# Athreya M. > Software Engineer at Cboe Global Markets | RPI '22 Location: New York, New York, United States Profile: https://flows.cv/athreya I am a graduate of RPI with a Bachelors in Computer Engineering and Mathematics. I am a software engineer at Cboe Global Markets on their FX Data Engineering team. I am deeply interested in a number of topics in software engineering and mathematics. Through my courses, work experience, and home projects, I have become proficient in various technologies, particularly in database design, IoT, and full-stack development. I am always excited to combine my skill set with my innate sense of creative problem-solving. ## Work Experience ### Software Engineer @ Cboe Global Markets Jan 2024 – Present | New York, New York, United States ### Software Engineer @ Arrowstreet Capital, Limited Partnership Jan 2022 – Jan 2024 | Boston, Massachusetts, United States Member of Production Reliability Engineering, supporting the Investment Process Monitoring project. Completed Arrowstreet Capital's 2022 Technology Rotational Development Program Major contributions: ---------------------- Backend work: - Metadata analysis to identify delays in multi-stage investment process - Developed robust Python-based test suite for Jira automations and workflows - Have contributed to migration from on-premise scheduler software to AWS-based microservice architecture Frontend work: - Made UI Improvements to web app for monitoring scheduled and automated jobs - Created tool to help Research team easily parse and render LaTex in the browser for their documentation ### Software Engineer Intern @ Cboe Global Markets Jan 2021 – Jan 2021 | New York, New York, United States Researched methods of identifying and profiling possible negligent trades in wide options markets using real-time estimated risk measurements, or option Greeks. - Created MS SQL Server queries for analyzing multiple years of historical trade data, joining across multiple data sources. I learned how to use important SQL tools such as table-valued functions and common table expressions. I mainly focused on generating descriptive statistics of options that are highly sensitive to underlier price changes. - Created alternative thresholds for defining wide markets, per SEC Harmonized Rules 34-73884. In short, these Harmonized Rules define bid-ask spread thresholds at which an option trade is considered to be occurring in a "wide market". The purpose of these thresholds is to standardize the definition of a wide market, during which trades may occur under illiquid or other non-ideal conditions. Currently, the threshold chosen for a given trade is based on its bid price, but for trades with bids above $100, there is only one default threshold. As an intern, I developed a numerical root solver in Python to find more statistically rigorous bid-ask spread thresholds for option trades with bid prices above $100. My supervisor broke down this large category of option trades into smaller bands (e.g., including a $100-$200 category, etc.). I then used the Bisection Method to find the threshold for each of these smaller categories at which 3% of the category's net dollar volume could be considered "wide," defining a more refined threshold. - Wrote asynchronous Java code to query a proprietary time-series datastore ### Student Research Assistant @ MIT Lincoln Laboratory Jan 2020 – Jan 2021 Developed a mobile app and MySQL server backend for an internal sensor maintenance product Participating as a team member for Urban Threat Dispersion, BioDetection 21, and NYC Chem-Bio Testbed. Research CI/CD best practices for a DevOps pipeline using TeamCity ### Student Co-op @ MIT Lincoln Laboratory Jan 2020 – Jan 2020 | Lexington, Massachusetts ### Full-Time Remote Programmer @ McNAIR Center for Aerospace Innovation and Research Jan 2019 – Jan 2020 | Columbia, South Carolina Area Studying Data output from Lynx Automated Fiber Placement Machine ## Education ### Bachelor's degree in Mathematics, Computer Engineering Rensselaer Polytechnic Institute ### High School Diploma Heathwood Hall Episcopal School ## Contact & Social - LinkedIn: https://linkedin.com/in/athreya-m-985190164 --- Source: https://flows.cv/athreya JSON Resume: https://flows.cv/athreya/resume.json Last updated: 2026-04-05