Ramesh Kadambi is a Vice President at Sumitomo Capital Markets as a Senior Quant Developer. Ramesh has worked in the financial industry since 1994. He began his career at Cooper Neff Technologies as a Mathematical Programmer, and then moved on to BNP Paribas, NASDAQ, Union Bank of Switzerland, Pipeline Trading and Citadel Securities. Ramesh has worked in various technical areas of the financial industry. Along the way Ramesh has implemented systems ranging from back office to High Frequency/Low Latency front office trading.
Ramesh interests include design patterns, High Frequency Trading (HFT), application of GPUs to HFT, quantitative libraries and back testing frameworks. Ramesh received Masters degrees in the fields of Financial Mathematics (University of Chicago), Computer Science and Mechanical Engineering (Villanova University).