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vaibenz/README.md

Hi, I'm Vaibhav 👋

Computer Engineering at NTU Singapore. I like taking things apart to see how they really work, then building my own version.


A bit about me

I'm doing a B.Eng in Computer Engineering with a Minor in Business at NTU, graduating in 2029. Before that I was a full stack developer intern at Tata Consultancy Services in Chennai, working on Java, Spring Boot and React for the Singapore Airlines Offshore Delivery Centre.

Most of what's on this page started as a question I couldn't stop thinking about: how does a database stay correct when machines crash, how does an exchange decide who trades first, how does a risk desk explain yesterday's P&L. Building it myself is how I find out.

I'm an NTU-Google Career Certificate Scholar and an AWS AI & ML Scholar, and I'm always up for a chat about systems, markets, or fintech in Southeast Asia.


Things I've built

Systems from scratch

  • raft-kv: a replicated key value store on my own Raft implementation in Java, tested by randomly crashing and partitioning nodes
  • cserve: an event driven HTTP server in C on epoll, around 139k requests a second on two vCPUs
  • order-book-engine: a price time priority matching engine in Java, checked against a simple reference book
  • search-engine: crawler, BM25, PageRank and hybrid semantic search, evaluated on Cranfield

Markets and money

  • options-risk-engine: greeks, stress grids, VaR with backtesting and limits for an options book
  • pnl-explain: splits a day's options P&L into greeks, new trades and whatever is left unexplained
  • vol-surface-svi: fits an implied vol surface with SVI and checks it for arbitrage
  • custody-ledger: a custodial wallet service in Go on a double entry ledger
  • pricestream: live crypto prices from exchange feeds to a phone
  • reconpilot: payment reconciliation where an LLM suggests, checks verify and a human decides

AI and ML

For small businesses in Indonesia (from my NTU PEAK consulting case with Monee)

Optics

Just for fun

  • pocket-arcade: two little mini games, with a server that replays every run so nobody can fake a high score

What I reach for




Looking for software engineering internships for 2027. If anything here catches your eye, say hi!

Pinned Loading

  1. options-risk-engine options-risk-engine Public

    Market risk engine for an options book: greeks, spot x vol stress, VaR and ES with backtesting, and limits.

    Python

  2. raft-kv raft-kv Public

    Linearizable replicated key value store on a from scratch Raft in Java 21, verified by randomized fault injection.

    Java

  3. sme-credit-risk-model sme-credit-risk-model Public

    Credit scoring, risk tiers and risk based pricing for thin file MSME borrowers. NTU PEAK, Monee Team 1.

    Python

  4. delta-hedging-sim delta-hedging-sim Public

    MATLAB study of delta hedging a short option book: rebalance frequency, vol edge, transaction cost bands, and jump and stochastic vol tail risk.

    MATLAB

  5. pnl-explain pnl-explain Public

    Daily P&L attribution for an options book into greeks, new trades and unexplained, flagging days with big residuals.

    Python

  6. matching-engine-cpp matching-engine-cpp Public

    Low latency C++20 limit order book: price ladder, bitmap, pooled orders, lock-free SPSC gateway, differential tested against a reference book

    C++