Kartik Krishnan — Product Manager

I have a wide range of trading, research and management experience, and I currently work as a quantitative trader in the equities and multi-asset space, focusing on building proprietary trading strategies based on alphas derived from alternative datasets. I coordinate the work of various Researchers, Machine-Learning Engineers, Data Managers and Developers, tying together Research, ETL Pipelines, Back-testing, Optimisation and Trading Strategy into a collaborative and streamlined production process. I have worked as a quantitative trader at XR Trading, building out the Cryptocurrency HFT desk, focusing on research of high volume tick data and formulation of algorithmic trading strategies in the spot and futures markets. Prior to this, I was the Primary Portfolio manager for Equity, Commodity and Cayman domiciled Multi-Asset Funds at Nomura’s Alternative Investment Management Desk, also managing the Quantitative Index Solutions (QIS) Portfolios. At RBS, I worked as a Multi-Asset Index Derivatives Trader for the Dynamic Strategies (now QIS) desk, handling the Commodities, Multi-Asset and Equities Books. I'm committed to learning and building on my skills and experience, derived, in no small measure, from working with talented colleagues whom I deeply respect and admire. I love to bring out the very best in the people I work with, helping them to hone their skills, identify their strengths and challenging them to constantly broaden their horizons by assisting them in the exploration of new areas. I'm very privileged to have studied in institutes that gave me a very strong grounding in both quantitative techniques and management. I hold a Post Graduate Diploma (MBA) in Management from IIM Ahmedabad and both a Masters and Bachelors in Electrical Engineering from IIT Madras.

Stackforce AI infers this person is a Fintech professional specializing in quantitative trading and algorithmic strategies.

Location: London, England, United Kingdom

Experience: 11 yrs 9 mos

Skills

Quantitative Trading
Algorithmic Trading
Quantitative Research
Data Management
Machine Learning
Portfolio Management
Investment Management
Derivatives Trading
Risk Management

Career Highlights

Expert in quantitative trading and algorithmic strategies.
Led teams in developing proprietary trading strategies.
Strong educational background in management and engineering.

Work Experience

Bloomberg

Product Manager (2 yrs 8 mos)

XR Trading

Quantitative Trader (1 yr 4 mos)

TickUp AB

Head of Quantitative Research and Trading (1 yr 5 mos)

Robeco

Quantitative Researcher (6 mos)

XR Trading

Quantitative Trader (HFT) (1 yr 10 mos)

Nomura

Associate - QIS Portfolio Manager (1 yr 11 mos)

Senior Analyst - QIS Portfolio Manager (1 yr)

NatWest Markets Plc

Index Derivatives Trader (2 yrs 6 mos)

Summer Intern - Japanese Govt Bond Trading Desk (1 mo)

Summer Intern - Dynamic Strategies Trading Desk (1 mo)

Maschinenfabrik Reinhausen

Summer Intern - Software Development (2 mos)

Education

Master of Business Administration - MBA at Indian Institute of Management Ahmedabad

Master of Technology (M.Tech.) at Indian Institute of Technology, Madras

Bachelor of Technology (B.Tech.) at Indian Institute of Technology, Madras

Kartik Krishnan

Product Manager

London, England, United Kingdom11 yrs 9 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in quantitative trading and algorithmic strategies.
Led teams in developing proprietary trading strategies.
Strong educational background in management and engineering.

Stackforce AI infers this person is a Fintech professional specializing in quantitative trading and algorithmic strategies.

Contact

Skills

Core Skills

Quantitative TradingAlgorithmic TradingQuantitative ResearchData ManagementMachine LearningPortfolio ManagementInvestment ManagementDerivatives TradingRisk Management

Other Skills

Azure CloudBack-testingBusiness AnalysisBusiness StrategyC#C++Capital MarketsCorporate FinanceData AnalysisDatabricksDerivativesETL PipelinesEquity DerivativesEtfsExotic Options

About

Experience

11 yrs 9 mos

Total Experience

1 yr 11 mos

Average Tenure

2 yrs 8 mos

Current Experience

Bloomberg

Product Manager

Aug 2023 – Present · 2 yrs 8 mos · London, England, United Kingdom

Product Manager, Quantitative Research Products

Xr trading

Quantitative Trader

Apr 2022 – Aug 2023 · 1 yr 4 mos · London, England, United Kingdom

Quantitative Trader / Algorithmic Trader in High Frequency Trading (HFT)
Development of strategies based on analysis of high volumes of tick-data
Implementation of these strategies in low-latency code for specialised architecture.
Performed strategy research in Python and coded the strategies in C++

Quantitative TradingAlgorithmic TradingHigh Frequency TradingPythonC++

Tickup ab

Head of Quantitative Research and Trading

Nov 2020 – Apr 2022 · 1 yr 5 mos · London, England, United Kingdom

Coordinated the work of the research team in the development of alphas from alternative datasets
Credit card spending, news headlines, sentiment data from social media and app metadata were among several datasets utilised
Managed the data team that oversaw the creation of ETL Pipelines for research and production from the raw vendor datasets
Oversaw the entire back-testing and optimisation process, creating production trading strategies
Performed fundamental analysis for the strategies that were quantamental in nature, as a final step before placing trades

Quantitative ResearchETL PipelinesBack-testingOptimisationData Management

Robeco

Quantitative Researcher

Apr 2020 – Oct 2020 · 6 mos · London, England, United Kingdom

Development of Machine Learning pipelines for Quantitative Research
Feature identification, extraction, transformation and loading for a Corporate Bond dataset using the Azure Cloud (Databricks)

Machine LearningFeature EngineeringAzure CloudDatabricksQuantitative Research

Xr trading

Quantitative Trader (HFT)

Apr 2018 – Feb 2020 · 1 yr 10 mos · London, United Kingdom

Quantitative Trader / Algorithmic Trader in High Frequency Trading (HFT)
Development of strategies based on analysis of high volumes of tick-data
Implementation of these strategies in low-latency code for specialised architecture.
Performed strategy research in Python and coded the strategies in C++

Quantitative TradingAlgorithmic TradingHigh Frequency TradingPythonC++

Nomura

2 roles

Associate - QIS Portfolio Manager

Promoted

Apr 2016 – Mar 2018 · 1 yr 11 mos · London, United Kingdom

Portfolio Manager: QIS Funds
Primary Portfolio Manager - Multi Asset Funds and Nomura NEXT ETFs: NKY and JPX 400 Indices
Primary Portfolio manager for the Multicurrency, Commodity and Multi-Asset Funds.

Portfolio ManagementMulti-Asset FundsQIS FundsInvestment Management

Senior Analyst - QIS Portfolio Manager

Apr 2015 – Apr 2016 · 1 yr · London, United Kingdom

Portfolio Manager - QIS Funds
Portfolio Manager - Multi Asset Funds
Portfolio Manager - Nomura NEXT ETFs : NKY and JPX 400 Indices
Secondary Portfolio manager for the Multicurrency, Commodity and Multi-Asset Funds
Built several IT systems of the desk, from scratch, tremendously increasing throughput

Portfolio ManagementMulti-Asset FundsQIS FundsInvestment Management

Natwest markets plc

3 roles

Index Derivatives Trader

Sep 2012 – Mar 2015 · 2 yrs 6 mos · London, United Kingdom

Index Derivatives Trader - Dynamic Strategies Desk (now QIS) - Exotic Options on Custom Indices
Primary Trader for the Commodities, Multi-Asset and Strategy of Strategies books at the desk. I managed the Gamma, Vega, Delta, Rho and FX exposures of a portfolio of exotic multi-asset index options.
Hedged the exposures using vanilla options, variance swaps, equity swaps, futures, cash equities, interest-rate swaps and other products, hedging the exposures based on my view of the market and desk overnight limits.
Secondary Trader for the Equities and Autopilots books at the desk.
Daily delta/gamma/rho/FX hedge trading using Spot and Forward FX, Vanilla Options, Futures, Equity and Interest Rate swaps, etc.
Pricing and execution of structured products for client trading
Handled the secondary market making processes for the desk.
Created an automated order-management system for both index leverage changes and index rebalances.
Automated the internal book-to-book Delta and FX Delta transfer/flattening system.
Handled the desk’s T+0 and T+1 PNL reporting processes and acted as the desk’s primary point of contact for Finance, Sales, Middle Office, Client Valuations and Settlement Teams.

Index Derivatives TradingExotic OptionsHedgingDerivatives TradingRisk Management

Summer Intern - Japanese Govt Bond Trading Desk

May 2011 – Jun 2011 · 1 mo · London, United Kingdom

• Partially automated the PnL calculation of the curves that the desk had positions on. Under supervision, priced and executed trades using Delta Trader and Reuters Dealing.

Summer Intern - Dynamic Strategies Trading Desk

Apr 2011 – May 2011 · 1 mo · London, United Kingdom

• Programmed an automated Slippage Calculator in Visual Basic that calculates the Slippage for volatility-capped indices, over a range of index methodologies with a multitude of variable parameters that can be customised as desired. The Slippage Calculator was used by the desk to generate reports every Quarter.

Maschinenfabrik reinhausen

Summer Intern - Software Development

May 2008 – Jul 2008 · 2 mos · Regensburg Area, Germany

Built and demonstrated an interface for testing Industrial Voltage Regulators manufactured by the firm.
The interface controls an Omicron CMC 150 and uses the CMC to run tests on the TAPCON 240.
Secured the highest grade in all parameters of evaluation in the final internship report.