Udit Samani

Experience

Onyx Capital Group - Aug 2024 - Present : London, UK

Architected and implemented a high-performance OTC market platform in Rust, handling complex derivatives pricing and trading workflows with sub-millisecond latency
Developed pricing models for commodity futures, future swaps, and custom composite derivatives using Nelson-Siegel curve modeling
Engineered real-time hedging algorithms in Rust utilizing lock-free data structures and custom allocators for microsecond-level risk management
Built a comprehensive risk management system for commodity derivatives portfolio, incorporating VaR calculations and stress testing
Designed and implemented market-making strategies for commodity futures with dynamic pricing adjustments based on market volatility
Technologies used: Rust, Python, Kubernetes, Azure

J.P. Morgan - Jan 2023 - Aug 2024 : London, UK

Led a team of 30 engineers across multiple geographies in building a global Banking-as-a-Service platform in Java
Architected and implemented scalable credit card issuance infrastructure supporting multiple jurisdictions
Designed a flexible rule engine to handle diverse regulatory requirements and compliance frameworks across different countries
Built high-throughput payment processing system with fault-tolerance and real-time transaction monitoring capabilities
Established technical standards, mentored team members, and drove architectural decisions while managing delivery timelines
Technologies used: Java, Kotlin, Spring Boot, Kubernetes, AWS, Docker, Kafka, Postgres, Redis, ElasticSearch

ThoughtSpot - Feb 2020 - Jan 2023 : Seattle, WA

Lead a team to create a transpiler in Rust which allowed creating encrypted queries using NLP
Lead a team of 6 developers responsible for improving indexing and search quality of metadata discovery search of ThoughtSpot.
Helped drive product initiatives improve metadata-discovery-search click rate by 25% and number of searches by 50%
Executed the idea of having graphql federation based API stitching in cloud for gRPC based micro-services using google-rejoiner
Worked on in-memory versioned graph store for storing millions of metadata objects, backed by Postgres store. This service was built in Rust for having lower memory footprint.
Technologies used: Rust, C++, GoLang, Kubernetes, Bazel, GCP

University of Illinois at Urbana-Champaign - 2015 - 2019

Languages: Rust, C++, GoLang, Python, Java, Kotlin
Technologies: Kubernetes, Docker, Kafka, Postgres, Redis, ElasticSearch, Distributed Systems, Azure, AWS, GCP