Hi, I'm Mrinmoy Banik

Quant Developer | Statistician | HFT Systems

I build low-latency C++ trading systems and work across the full systematic-trading stack — signal research, backtesting, execution, and real-time monitoring — with a statistician's eye for data.

Mrinmoy Banik

About Me

I'm a quant developer and statistician (M.Stat, Indian Statistical Institute) with production HFT experience building low-latency C++ trading systems. I'm comfortable across the full systematic-trading stack — from microstructure signal research and tick-level backtesting to execution and real-time monitoring.

Outside of trading, I like building things from scratch: browser games, VS Code extensions, offline file-transfer protocols, and native handheld console apps. I'm also into competitive programming, reverse engineering, and the occasional wargame.

I'm constantly learning and enjoy the craft of turning hard, low-level problems into clean, working systems.

Education

M.Stat (Master of Statistics)

Indian Statistical Institute, 2023–2025

B.Stat (Bachelor of Statistics, Hons.)

Indian Statistical Institute, 2020–2023

Achievements

Codeforces Expert (max 1684) · CodeChef Master (max 2018)

Global Rank 1, CodeChef May Long Challenge 2021

Rank 25, Datathon @ IndoML 2022 · JEE Advanced AIR 4575

Experience

HFT Quant Developer

Jun 2025 – Apr 2026

Singhal Financial Technologies (SFintech) · NSE Futures Strategy · Gandhinagar, Gujarat

  • Designed and implemented low-latency trading strategies for NSE index and stock futures, targeting microstructure-driven alpha.
  • Built and maintained strategies entirely in C++ on in-house tooling optimised for sub-microsecond GTC cancel latency.
  • Engineered a shallow order-book architecture that reduced reliance on deep market-data levels, improving robustness under feed irregularities and cutting bad-book risk.
  • Backtested and forward-simulated on tick-level data with explicit slippage, transaction-cost, and market-impact modelling.
  • Built real-time monitoring dashboards (Telegraf, Grafana, InfluxDB) with team-specific alerting; implemented position limits, exposure checks, and automated kill-switches with traders and risk.

Summer Analyst

May 2024 – Jul 2024

JPMorgan Chase & Co. · Model Risk Governance & Review (MRGR), Consumer & Community Banking · Mumbai

  • Independently tested a tier-3 DistilBERT complaint classifier (out-of-time validation, data-quality checks, SHAP / Integrated Gradients).
  • Ran ongoing monitoring of an XGBoost fraud model and supported retiring a liquidity model.

Mathematics Instructor

2022 – 2023

Ramanujan School of Mathematics

  • Trained students preparing for the ISI and CMI entrance examinations over a one-year tenure.
  • Taught problem-solving in olympiad-style algebra, combinatorics, and calculus, focused on the reasoning these highly competitive exams demand.

My Skills

Programming

C/C++20

Python

Rust

R

Quant & ML

Backtesting

Microstructure

PyTorch

XGBoost / SHAP

Infra & Tools

Grafana

SQL / Timescale

Docker

Git / Linux

My Projects

Babble

An online multiplayer browser game in the spirit of skribbl.io — but the medium is sound, not drawing. Hear a word, spell what you heard, and the server scores every guess in language-neutral phoneme space. Server-side neural TTS, 19 word packs, live waveform comparison.

JavaScript Node.js Socket.IO Web Audio

QR-Stream

A one-way optical file-transfer protocol: stream arbitrary binary data from a Retina display to a phone camera — no networking, Bluetooth, or reverse channel. Built on a rateless LT fountain code, layered Reed–Solomon FEC, and a calibrated physical layer. Pure C++23 encoder, byte-identical recovery.

C++23 Fountain Codes Reed–Solomon Metal

ZST Viewer — VS Code Extension

Open .zst compressed files directly in VS Code, no terminal needed. A streaming page-by-page viewer with flat memory usage on multi-GB files, Rainbow-CSV / JSON highlighting, full-file search, go-to-line/page, and an in-place edit-and-recompress mode.

TypeScript VS Code API zstd

R36 Ultra Native Games

A collection of native games and apps for the R36 Ultra handheld console (ArkOS 4.4), built from scratch in C++ with SDL2 — Snake, Pong, Wordle, Sudoku, mazes, sliding puzzles, water sort, plus utilities like a calculator, terminal, video player, and gamepad mapper.

C++17 SDL2 ArkOS ARM Linux

Maze Game Solver — Chrome Extension

A Chrome extension paired with a Flask backend that auto-solves an online maze game. The backend tracks game state and drives carefully engineered API calls to the game server to reconstruct and complete the maze automatically.

JavaScript Chrome Extension Flask Python

IMC Prosperity 4 Toolkit

An algorithmic-trading toolkit for the IMC Prosperity competition: an event-driven Python backtester, a faster Rust port, and an interactive dashboard for PnL and position analysis on the strategies.

Python Rust JavaScript Backtesting

Rack

A git-like local data-storage utility for managing large numbers of log files in compressed form, with easy retrieval — built to keep tick-level and experiment logs organised and space-efficient.

Python Compression CLI

File-Tunnel

A wireless small-file-transfer wrapper that shares files and generates short, memorable links for them that stay live for a few hours — friction-free sharing without accounts or apps.

HTML JavaScript File Sharing

Multivariate Non-Parametric Tests

Research on multivariate generalisations of the Wald–Wolfowitz and Smirnov two-sample tests via minimum spanning trees and shortest Hamiltonian paths, with parallelised computation and an interactive Plotly/Dash dashboard.

R Python Statistics

Blogs

Notes from the reverse-engineering rabbit hole — writeups from the OverTheWire wargames and other low-level puzzles I've been chipping away at.

OverTheWire Reverse Engineering

Hijacking a Shared Library: OverTheWire Maze

The Maze levels turn on library search order and symbol resolution. I override puts with my own version that quietly reads the next level's password file — a clean, self-contained look at how the dynamic linker can be turned against a setuid binary.

Read writeup
Crackme Reverse Engineering

Reversing a Keygen Check: CantCrack.exe

A short crackme writeup — following an xref from the success string in IDA to the compare routine, then untangling the XXXXX-XXXX-XXX format check and the three per-segment XOR keys to recover a valid key by hand.

Read writeup

Get In Touch

Email

rinmoybanik12@gmail.com

Location

West Bengal, India

LinkedIn

mrinmoy-banik