Aug 2022 – Jun 2025 · 2 yrs 10 mos · Singapore

• Responsibilities:
• Setup trading desk end to end for both India & US Market
• Build Smart Trading Systems from idea generation to Live trading
• Identify market inefficiencies and Generate alpha through analyzing large and complex data set
• Research, develop and deploy end-to-end systematic mid-frequency trading strategies across various asset classes including equities, index, futures, options and cryptocurrencies, utilizing statistical and machine learning techniques.
• Identify and capitalize on trading opportunities by analyze market microstructure and alternative datasets
• Understand web socket API infrastructure and handle tick by tick data in both Live trading and research environment
• Develop robust back testing engine to back test complex trading strategies by using historical data
• Develop and maintained a scalable database management system, integrating real-time market data adapters to efficiently process and store high-frequency data streams.
• Accomplishment:
• Successfully set up algorithmic trading desk for both both India and US market including infrastructure, data management, broker API and cloud environment which is taking care of end to end quant systematic trading.
• Established a robust cloud environment to facilitate live streaming tick by tick data management, efficient back testing and seamless live trading execution
• Developed a structured SQL database management system to store and manage over 20 years of historical market data, incorporating automated daily updates from live market feeds, which enhanced data retrieval speed by 25%.
• Implemented advanced machine learning models including Random Forests, Gradient Boosting, Support Vector
• Designed and implemented a comprehensive back testing engine, reducing back testing time by 20%, thereby accelerating the strategy development cycle.
• Developed execution systems in web socket & REST API enabling live market order executions within 300–500 milliseconds both India & US market

Apr 2019 – Oct 2019 · 6 mos · Singapore

• Responsibilities:
• Independently develop quantitative trading signals (alphas) using WorldQuant's proprietary WebSim platform, focusing on the US equity cash market.
• Apply advanced techniques in applied mathematics to create mathematical expressions of data that are used as inputs in quantitative models.
• Apply a synergy of innovative methods in Applied Mathematics, Computer Science and Financial Economics
• Building algorithmic, computer-driven quant model and financial economics to construct algorithmic, computer-driven models aimed at predicting financial market movements.
• Conduct extensive research on quantitative finance to inform and enhance alpha development strategies.
• Collaborate with a global network of researchers to share insights and methodologies, fostering a culture of continuous improvement and innovation.
• Utilize statistical analysis and tools to refine and optimize alpha models, ensuring robustness and reliability.
• Accomplishment:
• Alpha Deployment Success: Successfully deployed a high-performing alpha in the US equity cash market, with 19% annualized return, 11% drawdown and a Sharpe ratio of 2.2, after rigorous testing of 20–30 research alphas.
• Contribution to Alpha Repository: Contributed to WorldQuant's extensive alpha repository, which encompasses over 1000 predictive signals, by adding unique and effective alphas that enhanced the firm's trading strategies.
• Recognition for Innovation: Recognized for innovative approaches in alpha development, leading to improved model performance and increased predictive accuracy.

Jan 2019 – Present · 7 yrs 2 mos · India

• Leading the development of AI-powered, trading infrastructure for traders, small prop desks, and fintech startups across equities, futures, and crypto markets.
• Key Contributions & Responsibilities:
• Build real-time execution systems using APIs like IBKR, Zerodha, CQG, Binance, and Coinbase
• Create portfolio monitoring dashboards and risk management tools
• Develop backtesting and analytics frameworks for strategy-neutral automation
• Provide consulting and mentoring to help clients turn trading strategies into fully automated systems without sharing proprietary logic
• Collaborate with clients to streamline order execution, risk management, and reporting pipelines
• Empower traders and small funds to scale efficiently and safely across multiple markets
• Highlights:
• Delivered multiple execution automation projects for retail traders and small prop desks
• Designed modular, strategy-neutral frameworks reusable across equities, futures, and crypto
• Integrated cross-market API infrastructure, supporting real-time data, logging, and alerts
• Selected Client Projects:
• 1️⃣ Syndicate Global | London (Jun 2025)
• Project Title: Statistical Trading Performance Analytics Software
• Successfully developed and delivered an application performing statistical analysis of live crypto trading strategies
• 2️⃣ Incusol | India / Singapore (Jun 2025 – Aug 2025)
• Project Title 1: Quant Research & Development
• Developed a fully automated algorithmic trading desk interfacing with websocket broker APIs using CQG API to support 24×7 global market execution across multiple exchanges.
• Project Title 2: Live Trading Web Application
• Designed and developed a live trading web app providing clients with real-time MTM, PnL, and trade analytics with GUI interface where users can cancel orders, square off positions, and monitor live trades.
• Added multiple user-friendly features such as alerts, position summaries, and trade history tracking to improve client experience.

Dec 2014 – Jun 2018 · 3 yrs 6 mos · Kuala Lumpur, Malaysia

• Responsibilities:
• Led the end-to-end onboarding process for clients into the ECLiPSe platform, ensuring seamless integration and fostering strong client relationships through consistent engagement and support.
• Manage daily operations within the client clearing and intermediation services, overseeing middle office functions, collateral management, and valuation operations to ensure efficiency and compliance.
• Coordinated with global teams across various departments, including IT Support,
• Credit, Operations, Front Office, Legal, and Product Controllers, to facilitate a "follow the sun" model and ensure cohesive service delivery.
• Collaborated with business and technology teams to support the development and implementation of new product offerings within the ECLiPSe platform, aligning with client needs and regulatory requirements.
• Accomplishment:
• Accelerated Client Onboarding: Spearheaded the implementation of advanced automation tools, reducing client onboarding time from 10 days to 7 days, enhancing client satisfaction and operational efficiency.
• Expanded Client Base: Contributed to the growth of the SC Inner Circle initiative, engaging over 4 clients to co-create more intuitive banking experiences, leading to increase the client base.
• Streamlined Margin Call Processes: Developed and integrated an automated margin call system, decreasing processing time by 40% and reducing margin disputes by 30%, leading to improved counterparty relationships and operational efficiency.
• Operational Efficiency Gains: Implemented technology solutions to automate complex data operations, resulting in significant time savings and reduced manual errors across various business segments.
• Enhanced Collateral Efficiency: Implemented automated collateral optimization process, reducing overcollateralization by 3% , thereby improving capital utilization across portfolios.

Sep 2012 – Dec 2014 · 2 yrs 3 mos · India & Singapore

• Responsibilities:
• Trade Lifecycle Management: Manage end-to-end post-trade operations for OTC derivatives, including trade booking, confirmation, amendment, settlement, and reconciliation across products such as IRS, CDS, FX options, and exotic
• derivatives.
• Regulatory Compliance: Ensure adherence to global regulatory frameworks including EMIR and Dodd-Frank by coordinating with Legal and Credit Risk teams for ISDA and non-ISDA client documentation.
• Calculated and managed periodic interest payments, initial and final notional amounts, and various fees for complex derivatives, ensuring accurate and timely settlements.
• Monitor EMTA standards and fixing pages from ECB, Reuters, and Bloomberg to validate floating rates and resolve discrepancies in trade settlements.
• Collaborate with IT and project teams to automate processes related to fixing, pricing, and cash flow calculations for CAP & Floor and Call & Put Option trades, enhancing operational efficiency.
• Liaise with Front Office, Traders, Legal, Credit Risk, and Cash Management teams to address and resolve trade discrepancies, rate mismatches, and funding requirements.
• Accomplishment:
• Operational Efficiency: Reduced trade settlement discrepancies by 25% through the implementation of automated reconciliation tools, enhancing accuracy and reducing manual interventions.
• Process Optimization: Streamlined the trade confirmation process, achieving a 30% reduction in turnaround time by introducing standardized templates and checklists.
• Regulatory Compliance: Achieved 100% compliance in annual audits by enhancing documentation processes and ensuring timely updates to regulatory frameworks.
• Identified and rectified interest calculation errors, resulting in a cost savings of approximately $1.2 million over a fiscal year.
• Process Migration, Training and Development: Successful migrated some OTC derivatives middle-office operations from Singapore to India resulting decreased operational cost by 40%.

Sep 2010 – Oct 2012 · 2 yrs 1 mo · India

• Responsibilities:
• Managed post-trade processes for OTC derivatives, including trade booking, confirmation, amendment, settlement, and reconciliation across products such as Interest Rate Swaps (IRS), Credit Default Swaps (CDS), FX options, and exotic derivatives.
• Regulatory Compliance Coordination: Collaborated with Legal and Credit Risk teams to ensure accurate
• documentation for both ISDA and non-ISDA clients, adhering to global regulatory frameworks like EMIR and Dodd-Frank.
• Calculated and managed periodic interest payments, initial and final notional amounts, and various fees for complex derivatives, ensuring precise and timely settlements.
• Monitored EMTA standards and fixing pages from ECB, Reuters, and Bloomberg to validate
• floating rates and resolve discrepancies in trade settlements.
• Process Automation Initiatives: Collaborated with IT and project teams to automate processes related to fixing, pricing, and cash flow calculations for CAP & Floor and Call & Put Option trades, enhancing operational efficiency.
• Liaised with Front Office, Traders, Legal, Credit Risk, and Cash Management teams to
• address and resolve trade discrepancies, rate mismatches, and funding requirements.
• Accomplishment:
• Operational Efficiency: Implemented automation and reduced trade settlement discrepancies by 10%
• Process Optimization: Streamlined the trade confirmation process, achieving a 16% reduction in turnaround time
• Regulatory Compliance: Achieved 100% compliance in annual audits by enhancing documentation processes and ensuring timely updates to regulatory frameworks.
• Cost Savings: Identified and rectified interest calculation errors, resulting in a cost savings of approximately $0.1 million
• Training and Development: Conducted training sessions for new hires and cross-functional teams, improving overall team competency and reducing onboarding time by 20%.