Vignesh Rajakumar

Master of Data Science Candidate at University of British Columbia

University of British Columbia

Biography

Vignesh is a candidate of the Master of Data Science program at The University of British Columbia. His experience in the financial services industry includes a Data Analyst role for the markets connectivity team in Citi as well as 5 years as a software engineer specializing in building high frequency trading applications. He has also passed the level 2 of the CFA program.

Interests

Machine Learning
Data Visualization
Software Engineering

Education

Master of Data Science, 2020

University of British Columbia
BEng in Computer engineering (Hons), 2015

National University of Singapore

Skills

R

tidyverse, Rmd

Python

numpy, pandas, scipy

Statistics

regression, frequentist and bayesian inference

Java

spring boot

Machine Learning

Scikit-Learn, PyTorch, Tensorflow

Photography

Experience

Senior Application Developer

Citibank N.A

Jun 2019 – Aug 2020 Toronto

Drove design, implementation and testing of a low latency, micro-service based Java application with a Couchbase back-end, to bring Citi’s infrastructure in line with client expectations
Deployed this greenfield product end to end in 12 months, replacing a complex legacy product in production for 10 years to improve Citi’s position in the competitive market space
Promoted and moved to the North American office to drive implementation of this product for US and Canadian markets
Implemented automated monitoring with XML-RPC to reduce Production Support manual intervention by 100% on non-critical errors
Executed the implementation of this product for North American markets, in addition to the APAC deliverable, to support the Global nature of Citi’s clients

Application Developer

Citibank N.A

Jul 2017 – Jun 2019 Singapore

Re-engineered Citi’s client connectivity platform for Global Equities with a 95% drop in end to end latency, enabling clients to react to market events quicker
Designed and delivered this solution for 2 markets end to end; managing Implementation, QA and User Testing
Achieved cost savings of $5 million by re-engineering the Quantitative Prime Brokerage pipeline and replacing a third party product
Designed and deployed an automated python reconciliation tool to parse through large log files to catch mismatches for reporting. Reduced report generation turn around time by 90%
Led a team of 4 analysts to implement an archival solution using AWS S3, to ensure archival methodologies are in line with MAS regulations

Data Analyst

Citibank N.A

Jul 2015 – Jun 2017 Singapore

Improved an existing email and scripting based reporting tool to a Elasticsearch and Kibana based dashboard for senior technology group meetings. This eliminated a 10 hour per month manual effort to gather this data
Implemented a Map-Reduce job on the Elasticsearch data to calculate latency breakdown for orders from large unstructured application log files to enable technology leadership to take decisions on infrastructure investments
Expanded this dashboard to include trading metrics like client breakdown, hit ratios and throughput; enabling traders to make informed decision to increase alpha capture