Vaibhav Tyagi

Product Manager

Delhi, India9 yrs 1 mo experience
Most Likely To Switch

Key Highlights

  • Over 9 years in financial markets with algorithmic trading expertise.
  • Engineered models that increased trading profitability by 15%.
  • Developed advanced bidding engines for enhanced execution speed.
Stackforce AI infers this person is a Fintech professional with expertise in algorithmic trading and quantitative research.

Contact

LinkedIn

Skills

Core Skills

Quantitative ResearchTrading StrategiesAutomated TradingFund ManagementAlgorithm DesignProject ManagementPython (programming Language)Data Analysis

Other Skills

Algorithmic TradingAnacondaAnalyticsBloombergBusiness AnalysisCC (Programming Language)C++Cloud ComputingCore JavaData StructuresDatabase Management System (DBMS)DerivativesEarly-stage StartupsEconometrics

About

Extensive Experience: Over 9 years in the financial markets with more than 6 years focused on algorithmic and quantitative trading. Senior Quant Research Expertise: Specialized in leveraging advanced quantitative techniques—including stochastic modeling, Monte Carlo simulations, and statistical arbitrage—to develop robust trading strategies. Proven Impact: Engineered advanced models for NSE options that increased trading profitability and reduced slippage by 20% through precise model calibration and machine learning integrations. Innovative Systems Design: Developed and optimized bidding engines by integrating quantitative risk assessments and real-time market microstructure analysis to enhance execution speed and efficiency. Technical Proficiency: Highly skilled in Python with extensive experience in high-frequency trading, risk management, portfolio optimization, and performance metrics analysis. Strategic Leadership: Seeking a senior role where I can merge technical acumen with strategic oversight to drive innovation and sustained growth in trading environments. Profile:- --> Machine Learning for Market Microstructure and High Frequency Trading --> Delta neutral option, volume imbalance, hedging & HFT strategies development --> Backtesting thru python on various data frame i.e. (TBT, Second, 1 Minute) --> Performance matrix optimisation using AI --> Execution in real market through python and c++ --> Conducting webinars for python for algo trading which includes: > Backtesting framework (data capturing, cleaning, coding indicators, plotting signals, logs) > Creating and analysing statistics of strategy > Getting live data > Execution in live market

Experience

Prop trading

Senior Quantitative Researcher

Apr 2023 – Present · 2 yrs 11 mos · Delhi, India · On-site

  • Developed neutral and trending strategies for NSE options, increasing trading profitability by 15%.
  • Improved existing models with advanced filters, reducing slippage by 20%.
  • Built a bidding engine for MFT trading systems, optimizing execution speed.
Quantitative ResearchDerivativesQuantitative FinancePython (Programming Language)Trading Strategies

Htts high tech trading system fund

Quantitative Researcher

Oct 2020 – Feb 2023 · 2 yrs 4 mos · Nyon, Vaud, Switzerland · Hybrid

  • Developed quant and volatility trading strategies for derivatives.
  • To build algorithm for pair trading, conversion of existing strategies to python and optimization. Worked on ranking, leveraging, filtering and classification of strategies for portfolio creation for intraday systems. Focused on equity, derivatives, index, ETF, and crypto asset classes.
Quantitative ResearchFinancial MarketsPython (Programming Language)Automated TradingRisk Management

Self-employed

Algorithmic Trading Consultant (MFT)

Jan 2020 – Sep 2020 · 8 mos · Delhi, India · Hybrid

  • Provided freelance consulting on algorithmic trading strategies for individual traders and small funds.
  • Developed custom trading algorithms and backtested them on NSE derivatives & equity markets.
  • Advised on execution strategies, order flow, and market microstructure to improve trade efficiency.
  • Provided mentorship to aspiring traders on statistical arbitrage, delta-neutral strategies, and execution algorithms.
  • Worked with Python, C++, and SQL to build risk management & portfolio optimization models.
Fund ManagementQuantitative FinanceQuantitative ResearchPython (Programming Language)Professional Mentoring

Lares softech pvt ltd.

Algorithmic Trader (HFT)

May 2019 – Dec 2019 · 7 mos · Noida, Uttar Pradesh, India · On-site

  • Developed market impact models for slippage against arrival & VWAP benchmark.
  • Mentored a team of 4 analysts on system trading, execution algorithms, and microstructure research.
  • Wrote and back-tested HFT strategies including delta-neutral, multi-leg, hedging, and mean reversion.
  • Analyzed data and created quantitative models for performance optimization.
  • Integrated live data feeds through APIs and optimized strategies.

Self-employed

Algo Trading Developer (LFT)

Dec 2017 – Jun 2018 · 6 mos · Greater Delhi Area · On-site

  • Worked on algorithmic trading assignments for various client. Task of assignments includes
  • Developed and implemented algorithmic trading strategies for clients in the NSE derivatives market.
  • Integrated market data APIs (XTS, broker feeds, and data vendors) for real-time data retrieval and execution.
  • Designed and coded custom indicators and trading libraries for systematic strategy development.
  • Conducted backtesting and performance optimization using AI-driven techniques.
  • Visualized trade signals on interactive charts and logged execution data for strategy evaluation.
  • Executed strategies on live trading systems, ensuring efficient order and risk management.
  • Optimized performance metrics to enhance execution speed and strategy profitability.
Project ManagementAlgorithm DesignPython (Programming Language)Cloud ComputingDatabase Management System (DBMS)

Hcl technologies

Software Engineer

Sep 2014 – Nov 2017 · 3 yrs 2 mos · Noida, Uttar Pradesh, India

  • Analyze data through python to generate report of rebalance in portfolios, index to maintain existing strategies. Reviewing existing code of back testing for investment bank strategies to put into production platform.
Python (Programming Language)SAS (Software)Visual StudioJupyterAnacondaData Analysis

Freelancer.com

Designer & Developer

May 2014 – Aug 2014 · 3 mos · New Delhi, India

  • During this span of time I did lots of projects on different technologies to understand market requirement and improve my technical skill sets.
  • My role Includes:-
  • > Writing algorithms.
  • > Designing database.
  • > Analysing requirements.
  • Few samples work done are:-
  • https://www.crunchbase.com/organization/subhprice
  • http://developers.hokite.com,
  • www.24by7tv.com ,
  • www.prinovator.com ,
  • www.A1ply.com,
  • www.kbabhishek.tk, kazoo UI, whmcs plugin

Wishpicker.com (acquisition by snapdeal)

Summer Intern (SEO Analyst)

May 2013 – Sep 2013 · 4 mos · Noida, Uttar Pradesh, India

  • On page and off page optimization, directory submission,back linking, Monitoring, alexa algorithm for ranking are the main things.
  • Key Word Analysis and improving the page rank by using Market Samurai and SEO Tech.

Education

National Institute of Financial Management - PGDM (Financial Markets)

Masters — Financial Markets

Jan 2018 – Jan 2019

WorldQuant University

Advanced Data Science - Python

Jan 2019 – Present

Jaypee Institute Of Information Technology

Bachelor of Technology (B.Tech.) — Computer science

Jan 2010 – Jan 2014

Birla School ,Pilani

Science

Jan 2008 – Jan 2010

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