Mar 2022 – Present · 4 yrs 2 mos

• Cross-asset Strategy: Responsible for all content coming out of the team which includes macro strategies and cross-asset ideas. These include Weekly Investment Meetings, Monthly Outlooks, Investment Committee Meetings
• Content Strategy: As part of the CIO Team, responsible for writing macro commentaries, thought pieces and cross-asset impact of market events
• Investment Advisory: Create tailor-made solutions across Equity, FX, Fixed Income and Funds for clients according to their requirements.
• Portfolio Analysis Solutions: Use of data science, BQNT and AI for Portfolio Analysis which takes into consideration structured products as well. Augmented Advisory Solution reduces portfolio analysis time by ~95% and is starting point for client communication. Can analyze internal and external client portfolios.
• Discretionary Portfolio Management: Manage client portfolios according to different mandates. Current AuM is around 300mn$ (18x in the past three years). Created and managed new portfolios including Dynamic Resilience and Global Fixed Income portfolio
• Head the IPAS team in India leading a team of 20 strategists across different asset classes - FI, Equity, FX and Funds and BAs.
• Member of the Equity Investment Committee which meets monthly to decide upon country and sector allocation
• Awarded Bloomberg Top of Quants Award in Asia in 2023 for Equity Analysis System Fortuna and the best CIO office in Asian Private Bank Awards in 2024

Apr 2019 – Mar 2022 · 2 yrs 11 mos

Apr 2015 – Mar 2019 · 3 yrs 11 mos

• Thematic & Systematic Trading: Originated and executed thematic, stub, pair, and systematic trade ideas across APAC equities and sectors.
• Arbitrage & Special Situations: Structured trades, including class shares, AH spreads, stubs, and cross-border valuation gaps.
• Algorithmic Model Development: Built and deployed Python-based systematic strategies using MACD, RSI, range breakouts, and volatility filters.
• Basket Creation & Management: Designed and maintained client/custom baskets, managing pricing, history, corporate actions, and rebalancing.
• Volatility & Correlation Trading: Executed volatility spreads, term structure, and correlation-based strategies across indices and single-stock pairs.
• Derivatives Trade Origination: Generated actionable derivative trade ideas across APAC equities, indices, and sector structures for internal and client use.
• Cross-Asset Flow Analysis: Delivered flagship reports analyzing ETF flows, Stock Connect flows, positioning data, and cross-asset sentiment shifts.
• Client Engagement & Sales Coverage: Presented trade ideas, market views, and derivatives strategies to hedge funds, real money, and institutional clients.

Jan 2014 – Apr 2015 · 1 yr 3 mos

• Equity Derivatives Strategist working in thematic, event driven and relative value idea generation hedging and alpha generation strategies across equity and volatility derivatives mainly for the Europe region.

Jun 2011 – Dec 2013 · 2 yrs 6 mos

• Member of equity algorithm trading technology team.
• Major responsiblities:
• Managing the reference data system for equity front office systems.
• Additionally worked in other infrastructure based components for algorithm trading suite.
• Design and development of the Historical Flow Database systems for the Japan market which resulted in a huge cost saving for the firm. Worked closely with the Business Analyst building the system right from scratch.