Komal Untwal

Work

10 projects. Built at work and on my own time. Internal details left out on purpose.

Low-latency systems

Sub-millisecond RFQ processing, from request to fill

A multi-threaded, message-driven Java engine that runs the full order lifecycle for requests for quote across credit and muni instruments, at sub-millisecond latency per message.

  1. RFQ arrives from a venue
  2. Validated, queued and processed
  3. Quote sent, fills handled
  4. Full lifecycle, sub-millisecond
  • Java
  • FIX protocol
  • Multi-threading
  • Lock-free concurrency
  • Linux
AI and research

RFQGen: trader chat in, structured RFQ out

An AI solution that reads unstructured trader messages, extracts the RFQ details and drafts the ticket, with GenAI trade suggestions on top. 3rd place in its panel at the Barclays GenAI Hackathon.

  1. Trader sends a chat message
  2. LLM extracts the RFQ details
  3. Ticket drafted with trade suggestions
  4. RFQ ready, no retyping
  • Python
  • LLMs
  • NLP
  • Prompt engineering
Quant analytics

Backtest routing rules before they go live

A parameterized Python framework that replays historical RFQ data against different order-routing rules and scores each one on hit rate, adverse selection and P&L.

  1. Pick routing rule variants
  2. Replay historical RFQ data
  3. Score hit rate, adverse selection
  4. Compare P&L per configuration
  • Python
  • Pandas
Reliability

Live diagnostics that find order-flow problems in under a minute

Structured latency logs, FIX session health dashboards and market data gap detection that turn "something feels slow" into a clear cause, fast.

  1. Latency spike or data gap
  2. Health checks flag it
  3. Fail-safes reconnect or degrade gracefully
  4. Diagnosed in under a minute
  • Java
  • FIX protocol
  • Structured logging
  • Anomaly detection
  • Circuit breakers
Quant analytics

Reading the market from tick and quote data

A Python and kdb+ toolkit that turns raw tick and quote data into spread decomposition, order flow imbalance, VWAP deviation and short-horizon price impact.

  1. Raw tick and quote data
  2. Clean and align time series
  3. Compute spreads, imbalance, VWAP
  4. Clear view of trading costs
  • Python
  • Pandas
  • kdb+/q
Reliability

Deployments 5× faster, with 40% less QA effort

A rebuilt CI/CD pipeline and automated test suite that made releases faster and safer for a trading platform.

  1. Code change committed
  2. Pipeline builds and tests it
  3. Regression suite checks behavior
  4. Deployed 5× faster
  • TeamCity
  • CI/CD
  • Java
  • Automated regression testing
Low-latency systems

Steady latency when volume spikes

Profiling and parser work that removed allocation pressure from the FIX message path, cutting tail latency when traffic bursts.

  1. Volume spike hits the system
  2. Profile the hot path
  3. Remove allocations in the parser
  4. Lower tail latency under load
  • Java
  • FIX protocol
  • Profiling
  • GC tuning
  • Concurrency
Quant analytics

Fixed income analytics, from cash flows to yield curves

A Python toolkit that models bond cash flows, builds yield curves and runs scenario analysis on time-series data.

  1. Bond terms and market data
  2. Model the cash flows
  3. Build the yield curve
  4. Answers to what-if scenarios
  • Python
  • Time-series analysis
  • Scenario analysis
AI and research

Peer-reviewed research on public health messaging

Co-authored a study of how major health organizations addressed culture in their holiday tweets during the COVID-19 pandemic, published in INQUIRY in 2024.

  1. Large-scale tweet dataset
  2. Process and organize the text
  3. Analyze themes and cultural framing
  4. Published in INQUIRY, 2024
  • NLP
  • Qualitative analysis
  • Data visualization
Reliability

Test automation that removed 80% of manual checks

Automated regression suites for web applications that replaced most manual testing, so every release could be checked faster and more consistently.

  1. New build is ready
  2. Automated suite runs regression tests
  3. Failures flagged with clear results
  4. 80% fewer manual checks
  • Java
  • Automated testing
  • Regression testing
  • Test planning