Shubham Chaliya

Product Manager

Noida, Uttar Pradesh, India3 yrs 10 mos experience

Most Likely To Switch

Key Highlights

Expert in options strategies and risk management.
Strong background in quantitative trading and market analysis.
Passionate about algorithmic trading and data-driven models.

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

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Skills

Core Skills

OptionsDerivatives TradingProprietary TradingQuantitative Trading

Other Skills

AlgoAlgorithmic TradingAutomated TradingData AnalysisFinanceFinancial AnalysisHigh-Frequency TradingMarket AnalysisMarket Microstructure AnalysisOptions StrategiesQuantitative AnalysisQuantitative AnalyticsQuantitative Strategy DevelopmentRisk ManagementTraders

About

I am a derivatives trader specializing in options strategies, market analysis, and risk management. With strong expertise in analyzing market trends and volatility, I design and execute trading strategies that balance risk and reward. My experience lies in intraday and positional trading across index and equity derivatives, backed by a disciplined, data-driven approach. I actively explore quantitative models, options Greeks, and hedging strategies to optimize performance in dynamic market conditions. Beyond trading, I am deeply interested in market microstructure, trading psychology, and the integration of quantitative research into systematic trading strategies. Currently, I am enhancing my skills in algorithmic trading, Python for finance, and quantitative analysis to strengthen my foundation for advanced roles within algorithmic trading, HFTs, and quant firms. I am particularly interested in opportunities with quantitative trading firms or algorithmic trading teams, where I can apply my hands-on experience in options and derivatives along with my growing expertise in systematic research and data-driven trading models. Always open to connecting with fellow market professionals, quants, and institutions to exchange ideas and explore opportunities.

Experience

Ikm investor services ltd

Derivatives Trader

Nov 2023 – Present · 2 yrs 4 mos · Noida, Uttar Pradesh, India · On-site

Designed and executed options strategies (delta hedging,spreads, straddles, strangles, iron condors).
Analyzed derivatives market trends, volatility (VIX), and options Greeks for decision-making.
Managed risk and capital allocation across multiple trading instruments.
Generated consistent returns with a disciplined risk-reward framework.
Researched and implemented elements of algorithmic & quantitative trading.

Options StrategiesMarket AnalysisRisk ManagementQuantitative TradingAlgorithmic TradingOptions+1

Adroit financial

Proprietary Trader

May 2023 – Oct 2023 · 5 mos · Kaushambi, Uttar Pradesh, India · On-site

Executing and managing proprietary trading strategies in index and equity derivatives.
Applying ratio spreads, butterflies, and multi-leg strategies to balance risk-reward.
Collaborating with fellow traders to optimize trading performance.

Proprietary TradingRisk ManagementTrading StrategiesOptions

Tugona capital

Options Trader

Apr 2022 – May 2023 · 1 yr 1 mo · Sonipat, Haryana, India · On-site

I began my professional trading journey at Tugona Capital, where I was introduced to the structured world of quantitative and derivatives trading. My role involved both strategy execution and research, with a strong focus on systematic thinking and data-driven decision-making.
Quantitative Strategy Development: Researched and implemented multi-leg option structures (ratio spreads, box spreads, butterflies, iron condors) with emphasis on volatility modeling, delta-neutral frameworks, and risk-adjusted returns.
Market Microstructure Analysis: Studied liquidity, option chain dynamics, and order-flow behavior to optimize entries and exits across index derivatives.
Risk Management: Applied option Greeks to manage exposure, ensuring positions were hedged against volatility spikes and directional risk.
Data & Tools: Utilized NSE option chain, Opstra, TradingView, and Excel-based backtesting models to evaluate strategy performance under different market conditions.
Collaboration & Research: Worked closely with senior traders to refine execution models, incorporate price-action signals, and test systematic variations of existing strategies.
Performance Contribution: Consistently met profit and risk-control benchmarks while contributing to ongoing research in volatility-based strategies.

Quantitative Strategy DevelopmentMarket Microstructure AnalysisRisk ManagementData AnalysisQuantitative TradingOptions