Saumin Shah

Business Analyst

Singapore, Singapore17 yrs 6 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Passed all CFA levels on the first attempt
Expert in quantitative analysis and risk management
Proven track record in trading strategies and portfolio management

Stackforce AI infers this person is a Fintech expert specializing in quantitative trading and risk management.

Contact

Skills

Core Skills

TradingRisk ManagementAnalysis

Other Skills

BloombergData AnalysisDerivativesEquitiesEquity OptionsFinancial ModelingFixed IncomeHedge FundsInvestmentsMarket CommentaryOptions PricingPairs TradingPortfolio ManagementQuantitative AnalysisSQL

About

I am a financial services professional experienced in the proprietary and hedge fund trading business. Key Specialties include Options Pricing FINRA Seres 7 licensed professional FINRA Series 24 General Securities Principal Quantitative Analysis Risk Management R, Python, VBA, Matlab Equity Valuation Corporate Finance Passed all 3 levels of the CFA exam in the 1st attempt Bloomberg Terminal operations

Experience

Citadel

2 roles

Senior Trader Quant Strategies

Promoted

Jan 2025 – Present · 1 yr 2 mos · On-site

Trader - Quant Strategies

Jun 2015 – Dec 2024 · 9 yrs 6 mos · On-site

Gelber group llc

Trader

Mar 2015 – May 2015 · 2 mos · Greater Chicago Area

Traded a portfolio of Equity Options
Generated impressive portfolio returns with high Sharpe ratios
Bloomberg templates for volatility imbalance screeners
Trading strategies for corporate earnings events, using US listed options markets

Equity OptionsPortfolio ManagementBloombergTrading StrategiesTradingRisk Management

Nolita capital llc

2 roles

Senior Trader

Promoted

Dec 2010 – Feb 2015 · 4 yrs 2 mos · Greater Chicago Area

Development of Trading Strategies and implementing them for a portfolio of $10million to $30 million
Implementation of complex earnings strategies for equity options
Statistical Arbitrage using Equity and Equity Options
Risk Management of portfolios based on a combination of Var and option greeks
Compliance liaison with clearing members, to make sure regulation on short sales are followed

Trading StrategiesRisk ManagementStatistical ArbitrageTrading

Junior Trader and Analyst

Sep 2008 – Dec 2010 · 2 yrs 3 mos · Greater Chicago Area

Pricing of equity options and trading Option Greeks on the basis of volatility imbalances
Provided early morning market commentary, discuss and present possible strategies based on events at the macro and micro level
Calculation of cost of portfolio holdings and percentage of assets invested
Prepared the daily summary reports of each trading account and provided it to the investors
Generation of monthly reports for each portfolio, extracted using MS Access and SQL
Performed data analysis using pivot tables to generate statistical reports using VBA

Equity OptionsMarket CommentaryData AnalysisSQLVBATrading+1

Htg capital partners, llc

Quantitative Analyst Summer Intern

May 2008 – Sep 2008 · 4 mos

Identifying mispricing and arbitrage opportunities among Equities, Fixed Income, Commodities, Derivatives
Managing the Portfolio Analytics and evaluation of risks and returns
Implementation of the Pairs Trading Model for market neutral trading of Equities

EquitiesFixed IncomeDerivativesPairs TradingAnalysisTrading