Parth Parakh

CEO

Amsterdam, Netherlands7 yrs 2 mos experience

Key Highlights

  • Expert in developing advanced pricing models for FX trading.
  • Proven track record in optimizing risk management strategies.
  • Strong background in software development with C++ expertise.
Stackforce AI infers this person is a Fintech professional specializing in FX trading and quantitative analysis.

Contact

Skills

Core Skills

PricingRisk ManagementPricing ModelsFx TradingModelingSoftware DevelopmentC++Data Analysis

Other Skills

AnalysisCEngineeringFX spotFeature ExtractionFinancial DataFramework EnhancementHardware Abstraction LayerHedgingLow latency pricing modelsMarket-makingOperational RiskProgrammingProtocol Stack DevelopmentPython

About

Parth works as an FX trader specializing in the development and execution of advanced pricing and hedging models within the FX team. His role involves optimizing market-making strategies and risk management for the FX franchise

Experience

7 yrs 2 mos
Total Experience
1 yr 10 mos
Average Tenure
1 yr 7 mos
Current Experience

Abn amro bank n.v.

Quantitative Trader

Sep 2024Present · 1 yr 7 mos · Amsterdam Area · On-site

  • Spot, Forwards and Swaps - pricing and hedging
PricingHedgingMarket-makingRisk Management

Credit suisse

eMacro Trading Strats

Sep 2021Aug 2024 · 2 yrs 11 mos · London, England, United Kingdom

  • Strats are a specialised group working on low latency pricing models and strategies for FX spot, eNDFs, PMs and UST desk.
Low latency pricing modelsFX spoteNDFsUST deskPricing ModelsFX Trading

Santander uk

Summer Intern

Jun 2021Sep 2021 · 3 mos · London, England, United Kingdom

  • Quant - Modeling OpRisk
ModelingOperational Risk

Samsung research

Senior Software Engineer

Jun 2018Sep 2020 · 2 yrs 3 mos · India & South Korea

  • Member of the Protocol Stack Development Team.
  • Development and enhancement of the C++ based libraries for the Communication Processor (CP)
  • Major Projects: Suwon, Korea ( 6 months )
  • Development of the Hardware Abstraction Layer (HAL) module of the
  • Communication Processor (CP) for a flagship Samsung Device.
  • Refactoring MTM module for an automobile-based chip-set.
  • Enhancement of the IRAT framework leading to a reduction in the abort
  • processing time.
  • Language : C/C++ 11/14/17 | STL
  • Perforce, Jira, Jenkins
C++Protocol Stack DevelopmentHardware Abstraction LayerSoftware Development

Nanyang technological university

Research Assistant

Jan 2018Jul 2018 · 6 mos · Singapore

  • Implemented speech matching algorithms and feature extraction techniques on the data of low resource languages.
  • Language : python3.
  • NNs, DTW, MFCC, pytorch, Keras.
Speech Matching AlgorithmsFeature ExtractionPythonData Analysis

Indian institute of management, ahmedabad

Research Associate

Jun 2016Jul 2016 · 1 mo · Ahmedabad Area, India

  • Implemented time series analysis and regression techniques on vast amounts of financial data
  • Developed a model to convert intangible assets into measurable value
  • Language : python3
  • Tools : ARIMA, GARCH, ETS, AIC, DickeyFuller, PACF, ACF
  • Prof : Arvind Sahay
Time Series AnalysisRegression TechniquesFinancial DataData Analysis

Education

UCL

Master of Science - MS — Computational Finance

Jan 2020Jan 2021

Indian Institute Of Information Technology Allahabad

Bachelor of Technology (BTech) — Electrical and Electronics Engineering

Jan 2014Jan 2018

Birla Vidya Niketan

Science

Jan 2002Jan 2014

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