Aman Saxena

Director of Engineering

Bengaluru, Karnataka, India17 yrs 3 mos experience
Highly Stable

Key Highlights

  • 15+ years in quantitative finance and algorithmic trading.
  • Expertise in derivatives pricing and risk management.
  • Former adjunct professor passionate about machine learning.
Stackforce AI infers this person is a Quantitative Finance expert with a strong focus on algorithmic trading and risk management.

Contact

Skills

Core Skills

Quantitative FinanceRisk ManagementFixed IncomeTrading

Other Skills

Advanced AnalyticsAlgorithmic TradingBack-testingBloombergCommodityDerivativesDerivatives PricingDerivatives TradingEquitiesEquity DerivativesEquity IndicesFX OptionsFinancial MarketsFinancial ModellingForeign Exchange (FX) Options

About

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.

Experience

Commonwealth bank

Director

Jan 2024Present · 2 yrs 2 mos · Bengaluru, Karnataka, India

  • Leading Quant Research Team specializing in Quantitative Solutions within the Institutional Banking & Markets division, delivering advanced analytics, risk management, structuring and algorithmic trading strategies.
Quantitative SolutionsRisk ManagementAlgorithmic TradingAdvanced AnalyticsQuantitative Finance

Morgan stanley

Vice President

Jan 2023Jan 2024 · 1 yr · Mumbai, Maharashtra, India

  • Led eMacro-strats team in Fixed Income Division
Fixed Income

Hsbc global markets

Associate Director, Quantitative Analyst

Jan 2017Jan 2023 · 6 yrs · Bengaluru, Karnataka, India

  • Quantitative research in global markets. Market making, Pricing, Structuring, Risk Management, Back-testing, Financial Modelling, Derivatives Pricing
Quantitative ResearchMarket MakingDerivatives PricingFinancial ModellingQuantitative FinanceRisk Management

Nomura

AVP

Jan 2013Jan 2017 · 4 yrs · Mumbai, Maharashtra, India

  • Quantitative research in Model Validation across asset classes, back-tested trading strategies for Rates/FX/Equities Desk
Model ValidationBack-testingTrading StrategiesQuantitative Finance

Tradenext fx & futures

Associate

Jan 2011Jan 2012 · 1 yr

  • Traded Equity indices,Fixed Income markets and commodities in F&O segment
TradingEquity IndicesFixed Income

Futures first info. services pvt. ltd.

Derivatives Trader

Jan 2008Jan 2011 · 3 yrs

  • STIRT Desk Trader
Derivatives TradingTrading

Education

Nanyang Technological University Singapore

Master's degree — Financial Engineering

Jan 2012Jan 2013

Carnegie Mellon University - Tepper School of Business

Computational Finance

Jan 2013Present

National Institute of Technology Surat

B.Tech — Mechanical Engineering

Jan 2003Jan 2007

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