Arnab Dutta

Business Development Executive

Amsterdam, North Holland, Netherlands10 yrs 10 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Top market maker in crypto options space.
Led team of strategists at Goldman Sachs.
Designed innovative trading strategies across multiple markets.

Stackforce AI infers this person is a Fintech expert specializing in quantitative trading and financial analysis.

Contact

Skills

Core Skills

Algorithmic TradingQuantitative ResearchHigh-frequency TradingFinancial AnalysisPortfolio Optimization

Other Skills

AlgorithmsAsset ManagementCC++Data AnalysisFactor AnalysisFinancial ModelingInvestmentsJavaMatlabProject Portfolio ManagementPythonQuantitative Risk AnalysisRStatistical Arbitrage

Experience

Maverick derivatives b.v.

Quantitative Trader

Oct 2020 – Present · 5 yrs 5 mos · Amsterdam, North Holland, Netherlands

Maverick Derivatives is an active volatility hedge fund active on several major exchanges and trading platforms
Options
Part of the options market-making team, with a primary focus on trading cryptocurrency and single stock options within the US markets. We are among the top two market makers in the crypto options space
Delta 1
Started a crypto Delta 1 desk from scratch, scaling team to 6 members. Currently focused on positional D1 strategies and transitioning to market making
Leading end-to-end strategy pipeline from tick data capture, modeling, arbitration of multiple market data feeds and order sending logic

Trading SystemsAlgorithmic TradingHigh-Frequency TradingFinancial AnalysisQuantitative ResearchC+4

Daksh trading

Quantitative Trader

Mar 2019 – Oct 2020 · 1 yr 7 mos · Hong Kong

Part of a high frequency options trading team, focused on equity index options market making in Korean and Indian markets; expanded the existing strategies to new markets
Designed short term price forecasts to improve option pricing and improving trading efficiency
Designed vol retreat framework for vega hedging across the option chain to manage risk more efficiently
Researched short term dispersion and single stock option market making strategies in Indian markets

High-Frequency TradingFinancial AnalysisStatistical ModelingQuantitative Research

Goldman sachs

Associate

May 2015 – Feb 2019 · 3 yrs 9 mos

Led a team of 4 strategists under the Alternative Investments and Manager Selection (AIMS) group – a fund of funds business focused on Private Equity and Hedge Fund investments
Designed a methodology to suggest closest peers for a fund, used to replace terminating managers in portfolios or enhance risk/return profile for existing portfolios
Developed tools to allow portfolio managers to construct portfolios and optimize to client specifications and desired factor exposures; used for portfolio construction of all AIMS fund of fund portfolios
Analyzed manager ability to predict significant changes in style performance and their ability to re-position their portfolios; developed framework to apply tactical tilts on AIMS asset allocation based on AIMS views on style performance and manager ability, designed tools to analyze performance attribution to style drift

Financial AnalysisFinancial ModelingQuantitative ResearchPortfolio Optimization

Ubs

Summer Analyst

Apr 2014 – May 2014 · 1 mo · Hong Kong

Studied stock dividends in 14 emerging markets, forecasted changes in Wisdomtree Dividend Index composition
Designed trading strategies based on Wisdomtree Index rebalance, first dividend index rebalance for the bank
Analyzed 900+ eligible Chinese securities to identify stocks to be included in FTSE China 25 index expansion
Automated stock selection for generating Indication of Interest (IOIs) using Q/KDB, replaced existing system
Worked on an internalization engine to reduce cost of stock borrow/execution for equity futures arbitrage desk

Financial AnalysisData Analysis

Deutsche bank

Summer Analyst

May 2012 – Jul 2012 · 2 mos · Mumbai Area, India

Designed alpha signals through financial ratio analysis & time series modeling of 800+ stocks on MSCI Asia index
Developed a novel method based on country and sector to create 20+ tradable portfolios with 10% higher returns than index

Financial AnalysisStatistical Modeling