphics, Embedded Hardware Design, Network Protocols, Computer Games Design and Implementation, Algorithms for Bio-Informatics and Computational Biology