ashish sachan

Associate Partner

Hong Kong, Hong Kong12 yrs 6 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Over 10 years of experience in quantitative research.
Expertise in option market making and stochastic volatility modeling.
Proficient in C++, Python, and KDB+ for financial modeling.

Stackforce AI infers this person is a Fintech expert specializing in quantitative research and trading strategies.

Contact

ashishsachan919@gmail.com LinkedIn

Skills

Core Skills

Machine LearningQuantitative Research

Other Skills

C#C++Capital MarketsData AnalysisDerivativesFinancial ModelingKDB+MatlabOptionsPerlPython (Programming Language)Quantitative FinanceStatistical ArbitrageTrading

About

Have worked in the Quantitative Research for 10+ years. Have good knowledge about Option Market Making, Impact Cost modelling, Stochastic Volatility Modelling. Have good experience in C/C++,Python,KDB

Experience

Clsa

2 roles

Associate Director Listed Option Trading

Promoted

Sep 2023 – Present · 2 yrs 6 mos · On-site

India Listed Options Market Making

Senior execution quant

Sep 2022 – Aug 2023 · 11 mos · On-site

Short Term Price prediction for Optimal Order Placement

Machine LearningC#KDB+

Citi

2 roles

Vice President

Promoted

Jan 2022 – Sep 2022 · 8 mos

Quantitative Researcher, Cash Equities
1. Researched and Implemented Close Impact Cost model .
2. Optimal cost based on continuous and close auction for Smart Close strategy
3. Central Risk Market Making for EMEA

Machine LearningPython (Programming Language)KDB+Quantitative Research

Assistant Vice President

Aug 2018 – Dec 2021 · 3 yrs 4 mos

Wallsoft labs

Quantitative Researcher

Aug 2017 – Jul 2018 · 11 mos · Gurgaon, India · On-site

High Frequency Option Market Making.
1. Lead Lag Based Option Market Making
2. Automated Volatility Curve Fitter
3. Market Micro Structure Research

Machine LearningQuantitative ResearchPython (Programming Language)C++Statistical Arbitrage

Estee

Quantitative Trader

Jun 2016 – Jul 2017 · 1 yr 1 mo · Gurugram, Haryana, India · On-site

Volatility Trading Index Options

Deutsche bank

Senior Analyst

Oct 2014 – May 2016 · 1 yr 7 mos

Quantitative Research on Eurex Markets

Flextrade

Associate Software Developer

Jul 2013 – Sep 2014 · 1 yr 2 mos · Pune

Worked on the FX HFT trading platform. Good knowledge of trading infrastructure

Capital metrics & risk solutions

Intern

Sep 2011 – Jan 2012 · 4 mos · Pune Area, India

Implemented Badforth Adesi Whaley American Option Pricing.
Calibrated Heston Stochastic Volatility model for Nifty50 using MATLAB.
Reduced Covariance Matrix of global portfolio containing over 80 entities size using Singular Value Decomposition.