Chaitanya Kedia

Business Development Executive

Mumbai, Maharashtra, India3 yrs 9 mos experience

Most Likely To Switch

Key Highlights

Developed automated pricers for macro-structured notes.
Generated profitable trading strategies with high Sharpe Ratio.
Awarded Pre Placement Offer for outstanding performance.

Stackforce AI infers this person is a Fintech professional with strong quantitative analysis and trading skills.

Contact

kedia.chaitanya9@gmail.com LinkedIn

Skills

Core Skills

Options TradingStructured ProductsQuantitative AnalysisOptions Pricing

Other Skills

Advanced ExcelAndroid StudioAngularJSAutoCADBacktestingBeautiful SoupBlack ScholesBloombergC++Cascading Style Sheets (CSS)Data AnalysisDigital ElectronicsDigital Image ProcessingFX Structured NotesHTML

About

B.Tech : Civil Engineering, IIT Bombay (Aug'18 - May'22) Dec'23-Present: Options Trader, Edelweiss June'22 - Dec'23: Macro Structurer, Barclays (Rates + FX Structured Products) Dec'21 - Mar'22: Quantitative Analyst Intern, iRageCapital (HFT), Indian F&O May'21 - July'21: Delta One Summer Analyst, Barclays (EMEA) Email: kedia.chaitanya1@gmail.com Phone Number: +91-976-996-8006

Experience

Edelweiss global markets

Assistant Manager - Options Trading - Global Markets

Dec 2023 – Present · 2 yrs 3 mos · Mumbai, Maharashtra, India · On-site

Options Trader
Trading primarily involves managing vega/gamma/spread trades

Options TradingVega/Gamma/Spread Trades

Barclays corporate & investment bank

Macro Structurer

Jun 2022 – Dec 2023 · 1 yr 6 mos · Mumbai, Maharashtra, India · On-site

Actively pricing Interest Rate and FX structured notes for Private Banking clients as part of an 8-member macro team
Conducted live pricing for Swaps, Steepener, Range Accrual, TARF, Reverse Convertible, Twinwin, Dual Currency Note
Generating Macro trade ideas to monetize Carry, Skew, Correlation and volatility using FX and interest Rate Exotics Notes
Developing Python-based automated pricers for macro-structured notes
Developed screeners to monitor Vega Supply, Implied & Forward Vols to identify Relative Value trades for swaptions
Analyzing Macro Structured Notes issuances for competitor analysis & and price discovery using Bloomberg and Python

Interest Rate PricingFX Structured NotesPythonBloombergStructured Products

Iragecapital advisory private limited

Quantitative Analyst intern

Dec 2021 – Mar 2022 · 3 mos · Mumbai, Maharashtra, India · On-site

Researched and backtested strategies for Market Making, Intraday and positional Trading in Indian Derivatives Markets
Backtested portfolio of butterfly spreads (selected based on Greeks) utilizing Theta Decay and Implied Volatility fall
Developed NIFTY 50 Future price prediction model and simulated trading signals utilizing high-frequency options data
Proposed intraday momentum trading strategy generating 13% CAGR on NIFTY 50 (past 7 years), 1.4 as Sharpe Ratio

Market MakingBacktestingTrading StrategiesQuantitative Analysis

Barclays investment bank

Delta One Summer Analyst

May 2021 – Jul 2021 · 2 mos

Awarded Pre Placement Offer for consistently exhibiting strong performance & and professionalism during the internship
Won a case study contest (400+ participants) – Price options using Monte Carlo & Black Scholes on excel & Python using VBA
Designed a fully automated Python code to web-scrape Corporate Action bulletin utilizing Beautiful Soup & Selenium
Projected new index dividends to earn profit by trading futures in advance and tested 25+ rebalances for Q2 review
Deployed a GUI to automate rebalance of 100+ EMEA indices on Corporate Actions; reducing desk’s operational cost

Monte Carlo SimulationBlack ScholesWeb ScrapingPythonOptions Pricing