Jul 2023 – Feb 2024 · 7 mos · Remote

• Research, Trading

May 2022 – Jun 2023 · 1 yr 1 mo · London, England, United Kingdom · On-site

• Managed pricing and hedging framework for UK & China Equity ETFs Market Making books – Screen and RFQ
• Formulated pricing framework using Advanced Regression model for European and Emerging Markets ETFs
• Implemented Strategies:
• 1) High Frequency Spread Arbitrage Strategy across multiple listings of same ETF,
• 2) Basis Trade between Index ETFs vs Futures, 3) ETF vs underlying stock basket reversion strategies
• Coded Python Back-testing Framework for Statistical Arbitrage & Momentum Strategies in Delta 1 Products
• Researched Overnight Reversion Strategy in China Equities Market & ADRs: Sharpe = 3.5 and Max DD: 2%
• Implemented Python Framework built from scratch for inventory management saving $ 2M/year across firm

Sep 2021 – Apr 2022 · 7 mos · London, England, United Kingdom · On-site

• Back-tested quoting & hitting Strategy with XML/XSD configurations and coded in C++ (Market-Making Team)
• Supported Global Macro Team building Excel & VBA screening tools for daily monitoring of position and risk
• Shadowed Trader: Learned Basics of Options Theory, Derivative Pricing, Dynamic Hedging and OTC Trading

Jan 2021 – May 2021 · 4 mos · Mumbai, Maharashtra, India

• Taught batch of 25+ students and addressed their doubts
• Topics:
• Theorems in Limits, Continuity, Derivatives & Integration in Single and Multiple Variables
• Surface Integrals, Green's Theorem, Stoke's and Divergence Theorem

Jan 2021 – May 2021 · 4 mos · Mumbai, Maharashtra, India

• Taught batch of 25+ students and addressed their doubts
• Topics:
• Numerical Differentiation, Integration, Solution to Differential Equation & Interpolation
• Secant Method, Newton-Raphson Method, Fixed-Point Iteration Method
• Lagrange and Newton's Interpolation

Jul 2020 – Aug 2020 · 1 mo · New York, United States

• Devised Investment Strategies using Logistic Regression over past 10 years data of Indian Mutual Funds
• Modified data to remove ± 2σ outliers from 300+ actively managed Indian mutual funds (Feature engineering)

Apr 2020 – Jun 2020 · 2 mos · Maharashtra, India

• Formulated Financial Plan of ₹10 M corpus: DCF Valuation, Low correlated assets, Modern Portfolio Theory
• Implemented option trading and hedging strategies for 5 clients (Bullish, Bearish, Neutral Volatility Spreads)
• Procured Yield to maturity of 120+ bonds using cash-flow discounting by implementing a Python algorithm

Nov 2019 – Mar 2020 · 4 mos

• Work on Mechanical Properties of Maraging Steels Grade 350 (both as received and High Pressure Temperature) with respect to varying ageing temperature and time

Jul 2019 – Apr 2020 · 9 mos

• 1) Guided 8 Sophomores in making better choices about available academic and extra- curricular opportunities
• 2) Authored article on D-AMP Blog about course review: Introduction to Entrepreneurship
• https://dampmemsiitb.wordpress.com/2018/07/08/minor-entrepreneurship/amp/

Jul 2019 – Nov 2019 · 4 mos

• Teaching Assistant for Engineering Graphics and Design Course
• Helped a batch of 100+ freshers in basic understanding of AutoCad and SolidWorks Tools

Dec 2018 – Apr 2019 · 4 mos

• 1) Worked on Perovskite Solar Cells (PSC) perovskite material composition varying composition of Halides to check the changes in efficiency of PSC.
• 2) Published my Seminar paper in a subsequent course.

Jul 2018 – Mar 2019 · 8 mos · Mumbai, Maharashtra, India

• Recieved 250M funds for institute during Silver Jubilee Reunion of135+ Alumni organized in association with Alumni Association

Jul 2018 – Dec 2018 · 5 mos · Mumbai Area, India

• Led a team of 10 organizers to manage logistics and on ground execution of various competitions
• Administered organization of 7 dance competitions with 3000+ participants(on ground) to cater 10,000 people
• Negotiated non-monetary deals with cultural academies and renowned celebrities for judging the competitions
• Responsible for end to end ideation of Solo Dance Competition catering 100+ participant