Athreya Raghu

Operations Associate

London, United Kingdom11 yrs 4 mos experience

Highly Stable

Key Highlights

Over a decade of IT experience in finance.
Expertise in automation of trading strategies.
Strong background in quantitative risk management.

Stackforce AI infers this person is a Fintech professional specializing in quantitative risk and algorithmic trading.

Contact

Skills

Core Skills

Quantitative RiskDerivativesCommodities DerivativesInterest Rate DerivativesExotic DerivativesEquity DerivativesAlgorithmic TradingC++

Other Skills

ASP.NETAlgorithmsBoost C++CC/C++ STLCommodity Risk ManagementFICCFinancial ModelingFixed Income AnalysisIT/Technology ConsultingJavaJavaScriptLinuxMicrosoft ExcelMySQL

About

A Finance/Quant IT professional with working knowledge of quant finance and a decade of IT experience in delivering customized solutions to clients. This includes 8+ years in investment banking front office. I've worked on automation of HF Trading strategies, pre and post trade processes of structured derivatives products (Derivatives pricing engines, back testing and booking systems) and more recently building remote risk calculators (Greeks and PnL) for the commodity derivatives trading desks. I hold MSc Finance (2013-14) from Cranfield University, (Ranked 8th globally by FT-2013).

Experience

London stock exchange

Quantitative Risk/Business Risk Manager

Nov 2024 – Present · 1 yr 4 mos · City Of London, England, United Kingdom · On-site

Quantitative RiskDerivativesR (Programming Language)Python

Bank of america merrill lynch

Lead Analyst/Front Office Quant Dev- London

Jun 2022 – Oct 2024 · 2 yrs 4 mos · City Of London, England, United Kingdom · On-site

I built remote risk (Greeks and PnL) calculators for Commodity derivatives trading desks (working closely with EMEA Gas and Power, Emissions and Base metals desks.)
I also worked briefly for the EMEA Rates Structuring team.

Commodities derivativesInterest Rate DerivativesQuartzPython

Société générale

Financial Market Engineering/Front Office Quant Dev, Hong Kong

Jan 2017 – Jan 2022 · 5 yrs · Hong Kong / Bengaluru · On-site

I was part the APAC MARK-ENG(Markets Financial Engineering) team focusing on Cross assets structured derivatives'.
Involved in Automation and tactical development of structured(Equity/FICC/Hybrid) derivatives pre and post trade flow (back testing, pricing engines and booking) in Python and VBA

Exotic DerivativesEquity DerivativesPythonVBA Excel

Start- up

Quantitative Developer

Dec 2016 – Nov 2017 · 11 mos

DerivativesC++

Pilotware ltd

High Frequency Trading/Quant Developer, London

Nov 2014 – Oct 2015 · 11 mos · City of London, England, United Kingdom

An algo trading firm specialized in developing quantitative investment strategies (in HFT) and platforms for all asset classes.
Worked part of the team to develop market data feed handlers, simulators back testing, Risk management systems in C++11 and Linux

Algorithmic TradingC++

Cranfield university

Student MSc Finance

Sep 2013 – Sep 2014 · 1 yr · England, United Kingdom

Master’s Thesis:
An empirical analysis of the effects of credit ratings change on Credit Default Swaps (CDS) spreads, bond spreads and stock returns and price discovery in the credit, bond and equity markets.
Relevant Coursework:
Investment Analysis, Statistics, Econometrics, Fixed Income Securities, Valuation&Financial Modelling, Corporate Finance, Corporate Restructuring, Economics, Research Methods in Finance, Strategic Management,
Projects:
Built a valuation model and forecasted stock price movements of online retail industry stocks period featuring commentary about current events & trends in markets.
Determinants of short term returns of IPO’s listed in Alternative Investment Market (AIM) of London Stock Exchange.