Aug 2018 – Sep 2023 · 5 yrs 1 mo

• Trading volatility on equity options (both index and stocks) on NSE

Apr 2017 – Jul 2018 · 1 yr 3 mos

• As a member of Structured Products Trading team,
• Got the infrastructure implemented which led to significant improvement in turnaround time in providing new quotes to clients and executing the trades. This helped in doubling the revenue on the book on a sustainable basis.
• Worked towards the introduction of correlation based exotic options such as Worst of Autocallables, Memory Autocallables, Worst of Calls.

May 2014 – Jul 2018 · 4 yrs 2 mos

• Member of a lean 2 member Structured Products Trading Team; was responsible for structuring a broad variety of products. Priced and structured vanilla as well as exotic options such as Lookbacks, Barriers and Autocallables etc. Other responsibilities included handling new quote requests by sales team, taking hedges for new trades, providing exit quotes to clients and unwinding positions, assisting in managing the book such as carrying out rolls, tracking Greek exposures etc.
• Edelweiss has one of the largest and fastest growing Structured Products desk in India.

May 2012 – Apr 2014 · 1 yr 11 mos

• Risk Management of Equity Linked Structured Products (Exotic Options):
• Tracked Greek exposures across the book and ensured they were within risk limits.
• Checked new product term sheets being issued by sales team for being within prescribed risk tolerance limits.
• Independently validated pricing and hedging of new product ideas brought forward by trading team.
• Got the infrastructure implemented for daily monitoring of risk.
• General Risk Management on the Trading Floor
• Tracked VaR and other risk parameters across the trading floor.

Jun 2010 – Apr 2012 · 1 yr 10 mos

Jul 2007 – Jun 2010 · 2 yrs 11 mos