KALPIT SHUKLA · Senior Java Engineer · Electronic Trading · London
Available Immediately
Kalpit Shukla
Kalpit Shukla
16 Years · Citi · MarketAxess
Senior Java contractor. Electronic trading depth. No ramp-up required.


Java 21 FIX 4.4/5.0 Spring Boot Kafka kdb+/q React Angular Oracle Redis Docker LangChain4j AWS AI & ML Python(scripting, data analysis, ML)

Fixed Income RFQ Equities FX Algo Trading Low Latency Payments Post Trade MiFID II

⬡ Kaltech
⬡ MarketAxess
⬡ Citibank
⬡ Earlier
Kaltech Software Ltd
Dec 2025 – Present
Independent Contractor — Proprietary Trading Technology
Equity Signal Engine
Java 21 · Spring Boot 3 · Virtual Threads · LangChain4j · ta4j · React · REST APIs
  • Built a real-time signal computation engine scanning the S&P 500 universe — multi-provider market data integration with configurable abstracted REST client layer.
  • Technical indicator computation (RSI, MACD via ta4j) for pre-trade signal generation across 500+ instruments simultaneously.
  • Virtual-thread executor service managing ~500 concurrent instrument fetches with rate-limit-aware scheduling using scheduleAtFixedRate batching — no CountDownLatch overhead, deterministic throughput under provider constraints.
  • Sub-100ms signal generation latency across 500 concurrent instruments.
  • LangChain4j LLM integration for AI-powered signal rationale generation using Claude API via AWS Bedrock.
  • React frontend with multi-dimensional scoring heatmap (T/F/C/B/G/E/S/M dimensions) powered by Nivo charts.
MarketAxess
Mar 2020 – Nov 2025 · Contract then Permanent (Jul 2022)
Senior Software Engineer — Front Office Fixed Income Bond Trading
Bondlink — Fixed Income RFQ Trading Platform
Java 11-21 · Spring · FIX Protocol · IBM MQ · JMS · Kafka · Oracle · Shell Script
  • Delivered key enhancements for UK and Europe Fixed Income market segments — UK Gilts, European Credit, EM bonds.
  • Contributed across multiple trading flows: RFQ Open Trading, Disclosed, List, Crossing, AXE, Portfolio, and IOI — price/spread protocols for One Step, Spot, and Phone Trade execution paths.
  • Covered full trade lifecycle from RFQ execution through to post-trade booking confirmation and settlement instruction generation via FIX — T+1/T+2 cycles.
  • Modernisation of legacy Bondlink components to JDK 21.
  • Owned production release cycle for Bondlink UK/EU segments — release coordination, deployment verification, post-release monitoring.
  • Used Claude via AWS Bedrock to document FIX workflows — test coverage from under 10% to 45%, reducing Checkmarx security vulnerabilities.
REMS — Real-Time Exception Management Surveillance
React · Java 21 · Spring Boot · REST APIs · Redis · Docker · Kubernetes · AWS
  • Designed REMS post-trade exception management platform — trade break identification, failed settlement resolution, allocation updates.
  • ORK-to-ARM record conversion and FCA submission covering MiFID II RTS22 transaction reporting, RTS23 reference data, RTS24 order record keeping.
  • React/AG Grid dashboard with server-side rendering, Spring Boot REST with Spring Cloud Circuit Breaker, Spring Data on AWS RDS.
Citibank
Feb 2011 – Jun 2018 · 7 Years
Senior Core Java Developer (AVP) — Front Office Equities & FX
CITI SMART — Algorithmic Trading Engine
Java 8 · Spring 3.5 · LMAX Disruptor · FIX 4.4 · TIBCO EMS · kdb+ · Bloomberg · Reuters · Unix
  • Engineered low-latency performance improvements — replaced synchronized blocks with lock-free data structures and java.util.concurrent primitives (ConcurrentHashMap, Atomic classes, tryLock with timeout) eliminating lock contention.
  • Consumed LMAX Disruptor v3 ring buffer within the CFore→SMART order pipeline, processing inbound FIX orders via BusySpinWaitStrategy on a dedicated isolated CPU core.
  • Optimised critical path execution by identifying and removing contention hotspots in order routing and fill processing — reduced thread-blocking on shared state.
  • Profiled JVM heap allocation and GC behaviour using Java Flight Recorder and async-profiler — applied object pooling to reduce GC pressure on critical execution path.
  • Engine consumed orders from CFORE and routed to market using Bloomberg and Reuters real-time market data via CitiMatch internal dark pool.
Total Touch / Liquifi / CitiMatch — Dark Pool
Java · FIX 4.4 · TIBCO EMS
  • Delivered IOI features for Total Touch — the in-house liquidity provider and internal crossing engine for Citi Equity business.
  • CitiMatch served as the integrated dark pool execution venue and test ecosystem for CITI SMART.
FX Options Pricing
Java · kdb+/q · Bloomberg · Reuters · TIBCO EMS
  • Implemented FX options pricing data services — extended data models with options-specific attributes (strike price, expiry date, option type, Greeks: Delta, Gamma, Theta).
  • Integrated real-time spot rates from Bloomberg and Reuters, published enriched pricing data to front-office trading systems via TIBCO EMS.
  • Updated kdb+ schema for FX options data with efficient partitioning and indexing for real-time analysis.
Earlier Contracts & Roles
Jun 2007 – Feb 2011 / Jul 2018 – Mar 2020
Java Developer / Lead / Application Developer
JAJA Finance — Microservices Migration
Java · Spring Boot · Kafka · AWS · ISO 8583 · ISO 20022
  • Led migration from monolithic to event-driven microservices for a challenger bank payments platform.
  • Implemented ISO 8583, ISO 20022 message translation layer and real-time payment processing services.
TP ICAP — Execution Report Distribution
Java · Spring Boot · Solace · Hazelcast · AWS S3
  • Two-node distributed execution report aggregation service — deduplication by orderId/tradeId, zip generation, S3 upload, automatic failover to secondary node.
10xBanking / Infosys — FX Rate Processing
Java · Spring Boot · AWS · Docker · Kubernetes · Grafana
  • Real-time FX rate ISO 20022 message processing services on AWS with zero-downtime Kubernetes deployment.
3i-Infotech — Credit Suisse / ABSA Barclays
Java · Spring · Oracle
  • Extended KASTLE Factoring platform for Credit Suisse and ABSA/Barclays — onsite engagement at Credit Suisse, Zurich.
Kaltech Software Ltd

The engine was not a tutorial project. It manages ~500 concurrent instrument fetches using Java 21 virtual threads, with rate-limit-aware scheduling that ensures deterministic throughput without CountDownLatch overhead. The data ingestion layer abstracts multiple market data providers behind a configurable REST client — meaning swapping providers requires zero code changes.

I integrated LangChain4j and the Claude API to generate AI-powered signal rationale — giving each technical indicator signal a human-readable explanation. This was not a demo. It runs, it produces output, and it informed my own investment decisions.

The React frontend renders a multi-dimensional scoring heatmap across Technical, Fundamental, Catalyst, Behavioural, Growth, ESG, Sentiment and Momentum dimensions.

KS
Hello. I'm Kalpit — ask me anything about my experience, the role shown, or my availability.
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