QAZI HASAN SAUD

CEO

Mumbai, Maharashtra, India16 yrs 1 mo experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in developing trading systems using C++ and KDB+/Q.
Led quant development teams in top financial institutions.
Proven track record in improving market making algorithms.

Stackforce AI infers this person is a Fintech expert specializing in quantitative analytics and trading systems development.

Contact

Skills

Core Skills

C++Quantitative Analytics

Other Skills

Agile MethodologiesBusiness AnalysisCCore JavaCredit Electronic TradingDesign PatternsJava Enterprise EditionKDB+KDB+/QOraclePL/SQLPythonQRates Electronic TradingRequirements Analysis

About

Leading and developing Quant,Pricing, Risk and Front Office Trading systems in C++ and KDB+/Q

Experience

Morgan stanley

Vice President

Nov 2021 – Present · 4 yrs 4 mos · Mumbai, Maharashtra, India

Leading the rates Quant dev area in the FID Strats team in C++ , Scala,Python.

C++ScalaPythonQuantitative Analytics

Deutsche bank

2 roles

Vice President(Quant Strat)

Promoted

Mar 2021 – Oct 2021 · 7 mos

Leading and developing quant applications and libraries in C++ and KDB+/Q for Rates Electronic Trading , Credit Electronic Trading, Client flow analytics.
Involved in various client flow analysis and post trade analysis for improving the market making algos for the Deutsche Bank Fixed Income E-traders.

C++KDB+/QQuantitative Analytics

Assistant Vice President(Quantitative Strategist)

Sep 2017 – Mar 2021 · 3 yrs 6 mos

Rates Electronic Trading , Credit Electronic Trading, Client flow analytics.
Involved in various client flow analysis and post trade analysis for improving the market making algos for the Deutsche Bank Fixed Income E-traders.
Have also worked on prototyping and backtesting Etrading market making algos for EGB’s and UST Bonds

Rates Electronic TradingCredit Electronic TradingQuantitative AnalyticsC++

Hsbc global banking and markets

Consultant Specialist

Jul 2016 – Sep 2017 · 1 yr 2 mos · Pune/Pimpri-Chinchwad Area

Worked for the HSBC Holdings in the Fixed Income and Derivative Risk and PnL team. Was leading the team for the changes in the Market Risk calculations and the changes in the Risk and PnL framework

Royal bank of scotland

2 roles

Associate Vice President

Promoted

Apr 2015 – Jul 2016 · 1 yr 3 mos · Gurugram, Haryana, India

Primarily a C++ developer currently leading the PnL Attribution team in (GDS a front office to back office solution for complete trading lifecycle of Interest Rate derivative products) for calculation and reporting of Risk based and Reval Based PnL attribution and reporting to the RBS controllers and other Risk measures like greeks Delta ,Gamma etc. Also working as a developer in C++/C# for Rates Trader team a front office solution for Derivative trading in RBS

C++

Senior Software Designer

Oct 2012 – Mar 2015 · 2 yrs 5 mos · Gurugram, Haryana, India

Working for the RBS group in the Global Derivative System team catering to all the front ,middle and back office operations for OTC derivative trades.With technical expertice in C++, C, Python and unix scritping.

C++Python

Computer sciences corporation

Senior Consultant

Mar 2011 – Oct 2012 · 1 yr 7 mos · Greater Chennai Area

Senior consultant at CSC in C++ for PayPal in the CFMI Vertical (Consumer, Funding Mix, Marketing & Incentives), working out of the PayPal Chennai office.

C++