Dhruv Chauhan

Product Engineer

Bengaluru, Karnataka, India3 yrs 9 mos experience

Most Likely To Switch

Key Highlights

Expert in developing trading algorithms and bots.
Proven track record in volatility trading and analysis.
Strong collaboration skills in cross-functional teams.

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

Contact

Skills

Core Skills

Portfolio ManagementFinancial AnalysisVolatility TradingData Analysis

Other Skills

Asset Allocation ModelData CollectionFinancial AccountingGamma Scalping EngineImplied Probability DistributionMachine LearningOptimizationPandas (Software)Project ManagementPython (Programming Language)SQLSignal GenerationTime Series AnalysisTrading SystemsVolatility Analysis

About

Skilled quantitative analyst who specializes in trading volatility. Capable of developing trading bots and creating and applying sophisticated algorithms. Capable of using statistical models and data analysis methods to support well-informed decisions. Ability to deliver creative solutions in a fast-paced environment by collaborating with cross-functional teams.

Experience

Futures first (previously ostc)

Quantitative Engineer

Sep 2023 – Present · 2 yrs 6 mos · Mumbai, Maharashtra, India · Hybrid

Qcalpha advisors

2 roles

Quantitative Analyst

May 2022 – Aug 2023 · 1 yr 3 mos · Mumbai, Maharashtra, India

Developed and implemented an Asset Allocation Model (AAM) for portfolio construction which quantifies momentum over different asset classes.
Worked directly under the portfolio manager to develop and manage a portfolio of 20 stocks
with the highest momentum among large cap stocks, adjusting the composition monthly.
Actively involved in data collection, processing, and signal generation of the system, ensuring
accurate and timely execution of trades working with different teams.

Asset Allocation ModelData CollectionSignal GenerationPortfolio ManagementFinancial Analysis

Research Analyst Intern

Apr 2021 – Apr 2022 · 1 yr · Mumbai, Maharashtra, India

Worked on identifying Volatility Regime and Analyzed the implications of upward and
downward facing slopes of Implied Volatility- Historical Volatility Graph (IV-HV)
Helped in building a gamma scalping engine with delta adjustment adjusted to market
volatility.
Analyzed Skew of Indian Markets with different strikes (based on moneyness).
Developed a system of buying and selling skew depending upon conclusions drawn.
Calculated Implied Probability Distribution and Analyzed the market bias based on 100-
point Iron Fly on Option Expiry Days.

Volatility AnalysisGamma Scalping EngineImplied Probability DistributionVolatility TradingData Analysis