Head of Data Engineering, Enterprise Data. Schonfeld Strategic Advisors.
Twenty years building data platforms where scale and scrutiny meet.
First at the New York Stock Exchange, now at a multi-strategy investment firm. My work sits where market data, regulation and research meet.
Schonfeld Strategic Advisors
Head of Data Engineering, Enterprise Data
I lead Data Engineering for the firm’s Enterprise Data Platform: a unified, AI-native cloud lakehouse with streaming and real-time analytics that speeds up the quantitative research lifecycle across every strategy group.
Immutability, lineage and point-in-time correctness are built in. I hired and scaled a global team, and work with strategy heads to align multi-year platform investment with the firm’s priorities.
NYSE and Intercontinental Exchange
2009 to 2021. Data Architect to Senior Director, Data Engineering and Analytics.
Exchange-scale platforms
Ran the big data and cloud platforms handling 200B+ transactions and 30 TB a day.
Cloud migration
Moved a 5 PB data lake and a 200 TB futures data warehouse to the cloud.
Cloud Center of Excellence
Set the standards for cloud landing zones, security, monitoring and compliance.
Consolidated Audit Trail
Architected NYSE’s part of the largest securities database built for regulators, 6B records a day.
Market surveillance
Built the near-real-time surveillance data pipeline and a compute grid that cut processing from 24+ hours to 4.
Data products
Launched cloud data products on 800 TB of historical tick data, a new revenue stream.
Background
Earlier
Data architecture at Xpheria and Quantum Consulting. Systems architecture at Morgan Stanley.
Education
MS in Computer Engineering, Illinois Institute of Technology. BS in Computer Science, JMIT.
Certifications
Artificial Intelligence: Strategies for Leading Business Transformation (Kellogg). AWS Certified Cloud Practitioner.
“Saurabh has the innate ability to lead teams and operate under the highest level of scrutiny and pressure.”
Steven Hirsch, managed Saurabh at NYSE
“Saurabh also goes the extra mile to understand the client’s use case.”
Peenaki Dam, Head of Investment Management Fintech, Vanguard
“Saurabh is a tremendous problem solver who designs and implements solutions for enterprise use.”
Emil Werr, Head of AI Engineering and Data Platform, KKR
Let’s compare notes
I’m glad to talk about data platform strategy, speaking and advisory work.
