Sivaji Sabbavarapu, CFA

Associate Consultant

Mumbai, Maharashtra, India8 yrs 4 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in quantitative analytics and trading strategies.
Proven track record in developing algorithmic trading strategies.
Strong programming skills in Python and MATLAB for financial modeling.

Stackforce AI infers this person is a Fintech professional with expertise in quantitative analysis and trading strategies.

Contact

Skills

Core Skills

Quantitative AnalyticsTrading StrategiesQuantitative ResearchData ScienceProgramming

Other Skills

Algorithmic StrategiesAsset AllocationBacktestingBloombergCryptocurrencyDeep LearningDerivativesDerivatives TradingEquitiesFactSetFixed-Income InvestingHypothesis TestingIndex OptionsIndexingLinear Algebra

Experience

Invesco ltd.

Research Analyst - Invesco Indexing

Jul 2022 – Present · 3 yrs 8 mos · Hyderabad, Telangana, India · Hybrid

Principal global services

Lead Analyst - Quant Research

Oct 2021 – Jun 2022 · 8 mos · Pune, Maharashtra, India

Amina bank

2 roles

Senior Quantitative Analyst

Promoted

Apr 2020 – Sep 2021 · 1 yr 5 mos

Quantitative Analyst

Aug 2018 – Mar 2020 · 1 yr 7 mos

Ncdex

Quantitative Analyst

Aug 2017 – Aug 2018 · 1 yr · Mumbai Area, India

Part of Quant and Market Structure team, worked on contract micro-structure, development of
algorithmic strategies (proof of concept) and Indices
Created pairs trading strategy for different combinations of commodities with high correlation
Analyzed the impact of contract micro-structure changes on algo-trading using theoretical modelling, Monte-Carlo simulation and proposed tick size reduction in few contracts which led to 15% increase in volumes within 2 months
Developed a workable technical infrastructure in MATLAB and Python for quantitative projects