Jul 2017 – Dec 2018 · 1 yr 5 mos · Mumbai Area, India

• I am currently working on developing High Frequency Trading strategies in Indian Equity markets. Looking for like minded people to collaborate.

Apr 2008 – Jun 2017 · 9 yrs 2 mos · Mumbai Area, India

• I headed the FX Spot and Forwards, as well as Debt Strats e-Trading teams at DB Center Mumbai. Functionally, I was the lead Quant for dbAces, global platform for electronic execution and Smart Order Routing for FX Spot desks. My supervisory responsibilities extended to FX forwards and Debt Strats e-Trading team. Our e-trading team developed electronic trading algorithms and models for FX, Rates and Credit.
• Prior to this, I worked as a Quant for electronic market making for spot FX. I enhanced the pricing algorithms for our clients.
• Before that I headed the Equity Quant Desk at Deutsche Bank Centre, Mumbai. I supervised the development of quantitative trading strategies for mid/high frequency algorithmic trading in Global Equity markets. We developed and enhanced the Execution Algorithms for Agency Orders including the Smart Order Router. We also developed quantitative frameworks for internal crossing for the Bank's Central Risk Book, Risk Pricing models and Market impact models.
• Deriving quantitative relationships primarily of predictive nature in financial markets is my core area of interest.

Jan 2006 – Jan 2008 · 2 yrs · Mumbai

• Worked on analytical modeling for Fixed Income derivatives.

Jan 2004 – Jan 2006 · 2 yrs · Bangalore

• Developed algorithms for Physical layer wireless LAN tranceivers for IEEE 802.11 a/b/g standards