Saurabh Das

VP of Engineering at HyperTrack

Saurabh Das began their career in 2007 as an Associate at Morgan Stanley. In 2010, they became an Associate Business Consultant at KPMG India. In 2011, they founded Silverleaf Capital Services, a Mumbai-based technology firm that operates in the financial services space. As Chief Technology Officer, they bootstrapped a continuously profitable company and grew it to 20 engineers & scientists, increasing revenue and profits by 50% CAGR every year for the last 5 years. Saurabh also led the engineering team to create vertically-integrated low-latency (<4 μs wire-to-wire) connectivity to 10+ global financial exchanges and accelerated strategy iteration velocity by 100x and reduced costs with spot instances. Furthermore, they guided the creation of ultra-low latencies (<750 ns) via FPGA hardware, first firm to do so in India. Saurabh also executed on decisive technical choices to create a competitive advantage of requiring fewer engineers to develop and maintain systems with an uptime of > 99.98%. In addition, they instilled a culture of continuous mentorship and fostered an environment with low attrition (< 2% pa). Saurabh also led the project for developing Deep Learning based neural nets to trade in stock markets, trained DNNs (LSTM, 1DConv) in TF & PyTorch using reinforcement learning on ~300 mil datapoints, and achieved a Sharpe Ratio of 10+ significantly and consistently outperforming prior state-of-the-art. Finally, they shipped continuously improving Strategies which operated in a highly adversarial environment, including a pipeline for re-tuning, retraining and model improvements. In 2022, they became the Head of Logistics Intelligence at HyperTrack.

Saurabh Das completed their B.Tech in Engineering Physics from the Indian Institute of Technology, Bombay between 2003 and 2007. Saurabh then went on to pursue a Master of Business Administration (PGDM) from the Indian Institute of Management Ahmedabad between 2008 and 2010.

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Timeline

  • VP of Engineering

    April 1, 2023 - present

  • Head of Logistics Intelligence

    October, 2022