Swapnil Sonawane — Product Manager

-Good Understanding of the Time series. -Worked on directional and mean reverting trading strategies in Forex Market using Time series models(ARIMA,GARCH) Technical indicators and Regression. -Good knowledge of Options, Greeks and strategies. -Good knowledge on Option Pricing models: Black Scholes model, Jump Diffusion Model, Heston model with stochastic volatility. Option Valuation using Fourier Transform. -Experience researching, modeling, and implementing systematic trading strategies in production on Indian markets -Executing latency sensitive strategies on colocation platform Utrade using C++ in Butterfly, Jelly, Box and Vol Arb. -Understanding of option IV and greeks such as Delta, Vega, Gamma, theta -Understanding of Risk Management and Hedging. -Executing Bidding and IOC on Utrade. -Decoding NNF protocol (7208,7202 etc) for Snapshot data for live testing. -Quantitative research in Stat Arb Pairs, Vol Arb, Expiry day Option Buying strategies. -Algorithm Trading: Deployed equity Intra day strategy using technical Indicators using Fyers API. --Built custom Option analytics to time entry and exit in options writing. -Experience in Options Delta Neutral expiry day strategies for monthly, weekly options. -Data Science and Machine Learning Experience in Trading domain. -Valid US B1 Visa till 2028.

Stackforce AI infers this person is a Fintech expert specializing in quantitative trading and algorithmic strategies.

Location: South Delhi, Delhi, India

Experience: 9 yrs