Dec 2021 – Jan 2024 · 2 yrs 1 mo · Hong Kong SAR

• Set up and running a proprietary intraday MFT vol trading strategy.
• High Frequency Options Market Making.
• Electronic Volatility trading.
• Quantitative trading and research.
• Currently trading Nifty/Banknifty
• /Finnifty (NSE indices)

Jul 2017 – Nov 2021 · 4 yrs 4 mos · Mumbai, Maharashtra, India

•  Developed and ran semi-automated mid to low frequency proprietary options trading strategies ranging from naked gamma, calendars, option arb strategies like conversion-reversion, box and skew strategies on Indian benchmark indices.
•  Make markets and trade long term vega on Indian benchmark indices.
•  Actively look out for dispersion opportunities, stock result/news based vega trades, vol spreads etc.
•  Responsible for structuring, pricing and trading exotics on Indian benchmark indices;
• managing a book of USD 750 million, by far the largest Exotic Options book in India
•  Set up the custom index options book – the first of its kind Structured Product in Indian markets - from building
• risk management systems, pricing templates to trading and hedging greek exposures on actively managed stock portfolios

Apr 2015 – Mar 2017 · 1 yr 11 mos · Mumbai Area, India

• Synthetic Equity Trading
• 1. Provide exposure to DB’s proprietary vanilla, leveraged and custom equity indices including CROCI and Risk Factors based indices
• 2. Manage EUR 6 bn worth assets equity exposure across Asia, Europe and Americas
• 3. Work with Structuring, Legal and Index Maintainers to supervise new product roll outs.
• 4. Provide pricing on term swap bid/ask spreads for ad hoc global equity indices; track transaction till execution.
• 5. Develop and manage risk sheets on the back of new trades/orders.
• 6. Liaise with middle/back-office teams on risk and P&L troubleshooting; approve all index composition changes
• 7. Compute trades on index rebalances; build trading strategies on the back of corporate actions on index constituents.

Apr 2014 – May 2014 · 1 mo · Mumbai

• 1. Developed a long-short pair trading strategy for AH shares for the cash equities trading desk based out of Hong Kong. Used statistical arbitrage and time series models for the same.
• 2. Built an Excel based platform to monitor 80+ AH Pairs and filter out top 1% tradable pairs. The model is extendable to any asset class for any pair trades.
• 3. Paper traded the model under simulated trading environment using live market data and obtained ~50% ann. returns with a sharpe >1.

May 2012 – Jul 2012 · 2 mos · Singapore

• 1. Achieved a 30% increase in efficiency in test execution cycle by facilitating development of trade automation tool in a low latency high frequency trading platform.
• 2. Designed and executed 400+ test trades in an electronic trading platform using FIX protocol.
• 3. Coordinated with LSE and NYSE test-exchanges to troubleshoot errors in upstream and downstream order and ack-flows.