Apr 2023 – Nov 2024 · 1 yr 7 mos · Mumbai, Maharashtra, India · On-site

• Developed and executed sophisticated trading/Hedging strategies in US Fixed Income markets and Global Treasuries, including SOFR (1 month and 3 month), Euribor, SONIA, Fed Fund Futures, and Short-Term Interest Rate Swaps (STIRS), 2 Year Note and 10 Year Note. Prepared financial models to exploit curve trading strategies in US Fixed income markets, identified close arbitrage opportunities, analysed and built upon flattening and steeping strategies in yield curve of US SOFR, Fed Fund and Notes (2-Year and 10-Year Notes).
• Conducted in-depth macroeconomic research covering global markets, including the U.S., Europe, Asia, and emerging markets, focusing on key indicators such as GDP growth, inflation, interest rates, and employment trends to analyze impact on Equities, fixed income, currencies (FX), and Agri-commodities.
• Successfully navigated commodity markets trading Soya Beans (ZS), Soya Oil (ZL), Soya Meal (ZM), Corn (ZC), Wheat (ZW and KE), and Palm Oil (FCPO-Bursa Malaysia), ensuring maximum returns through a strong risk management framework.
• Assessed physical market dynamics, such as CIF Nola and FOB premiums, cash basis, barge rates, production patterns of vegetable oils, import-export trends, export inspections, influence and impact on biodiesel space, demand pipeline for refineries, evaluating elevators operational risk and service life of components, seasonal variation, daily truck trip assignments, crush margins and operating facilities for crushers, and weather impacts on plantation and harvest. Maintained a detailed and comprehensive database for World Agricultural Supply and Demand Estimate and United States Department of Agriculture and prepared daily reports and forecasts for traders to enhance information flow.
• Actively managed delta risk across trading books, ensuring effective hedging of market exposures and optimizing risk-adjusted returns.

Jul 2022 – Mar 2023 · 8 mos · Ahmedabad, Gujarat, India · On-site

• Led full cycle of project development, encompassing analysis of modeling needs, research objectives, and the initiation, development, conclusion, and execution of advanced financial models in both equity and derivatives.
• Monitored and analyzed global central bank policies, including the Federal Reserve, ECB, BOJ, and PBOC, to evaluate their potential effects on equity sectors and individual stocks.
• Conducted meticulous analysis of financial statements, strategic reports, conference calls, and earnings reports. Monitored investment performance, developed detailed financial forecasts, and played an active role in weekly investment committee meetings.
• Analyzing fundamental datasets of the Indian equity markets within the broader macroeconomic context to form market and thematic views. Created and implemented strategic financial models to evaluate and appraise returns using statistical parameters, enhancing the firm's quantitative strategies for derivatives.
• Used quantitative models to analyze the relationship between macroeconomic variables and equity market performance, enhancing the accuracy of forecasts and recommendations. Designed and developed robust risk management models to optimize returns while minimizing risk based on K-Ratio, R Multiple, QDA, Calmar ratio, Sortino ratio, Omega ratio. Integrated multiple parameters to support sector rotation and stock selection, ensuring a balanced and diversified portfolio using FIP Algorithm.
• Engaged with clients and market participants to gather insights, refine research methodologies, and ensure the relevance and applicability of research findings in real-world scenarios. Generated actionable investment ideas based on macroeconomic analysis, recommending buy, hold, or sell decisions for specific stocks or sectors.

Sep 2019 – Sep 2022 · 3 yrs · Ahmedabad, Gujarat, India

• Comprehensive Financial Reporting: Compiled and prepared detailed annual reports and financial statements, including Balance Sheet, Statement of Profit and Loss, Statement of Cash Flow, and Statement of Changes in Equity, in compliance with IND-AS and US-GAAP standards. Ensured accuracy and adherence to reporting frameworks, enhancing financial transparency. Performed technical accounting analysis for complex financial instruments. Provided key performance metrics through insightful reporting, analyses, and recommendations.
• Taxation and Compliance Expertise: Managed complex taxation matters, including litigation, TDS formalities, and GST report preparation and filing. Maintained up-to-date legislative materials, reviewed and interpreted new or revised laws, and identified and implemented strategic tax planning and consulting opportunities.
• Audit and Assurance: Facilitated comprehensive financial and operational audits, working closely with internal and external managers. Conducted vouching and reconciliation to identify control gaps in processes, procedures, and systems, and evaluated the design and operating effectiveness of audit areas. Communicated audit recommendations and issues effectively to enhance organizational controls.
• Tax Implication Analysis: Assisted in determining tax implications for restructuring plans of listed entities. Conducted thorough research and analysis of various judicial judgments to aid in representation before Income Tax Authorities, ensuring accurate and compliant tax strategies.
• Process Improvement: Identified and recommended improvements in financial processes and systems to enhance efficiency and accuracy. Worked collaboratively with cross-functional teams to implement changes and optimize financial operations.