Prashant Singh

Co-Founder

Singapore, Singapore17 yrs 6 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Founder of a technology-driven proprietary trading firm.
Expertise in High Frequency Trading and Quantitative Finance.
Developed proprietary trading strategies and low latency platforms.

Stackforce AI infers this person is a Fintech expert specializing in High Frequency Trading and quantitative strategies.

Contact

prashant.pkusingh@gmail.com 6596432532 LinkedIn

Skills

Core Skills

High Frequency TradingQuantitative FinanceFinancial Modeling

Other Skills

AnalyticsAutomated High Frequency tradingDelinquency ModelingDerivativesEconometricsEconomicsEquitiesFinanceFinancial MarketsFixed IncomeHedgingLow latency trading platformMarket MicrostructureMarket ModelingOAS valuation/analysis

About

Expertise: High Frequency Trading, Statistical Arbitrage & Market Micro structure

Experience

Emint 1729 services private limited

Co-Founder and Director

Mar 2022 – Present · 4 yrs · Bengaluru, Karnataka, India

Quantbox research

Founder and Managing Director

Sep 2020 – Present · 5 yrs 6 mos · Singapore

Quantbox is a technology-driven Proprietary trading firm that specializes in systematic alpha research and electronic market-making on various exchanges. We trade across a multitude of asset classes and trading venues with significant market share.
Currently recruiting for the following roles:
Software Developer (HFT)
Quantitative Researcher / Quant Trader ( Bangalore and Singapore )

High Frequency TradingStatistical ArbitrageMarket MicrostructureQuantitative Finance

Unravel

Investor/Co-Founder

Sep 2020 – Present · 5 yrs 6 mos · Singapore, Singapore

Alphagrep securities

Senior vice president |Team lead | Algorithmic Trader

Oct 2014 – Aug 2020 · 5 yrs 10 mos · Singapore

Quantitative Research and Trading

Proprietary hedge fund

Team Lead - Quantitative high frequency Trader

Nov 2012 – Sep 2014 · 1 yr 10 mos · Greater Delhi Area

Automated High Frequency trading in equity and F&O market
Leading a team of more than 10 people including Quant traders and developers.
Developed profitable proprietary systematic trading strategies. Trading signals are driven by quantitative and statistical models.
designed and implemented low latency trading platform

Automated High Frequency tradingQuantitative and statistical modelsLow latency trading platformHigh Frequency TradingQuantitative Finance

Morgan stanley

Associate

Jun 2008 – Oct 2012 · 4 yrs 4 mos

Market Modeling, Global Strategies and Modeling Organization, Fixed Income Division
Worked as a part of the Market Modeling group developing models deployed on the Securitized Products for SPG desk, New York.
Modeled and implemented the risk neutral stochastic prepayment Model, OAS valuation/analysis and Delinquency Modeling to price mortgage-backed security.
Cash flow Analysis for RMBS securities: Analyzed individual bonds under various economic scenarios and changing indices for floating-rate securities
Individually developed proprietary pricing model for Constant Maturity Mortgages (CMM), the most effective hedging instruments for the mortgage market
Individually developed a web-based tool using c++/kdb+/perl/python/javascipts to calculate real time price, prepayment speed and risk numbers for agency pass through and bonds.

Market ModelingRisk neutral stochastic prepayment ModelOAS valuation/analysisDelinquency ModelingProprietary pricing modelFinancial Modeling+1