Shekhar Agarwal

CEO

Greater London, England, United Kingdom17 yrs 1 mo experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in High Frequency Trading and Statistical Arbitrage.
Proven track record in Risk Management and Market Making.
Strong background in developing automated trading strategies.

Stackforce AI infers this person is a Fintech expert specializing in quantitative analysis and automated trading strategies.

Contact

ur.shekhar@gmail.com LinkedIn

Skills

Core Skills

Market MakingRisk ManagementAutomationData AnalysisReporting

Other Skills

AnalyticsEquitiesFactor ModellingFinancial ModelingMachine LearningStatistical ArbitrageWeb Development

About

I am a Quantitative analyst who is passionate about using statistics and technology to solve problems in the field of finance. My area of expertise are High Frequency Trading Statistical Arbitrage Market Making Risk Management Factor Modelling Market Impact Modelling

Experience

Goldman sachs

2 roles

Executive Director

Oct 2019 – Present · 6 yrs 5 mos · On-site

Team Lead, Central Risk Book

Executive Director

Sep 2017 – Sep 2019 · 2 yrs · On-site

Equity Cash Strat

Deutsche bank securities

Vice President

Sep 2016 – Sep 2017 · 1 yr · Greater New York City Area

Quant Analyst, Equity Product Development

Deutsche bank

4 roles

VP

Feb 2016 – Aug 2016 · 6 mos

Team Lead, STI and Co-head, Equity Product Development (Mumbai Team)
In my current role I am responsible for developing market making and risk unwinding strategy. Some of the major projects I am involved are
Developing medium and high frequency statistical arbitrage strategy for developed European Markets
Developing risk unwinding strategies for single stock trades.
Developing Automated IOI Suggestions based on market conditions and inventory for both Europe and US.
Facilitating internal client flow based on client flow pattern and market regime. The daily client facilitation exceeds Euro 200 million
Designed methods to manage Stock Inventory of size $150-$200 million using Factor Models. Used techniques such as Mosek Optimization and Markov Decision Process for this purpose
Responsible for building and maintaining web based portal for intra-day and historical Post-trade Analytics
Developing a automated framework for TCA reporting for clients
Developing best Execution report to be submitted to clients

AVP

Promoted

Feb 2014 – Jan 2016 · 1 yr 11 mos

Team Lead, STI
In my current role I am responsible for developing market making and risk unwinding strategy. Some of the major projects I am involved are
Developing medium and high frequency statistical arbitrage strategy for developed European Markets
Developing risk unwinding strategies for single stock trades.
Developing Automated IOI Suggestions based on market conditions and inventory for both Europe and US.
Facilitating internal client flow based on client flow pattern and market regime. The daily client facilitation exceeds Euro 200 million