Jul 2019 – Nov 2022 · 3 yrs 4 mos · Gurugram, Haryana, India

• Develop and maintain systematic long-short strategies that exploit statistically significant technical signals, factor exposures associated with various market inefficiencies applied to Indian equity futures.

Nov 2017 – May 2019 · 1 yr 6 mos · Mumbai, Maharashtra, India

• Researched financial literature and different categories of public and proprietary data (e.g. Price-volume, options market, analyst recommendations, fundamentals, etc.) to develop dollar neutral trading signals.
• Worked in American, European and Asian markets to identify market trends and inefficiencies to create dollar neutral equity signals (alphas) of various frequencies.
• Improved analyst estimates by adjusting for FX moves to reflect actual change in the firm’s fundamentals
• Created a statistics analysis tool to analyze performance of signals under different market conditions.
• Awarded Highest Average Alpha Weight and Global Innovation Award for outstanding alpha research

Sep 2015 – Jul 2017 · 1 yr 10 mos · Mumbai Area, India

• Market maker in swaptions, FX options and long term structured derivatives in EMEA emerging markets
• Coordinated with sales & brokers to provide estimates and live quotes to clients and negotiate on the feedback
• Sent weekly market runs alongwith new tradable ideas and the rationale behind them to sales and clients
• Performed desk-wide risk management, Gamma hedging, trade and P&L analysis and post trade activities

Jun 2014 – Sep 2015 · 1 yr 3 mos · Bengaluru Area, India

• Social Listening
• Used K-Means clustering to classify social media complaints data into business segments.
• Developed a time-bound grievances redressal mechanism to improve the company’s public image.
• Agent Productivity Analysis for Home Loans
• Engineered a training and restructuring plan in originations to reduce operational cost by 20%
• Clustered documents based on certain features and estimated time targets for each cluster

May 2012 – Jul 2012 · 2 mos · Singapore

• Developed an Electronic Design Automation(EDA) toolbox for high level synthesis of dataflow Graphs in real time conditions to reuse resources on a circuit board.

May 2011 – Jul 2011 · 2 mos · Kanpur Area, India

• Designed a PID controller for stepper motor and implemented it using Atmega 32 micro-controller.
• Increased the efficiency of currency counting machine used in government banks and various other sectors.