Rhea Bheda

Product Manager

Mumbai, Maharashtra, India8 yrs 7 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Generated annualized PnL exceeding 10M.
Maintained a Sharpe ratio of 2.5+ across trades.
Developed proprietary risk monitoring tools.

Stackforce AI infers this person is a Fintech expert specializing in quantitative trading and risk management.

Contact

Skills

Core Skills

Quantitative Investment StrategiesRisk ManagementMachine LearningTrade ExecutionQuantitative AnalysisHigh-frequency TradingRegulatory ComplianceCompliance ManagementMarket Research

Other Skills

CommerceCompliance ReportingCustomer CommunicationDynamic Risk ManagementEquity DerivativesExcel ModelsFinancial ModelingFraud InvestigationsFutures TradingHealth enthusiastHumorInitial Public Offerings (IPO)Law LibrarianshipMarket AnalysisMarket Risk Analysis

About

With a Bachelor's degree from the University of Mumbai and a Company Secretary credential, my journey has led me to KIFS Trade Capital as a Quantitative Trader. My core competencies lie in exploiting market inefficiencies and integrating machine learning into trading strategies to generate significant profits with controlled risks. The development of proprietary risk monitoring tools has been a cornerstone of my ability to manage substantial notional exposures while optimizing execution efficiency. At KIFS Trade Capital, our team has consistently maintained a high Sharpe ratio, identifying and executing thousands of trades daily. We've reduced execution latency and slippage, thanks to advanced algorithms and real-time analytics. My focus on dynamic risk management and adherence to strict regulatory frameworks has contributed to the robustness and resilience of our trading operations. I'm committed to fostering a culture of innovation, leveraging my skills in options trading and machine learning to drive our collective success.

Experience

Kifs trade capital

3 roles

Quantitative Trader

Promoted

Apr 2022 – Present · 3 yrs 11 mos

Identified and executed structured volatility arbitrage trades, capturing inefficiencies in skew and term structure, generating annualized PnL exceeding 10M with controlled downside risk. Managed 200M+ notional exposure in options, dynamically adjusting hedge ratios to optimize gamma positioning, reducing portfolio drawdowns by 25% during volatile market conditions. Structured and traded calendar spreads, and dispersion trades, systematically exploiting discrepancies between implied and realized volatility to enhance risk-adjusted returns. Developed proprietary real-time risk monitoring tools that reduced slippage by 40%, improved execution efficiency, and enhanced liquidity management in fragmented options markets.

OptionsMachine LearningRisk MonitoringQuantitative Investment StrategiesRisk AdjustmentTrade Execution Strategies+4

Quantitative Trader

Promoted

Apr 2021 – Mar 2022 · 11 mos

Executed over 5,000+ trades daily across equity index futures, ETFs, and single-stock derivatives, optimizing execution speed and minimizing slippage in ultra-low latency environments. Managed a 50M+ portfolio, maintaining a Sharpe ratio of 2.5+, while actively hedging exposure using delta-neutral and statistical arbitrage strategies to ensure risk-adjusted returns. Developed and optimized trading algorithms, reducing execution latency by 30%, improving market impact efficiency, and enhancing fill rates through advanced order placement logic. Backtested and deployed 50+ intraday trading strategies, leveraging high-frequency signals, order book imbalances, and machine learning techniques to generate consistent alpha.

OptionsMachine LearningTrade Execution StrategiesStatistical ArbitrageRisk AssessmentTrade Execution+1

Risk Management Officer

Sep 2020 – Mar 2021 · 6 mos

Conducted daily risk assessments for equity and index options portfolios, ensuring adherence to VaR limits, stress testing scenarios, and exposure thresholds to mitigate market risk. Monitored and analyzed risk sensitivities (Delta, Gamma, Vega, Theta, and Rho) to assess portfolio exposure to market movements, volatility shifts, and interest rate changes. Developed and implemented stress testing frameworks to evaluate potential losses under extreme market conditions, leveraging historical and hypothetical scenarios. Ensured compliance with regulatory frameworks such as Basel III, CCAR, and FRTB by performing risk-based capital calculations and providing risk insights for governance and reporting.

Risk AssessmentStress TestingRegulatory ComplianceRisk Management

Aryaman financial services limited

Market Researcher

May 2016 – Aug 2019 · 3 yrs 3 mos

Managed compliance frameworks for equity and commodity markets, ensuring adherence to SEBI, RBI, and financial regulations, while conducting policy reviews and risk mitigation strategies. Developed and reviewed financial reports, XBRL filings, and regulatory documents, ensuring seamless governance and compliance for SME and Main Board-listed companies. Conducted quantitative analysis, financial modeling, and risk assessment to optimize investment strategies, leveraging historical and real-time data for market insights. Assisted in structuring and executing IPOs, private placements, and corporate actions, coordinating due diligence, regulatory filings, and investor communications for successful transactions.

Compliance ReportingFinancial ModelingMarket AnalysisCompliance ManagementMarket Research