May 2016 – Aug 2020 · 4 yrs 3 mos · Mumbai Area, India

• Mid and Low Frequency Trading

Feb 2014 – May 2016 · 2 yrs 3 mos · Gurgaon, India

• Quant Research and Portfolio Management

Dec 2011 – Feb 2014 · 2 yrs 2 mos · Mumbai Area, India

• Worked as a structurer designing new quantitative algorithmic strategies (Custom Indices). Associated with end to end custom indices structuring: Idea generation, research, implementation, documentation, client and sales team interaction
• Equity
• Designed a group of single stock, high dividend and quality strategy. Works very well for most developed and Asian markets
• Worked on various Equity momentum trend following indices. Designed new signals which work in coherence with momentum to take care of its shortcomings.
• Designed new volatility based consistent and stable signals, applicable to equity indices (Long/Cash , Long Short)
• Worked on a FII based Long/Cash India Index
• Vol
• Designed a new Vol Long/Short (VIX Future) strategy, which shows phenomenal risk-return profile
• FX
• FX carry strategies for G10 , Global and Asian Currencies
• Also created new signals for FX risk restrictions etc.
• Designed a FX mean reversion strategy.
• Backtested various Single Stock, Asset allocation, Single/Multi Asset Trend Following , dynamic allocation algorithmic strategies
• Highly proficient in Excel, VBA, R, and working knowledge of Matlab

Sep 2008 – Dec 2011 · 3 yrs 3 mos

• Backtesting various complex Volatility based and thematic trading strategies
• Conceptualization and Implementation of alpha generating quantitative trading strategies and backtesting various strategy based Indices
• Strategy Index implementation and backtesting
• Backtesting and Payoff Modeling for structured products like Autocallable's, Capital Protected, Barrier, Switchable's, CPPI's etc, Monte Carlo based valuation of structured products
• Highly skilled at Excel, VBA and Matlab