Aman Saxena — Director of Engineering
Quantitative Finance | Algorithmic Trading | Derivatives & Risk Management 15+ years of experience in quantitative research, algorithmic trading, and risk management across global markets. Currently leading the Quantitative Solutions team at Commonwealth Bank of Australia, focusing on derivatives pricing, model validation, and trading analytics. Previously held key roles at Morgan Stanley, HSBC, Nomura, and Futures First, specializing in market-making, execution algorithms, and capital optimization. Expertise in Indian F&O markets, with strong technical skills in Python, C++, Q/Kdb+, and deep knowledge of risk models, pricing frameworks, and regulatory compliance (FRTB, IMA/SBA). Former Adjunct Professor at BITS Pilani, passionate about machine learning and data science applications in finance. Always exploring innovations at the intersection of quant finance, trading tech, and strategic risk management.
Stackforce AI infers this person is a Quantitative Finance expert with a strong focus on algorithmic trading and risk management.
Location: Bengaluru, Karnataka, India
Experience: 17 yrs 3 mos
Skills
- Quantitative Finance
- Risk Management
- Fixed Income
- Trading
Career Highlights
- 15+ years in quantitative finance and algorithmic trading.
- Expertise in derivatives pricing and risk management.
- Former adjunct professor passionate about machine learning.
Work Experience
Commonwealth Bank
Director (2 yrs 2 mos)
Morgan Stanley
Vice President (1 yr)
HSBC Global Markets
Associate Director, Quantitative Analyst (6 yrs)
Nomura
AVP (4 yrs)
TradeNext FX & Futures
Associate (1 yr)
Futures First Info. Services Pvt. Ltd.
Derivatives Trader (3 yrs)
Education
Master's degree at Nanyang Technological University Singapore
Computational Finance at Carnegie Mellon University - Tepper School of Business
B.Tech at National Institute of Technology Surat