Oct 2023 – Aug 2024 · 10 mos · Mumbai, Maharashtra, India · On-site

• Full ownership of an existing MM strategy, exposed to mkt microstructure, conducted profit categorization to suggest improvements
• Introduced a Dynamic Discretion Range in the cover quoting logic as an aggressiveness measure which enhanced profitability
• Conducted research to incorporate directional bias using deviation parameters & Lead-Lag analysis to capture true moves in Futures
• Utilized DTW technique to formulate a deviation measure & identify Lead-Lag relationships in Futures & SF multiple time series model
• Implemented a classification model using XGBoost to identify profitable entry points for shorting Straddle in index options

Jul 2022 – Sep 2023 · 1 yr 2 mos · Mumbai, Maharashtra, India · Hybrid

• Supported the NY STIRT desk, contributed to achieving $300 Mn annual revenue in 2022 through strategic trade analysis & execution
• Conducted signal research & back-testing, providing actionable insights to traders for trading FOREX pairs, IR & bond futures
• Took ownership of end-to-end pre & post-trade lifecycle, handling trade bookings & expiries to ensure effective risk management
• Collaborated across teams to resolve position breaks ensuring timely settlements & managed internal cashflow system

May 2021 – Jul 2021 · 2 mos · Mumbai, Maharashtra, India

• Back-tested intraday quantitative strategies for efficiently trading equities & derivatives using 1 minute frequency data
• Developed an overarching efficient code to optimize parameters by managing entry/exit thresholds, stop-loss, take-profit & timeframes
• Developed a momentum strategy for BN Futures, 200% avg. annual returns & 3.6 Sharpe ratio during the volatile 2019-2021 period
• Identified correlated pairs of Nifty 50 stocks & explored arbitrage opportunities for each pair by monitoring price differentials

May 2020 – Jun 2020 · 1 mo · Singapore

• Designed a web interface to compare images of deployments in different environments from the kubernetes server
• Fetched the data for deployments and images from the Kubernetes API using go-client library in golang with a configuration file
• Organised the data in a configuration advantageous for comparison and constructed the RESTful API using Gorilla Mux
• Fabricated the web interface to output the list of deployments in a tabular format and added features using React js

Mar 2019 – Dec 2019 · 9 mos · Kanpur, Uttar Pradesh, India

• Leadership
• Heading a 3-tier team of 100 students to conduct the biggest flagship event of Antaragni
• Networking
• Procuring sponsorship & Dream On deals with 20+ companies & media partners worth | 20 lacs
• Roped with beauty peagents like Miss India, Miss World to judge the events at Ritambhara’19
• Management
• Strategizing to conduct the event seeing over a crowd of over 2000 in a team of 3 members
• Planning to organize and restructure events like Impressionante and Disenador in Ritambhara’19

Apr 2018 – Jan 2019 · 9 mos · Kanpur, Uttar Pradesh, India