Hamburg · Developer + jazz guitarist
Software
that swings.
I'm Sonny Sarkar, a developer and M.Sc. Data Science student in Hamburg. I build real-time systems and data tools, and I play jazz guitar.
The first chord of a ii–V–I in C: Dm7, G7, Cmaj7. Voice leading is the whole game.
The first chord of a ii–V–I in C: Dm7, G7, Cmaj7. Voice leading is the whole game.
01 — About
I'm a developer who thinks in systems and plays in swing time. I build real-time tools and data products, and on the guitar I chase voicings, bebop lines and the discipline of listening.
Studying
M.Sc. Data Science at Technische Universität Hamburg.
Experience
Samsung R&D (on-device NLP/ML) and Evitado (Android, real-time sensor systems).
Looking for
Werkstudent roles in Hamburg, 20 h/week, in quant development and ML engineering.
03 — Selected work
Things I've built
01
High-Performance C++ Orderbook
A production-grade order matching engine in modern C++20: price-time priority matching, multiple order types, and thread-safe concurrent operations.
C++20 · Multithreading · Order Matching
02
ARIMA and XGBoost Time Series Forecasting
ARIMA and XGBoost models forecasting Italian energy load and solar generation from historical time series data, compared on RMSE, MAE and R².
Python · ARIMA · XGBoost · Time Series
03
Monte Carlo Simulation Engine
A multi-threaded C++17 engine pricing options under five stochastic models (GBM, Heston, Merton, CIR, multi-asset) with variance reduction and a full VaR/CVaR risk suite. ~130M paths/sec on 8 cores.
C++17 · Monte Carlo · Multithreading · Quant Finance