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Arya P.

Associate Consultant

Noida, Uttar Pradesh, India2 yrs experience

Key Highlights

  • Expert in forecasting LIBOR rates and identifying trade opportunities.
  • Strong background in quantitative research and statistical analysis.
  • Passionate about India's growth story in manufacturing.
Stackforce AI infers this person is a Fintech expert with strong quantitative research capabilities.

Contact

Skills

Core Skills

Quantitative ResearchStatistical ResearchEvent ManagementProject Management

Other Skills

3D VisualizationC++Data VisualizationNumerical AnalysisPython (Programming Language)

About

Trading Brazilian Interbank Deposit (DI1) futures, navigating market mispricing and interest rate shifts on the curve. Apart from the Brazilian DIs or American SOFRs, I like to switch things up with some selective equity plays in both US and Indian markets. In the end it’s all about balancing the short-term rate moves with long term growth potential. Beyond the markets, I’m intrigued by the transformative power of manufacturing and am deeply invested in following and being a part of India's growth story. Hope this helps.

Experience

Futures first

Quantitative Researcher

May 2023Jul 2023 · 2 mos · Gurugram, Haryana, India · Hybrid

  • Forecasted LIBOR rates of different maturities using interest rate models - Vasick, CIR, Hull-White and Heath-Jarrow-Morton(HJM).
  • Identified trade opportunities based on the mispricing of Eurodollar Futures.
  • In-depth analysis of more than fifty macro indicators vs interest rate and LIBOR Term Structure.
  • Offered and accepted PPO.
  • Dealing with FRAs, FLYs/D-FLYs and making Delta-Neutral Strategies.
Quantitative Research3D VisualizationStatistical ResearchNumerical AnalysisData VisualizationPython (Programming Language)

Inter iit tech meet

Manager, Marketing and Outreach

Jul 2022Feb 2023 · 7 mos · Kanpur, Uttar Pradesh, India

  • Inter-IIT Tech Meet 11.0
  • Prepared database, contacted and got companies for sponsorship. Coordinated with problem statement formulation, submissions and judgements.
Event Management

Finance and analytics club, iitk

2 roles

Secretary

Promoted

Aug 2021Apr 2022 · 8 mos · Kanpur, Uttar Pradesh, India

Project ManagementEvent Management

Member

Nov 2020Aug 2021 · 9 mos · Kanpur, Uttar Pradesh, India

Techkriti, indian institute of technology kanpur

Senior Executive

Dec 2020Mar 2022 · 1 yr 3 mos · Kanpur, Uttar Pradesh, India

  • 1. Media and Publicity
  • 2.Techkriti Open School Championship(TOSC) Delhi NCR
  • 3.Technocruise-Delhi NCR
Event Management

Entrepreneurship cell, iit kanpur

Member

Nov 2020Apr 2021 · 5 mos · Kanpur, Uttar Pradesh, India

Robotics club, iit kanpur

Member

Nov 2020Mar 2021 · 4 mos · Kanpur, Uttar Pradesh, India

Education

Indian Institute of Technology, Kanpur

Bachelor's degree — Biological Sciences and Bioengineering

Jan 2020Jan 2024

Bal Bharati Public School, Noida

AISSCE

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