Vipul Tanwar, CQF

Product Engineer

Bengaluru, Karnataka, India9 yrs experience

Most Likely To SwitchAI ML Practitioner

Key Highlights

Expert in algorithmic trading and quantitative finance.
Proficient in machine learning and statistical analysis.
Experience in cryptocurrency trading strategies.

Stackforce AI infers this person is a Fintech expert with a strong focus on algorithmic trading and quantitative research.

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Skills

Core Skills

Quantitative ResearchAlgorithmic TradingCryptocurrencyStatistical ArbitrageMachine LearningQuantitative AnalysisC++

Other Skills

Advance ExcelAlgorithm DesignAlgorithmsAutoCADBacktestingBig Data AnalyticsBusiness AnalysisBusiness AnalyticsBusiness IntelligenceCChart AnalysisCryptocurrency Market MakingData AnalysisData VisualizationData-driven Tools

About

My journey in quantitative finance is an exploration of the art and science of algorithmic trading. I dissect market data to unearth hidden alpha, crafting elegant and robust trading strategies. I'm particularly interested in market microstructure research and market neutral strategies based on order book dynamics using statistics, machine learning and modern AI tools such as neural networks and LLM. To bring these interests to life, my technical arsenal includes Python, C++, Q/Kdb and machine learning libraries like scikit-learn, tensorFlow, and PyTorch. I bring to this endeavour a blend of rigorous analytical skills honed at my alma mater IIT Kanpur and a deep seated desire to contribute to the quant community. Let's discuss algo trading!

Experience

Hsbc

Quantitative Researcher

Sep 2022 – Present · 3 yrs 6 mos · Bengaluru, Karnataka, India · On-site

Developing cutting edge quantitative models for equities execution strategies for electronic/algorithmic trading desk
Collaborating with traders, software developers and other researchers to improve performance and stability of trading platform

Quantitative ResearchAlgorithmic TradingEquities Execution Strategies

Personal project

Sabbatical: Cryptocurrency Strategy Research

Nov 2021 – Aug 2022 · 9 mos · India

Dived deeper into the fascinating world of cryptocurrency trading
Built multiple statistical arbitrage and market-making based trading systems
Strategies were ultimately not pursued due to operational complexities and evolving tax landscape for cryptocurrency trading in India

CryptocurrencyStatistical ArbitrageCryptocurrency Market Making

Iragecapital advisory private limited

Quant Trader - High Frequency Trading

Feb 2021 – Oct 2021 · 8 mos

Hsbc global banking and markets

Quantitative Analyst

Jan 2019 – Jan 2021 · 2 yrs · India

Developed data-driven/ML tools for optimisation and best management of leverage for repo trades
Applying quantitative techniques to seek trading opportunities in Fixed Income derivatives space

Data-driven ToolsMachine LearningFixed Income DerivativesQuantitative Analysis

Edelweiss financial services

Algorithm Developer - Algorithmic Trading Group (Institutional Equities)

Feb 2017 – Dec 2018 · 1 yr 10 mos · Mumbai Area, India

Developed, backtested, and analysed sell-side execution algorithmic trading strategies in C++
Strategies involved mid and high frequency trading and for Indian equities and equity derivatives markets
Applied TCA and quantitative methods to improve the execution quality of algorithms such as VWAP, POV, basis trading, etc.

Algorithmic TradingC++Backtesting

Ola (ani technologies pvt. ltd)

2 roles

Financial Analyst - Ola Share

Oct 2015 – Apr 2016 · 6 mos

Financial Analyst - East Zone

Mar 2015 – Sep 2015 · 6 mos

Bouygues construction

Internship: Trainee Mechanical Engineer

May 2013 – Jul 2013 · 2 mos · Doha, Qatar

Worked with one of the leading construction contracting firms to build Qatar Petroleum District (Head office for Qatar Petroleum) for SPECIAL EQUIPMENT SERVICES Department in Doha, Qatar. A project worth USD 1.4billion.