Jul 2015 – Mar 2024 · 8 yrs 8 mos · Chicago, Illinois

• Developed and managed systematic trading strategies in commodity options space.
• Build research infrastructure to analyze option data to identify volatility trends. Developed backtesting and research platform to test different hypothesis and develop trading strategies.
• Created statistical and mathematical models of markets as well as tools such as VaR calculator, Greeks P&L dashboard, Seasonality analyzer.

Feb 2015 – May 2015 · 3 mos · Urbana-Champaign Area

• • Provided guidance and assistance on a project, involving accurate and speedy pricing of American Options using Whaley model by leveraging parallel computing and data programming techniques.

Jun 2014 – Aug 2014 · 2 mos · London Area, United Kingdom

• Developed a trading algorithm based on volume clustering using Mixed Gaussian Approximation.
• Implemented a back-testing engine and trading algorithm analysis platform in C# from scratch.
• Developed an option pricing strategy using dynamic Markov-Model to hedge against spread trading.

Feb 2014 – Apr 2014 · 2 mos · Urbana-Champaign, Illinois Area

• • Developed a Fast/Fix adapter for order flow analysis.

Jul 2011 – Jul 2013 · 2 yrs · Mumbai Area, India

• Maintained and supported an application named Historic Market Data for a year, the application allows risk managers to create and analyze time series.
• Analyzed and coded “file splitter” which was used to dynamically split trade book files before dumping into database, which saved the company over 30% time of daily data loading.
• Trained an intern for three months.

Jan 2011 – May 2011 · 4 mos · Hyderabad Area, India

• • Created a Mobile and web versions of to assist sales executives business intelligence. (responsible for creating the entire application end to end)