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Ankur Bhartiya

Product Engineer

Greater London, England, United Kingdom14 yrs experience
Highly Stable

Key Highlights

  • Expert in quantitative finance and algorithmic trading.
  • Proven track record in developing trading strategies.
  • Strong background in risk management and financial modeling.
Stackforce AI infers this person is a Fintech Quantitative Researcher with expertise in algorithmic trading and risk management.

Contact

Skills

Core Skills

Quantitative FinanceFinancial ModelingAlgorithmic TradingMachine LearningStatistical Arbitrage

Other Skills

AnalyticsData MiningTrading StrategiesDerivativesMatlabQuantitative AnalyticsTime Series AnalysisData AnalysisRVBAJavaProprietary TradingC++Equity ResearchAlgorithms

Experience

14 yrs
Total Experience
4 yrs 2 mos
Average Tenure
1 yr 5 mos
Current Experience

Balyasny asset management l.p.

Quantitative Researcher

Nov 2024Present · 1 yr 5 mos · London Area, United Kingdom

Squarepoint capital

Quantitative Researcher

Mar 2020Nov 2024 · 4 yrs 8 mos · Greater London, England, United Kingdom

Deutsche bank

DeltaOne Quant Strats

Mar 2016Mar 2020 · 4 yrs · London, United Kingdom

  • The strat team is responsible for pricing and risk management of delta one positions, including the management of stock inventory and capital.
  • The role involves:
  • Developing models to evaluate the cost of inventory and financing
  • Building and maintaining trading and risk management platforms
  • Optimising internal positions for use in financing strategies
  • Building tools for traders, sales and strats to visualise all of the above

Futures first info. services pvt. ltd.

Quantitative Analyst, Algorithmic Trading

Jun 2009May 2013 · 3 yrs 11 mos · Gurugram, Haryana, India

  • Responsible for:
  • Research and Development of Intelligent trading systems using machine learning and data mining
  • Design and development of In-house back-testing and trading framework for algorithmic trading
  • Conceptualized and implemented a Market-making strategy inspired by Statistical Arbitrage, for Packs and Bundles in Euribor futures market
  • Built a Genetic Algorithm based momentum strategy for German Bunds
  • Created a portfolio of diverse trading strategies which can be used directly by traders on different markets – Trend following, Mean reversion, Statistical Arbitrage

Education

Indian Institute of Management Bangalore

Master of Business Administration (MBA)

Jan 2013Jan 2015

Indian Institute of Technology, Kanpur

Bachelor of Technology (B.Tech.) — Computer Science and Engineering

Jan 2005Jan 2009

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