Varun Teluguntla

CEO

New York, New York, United States9 yrs 9 mos experience

Highly Stable

Key Highlights

Expert in Delta One pricing and synthetic equity products.
Proven track record in inventory management and optimization.
Developed systematic solutions for equities and prime brokerage.

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

Contact

Skills

Core Skills

Delta One PricingSynthetic FinancingInventory ManagementOptimization

Other Skills

Portfolio OptimizationMargin optimizationFunding optimizationEquity swapsFuturesOption combosIndex financingCapital efficiencyRisk metricsEquity Swap modelPricing featuresComputer ScienceC++ProgrammingAlgorithms

About

Quantitative Strategist | Equities Synthetics & Prime Brokerage Experienced in delivering systematic solutions across Delta One and Synthetic Equity Products. Expertise includes: - Synthetic financing & Portfolio Optimization - Margin & Funding optimization for Equities and Prime Brokerage desks - Delta One pricing & strategy: Equity swaps, futures, and option combos - Index financing: Strategy development using equity index futures - Capital efficiency & risk metrics: GSIB, RWA, CCAR frameworks

Experience

9 yrs 9 mos

Total Experience

9 yrs 9 mos

Average Tenure

9 yrs 9 mos

Current Experience

Goldman sachs

3 roles

Vice President

Promoted

Jan 2022 – Present · 4 yrs 4 mos

Equities Prime Services Strats in Global Markets Division

Synthetic financingPortfolio OptimizationMargin optimizationFunding optimizationDelta One pricingEquity swaps+5

Associate

Promoted

Jan 2020 – Dec 2021 · 1 yr 11 mos

Analyst

Jun 2016 – Dec 2019 · 3 yrs 6 mos

Strategist at Synthetic Products Group
I primarily focus on Inventory Management and Optimization of the desk. Developed various tools and metrics over the last couple of years to manage ~ 40 b$ of inventory and systems which trade around a billion $ of inventory on a daily basis.
Also worked on improving existing Equity Swap model to incorporate additional pricing features.

Inventory ManagementOptimizationEquity Swap modelPricing features