Jul 2019 – Present · 6 yrs 8 mos · Mumbai, Maharashtra, India

• 1. Engineered and executed advanced options strategies including long/short straddles and delta neutral
• portfolios, leveraging both directional and non-directional market views to capitalize on volatility and
• minimize directional risk.
• 2. Developed and maintained delta neutral positions by dynamically balancing positive and negative deltas
• across options and underlying assets, with regular rebalancing when portfolio delta deviated beyond ±0.15,
• ensuring minimal exposure to price movements.
• 3. Specialized in volatility trading by identifying periods of compressed volatility using indicators such as
• Bollinger Bands, and deploying breakout and mean-reversion strategies to profit from anticipated volatility
• expansions.
• 4. Utilized real-time trading platforms with advanced Greeks calculations (delta, gamma, vega, theta) to monitor
• and manage risk exposures, optimize position sizing, and execute rapid adjustments in response to market
• shifts.
• 5. Programmed and automated options trading strategies in C++ and Python, enabling systematic execution,
• real-time data analysis, and efficient risk management across Indian and US derivatives markets.
• 6. Conducted rigorous quantitative research and backtesting of straddle, strangle, and ratio spread strategies,
• refining models to exploit volatility skew and event-driven market dislocations.
• 7. Oversaw cross-border trading operations and capital allocation, maintaining robust capital margins and
• adhering to disciplined risk protocols to deliver consistent, market-beating returns.

May 2018 – Jun 2019 · 1 yr 1 mo · Pune, Maharashtra, India