Oct 2024 – Apr 2025 · 6 mos · New York, United States

• DataAlpha is a boutique financial technology company.
• Led by a team of industry veterans, we partner with the world's premier asset management funds to transform their technology platforms. We bring modern technologists to integrate decades of practical industry experience with modern technology stack and principles to build future-proof enterprise solutions focused on Data, AI, Quant and Financial Application Development.

Jan 2018 – Aug 2024 · 6 yrs 7 mos

• 𝐄𝐪𝐮𝐢𝐭𝐲 𝐅𝐥𝐨𝐰 𝐕𝐨𝐥/𝐃𝐞𝐫𝐢𝐯𝐚𝐭𝐢𝐯𝐞 𝐀𝐮𝐭𝐨𝐦𝐚𝐭𝐢𝐨𝐧 𝐒𝐭𝐫𝐚𝐭𝐬
• Co-Manage US Equity Flow Vol Strats/Derivative Automation Strats, team responsible for building fast and robust data, analytics and quant systems for equity derivative business.
• Leading buildout of multiple automated high volume, small-ticket businesses leveraging new APIs. Some examples of such automated business include market making to insurance, option ETFs and dispersion business.
• Creating analytics systems to gather useful data and intelligence about GS trades and market inventory. This data is cornerstone to establishing data-driven business incentive structure and driving informed client conversations leveraging restructuring ideas, wallet share, client's reported market inventory.
• Key player in the effort to build the next-generation market data and risk engine for global equity derivatives business. Also significantly improved risk management around catalyst events like earnings and takeovers.
• 𝐌𝐚𝐫𝐪𝐮𝐞𝐞 𝐈𝐧𝐬𝐭𝐢𝐭𝐮𝐭𝐢𝐨𝐧𝐚𝐥 𝐒𝐚𝐚𝐒
• Led the buildout of the new Equity Derivative SaaS business for GS via Marquee. This included externalizing of EqDerivs data, backtesting & risk software to institutional clients via web solutions, python SDKs and REST APIs. Equity Derivatives SaaS business accounted for >90% of Marquee SaaS ARR in 2020.
• 𝐒𝐈𝐌𝐎𝐍 𝐌𝐚𝐫𝐤𝐞𝐭𝐬
• Moved to US from India to continue the role - leading product and strats team in order to spin out SIMON Markets outside Goldman Sachs.

Jun 2011 – Dec 2017 · 6 yrs 6 mos

• 𝐒𝐈𝐌𝐎𝐍 𝐌𝐚𝐫𝐤𝐞𝐭𝐬 𝐚𝐧𝐝 𝐒𝐭𝐫𝐮𝐜𝐭𝐮𝐫𝐞𝐝 𝐏𝐫𝐨𝐝𝐮𝐜𝐭𝐬
• Founder members with SIMON, heading the product and strats team when it spun out. Playing various roles, I lead key investor and client pitches. SIMON is a digital marketplace focused on improving distribution and education of structured notes- initially created within GS, spun out at the end of 2018.
• Successfully spearheaded the issuer integration effort - 400+ SNs listed on SIMON, a day after spinout. Redesigned SIMON’s technical architecture leading to spin out - migrating SIMON services to API driven microservice architecture and establishing technical controls to make SIMON legally compliant.
• Strategized and led efforts to build various SIMON pricing, analytics and workflow automation tools and services on SIMON platform, like pricing heatmaps, pre/post trade analytics and issuance portal.
• Conceptualized consistent instrument definition language for SNs - establishing foundation for industry standardization and wider adoption of SNs, issuance automation and market analytics.
• 𝐄𝐪𝐮𝐢𝐭𝐲 𝐃𝐞𝐫𝐢𝐯𝐚𝐭𝐢𝐯𝐞𝐬 & 𝐂𝐨𝐫𝐞 𝐐𝐮𝐚𝐧𝐭 𝐒𝐭𝐫𝐚𝐭𝐬
• Created infrastructure to backtest and evaluate systematic trading strategies like volatility carry, asset baskets, currency hedge etc. on behalf of clients – pivotal for building a then sprouting business.
• Part of the core quant team that led the global effort to build the generic framework to represent complex derivative payoffs and their pricing models and engines.

May 2008 – Jul 2008 · 2 mos

• Simulated atmospheric conditions of Kali-Gandaka valley to identify 5 cost-effective sites for harnessing wind energy. Implemented an innovative numerical method for solving advection equations in such simulation models.