S

Sameer Jain

Director of Engineering

New York, New York, United States15 yrs 10 mos experience
Most Likely To SwitchHighly Stable

Key Highlights

  • Expert in algorithmic trading and market microstructure.
  • Proven track record in quantitative analysis and trading strategies.
  • Leadership experience in managing quantitative research teams.
Stackforce AI infers this person is a Fintech expert specializing in quantitative trading and risk management.

Contact

Skills

Core Skills

Quantitative AnalysisTrading Strategies

Other Skills

Algorithmic TradingMarket MicrostructureCentral Risk BookETF MMLiquidity StrategyImpact Cost ModelingBlock PricingProduct DevelopmentMarket microstructure researchCRB Systematic Portfolio ManagementFlow AnalysisEquitiesEconometricsProbability and StatisticsTime Series Analysis

About

Algorithmic Trading, Market Microstructure, Impact Cost and Liquidation Risk Modeling, Block Pricing, Inventory Management, Central Risk Book, ETF MM, Liquidity Strategy, Product Development, Machine Learning, Statistics, Q/kdb+, R, Python

Experience

15 yrs 10 mos
Total Experience
7 yrs 11 mos
Average Tenure
13 yrs 4 mos
Current Experience

Citi

3 roles

Director

Promoted

Jan 2021Present · 5 yrs 3 mos

  • NAM Head of CRB/PT/HT/ETF MM Quants
Algorithmic TradingMarket MicrostructureCentral Risk BookETF MMLiquidity StrategyQuantitative Analysis+1

Vice President

Promoted

Apr 2016Jan 2021 · 4 yrs 9 mos

  • Cash Equities Quantitative Research & Trading
  • Impact Cost Modeling and Block Pricing for SS and ETFs. PT blind risk pricing.
  • CRB Systematic Portfolio Management, Flow Analysis and Market Making.
  • Liquidity strategy and Product Development. IOIs driven electronic trading.
  • Market microstructure research and algorithmic execution consultancy.
Impact Cost ModelingBlock PricingLiquidity strategyProduct DevelopmentMarket microstructure researchQuantitative Analysis+1

Senior Quant/Product

Dec 2012Apr 2016 · 3 yrs 4 mos

  • BECS Products; Global Cash Equities

Deutsche bank

Senior Analyst

Jun 2010Dec 2012 · 2 yrs 6 mos · Mumbai Area, India

  • Fx/STIRT Electronic Trading

Honeywell technology solutions.

Summer Intern

May 2008Jul 2008 · 2 mos · Bengaluru, Karnataka, India

  • Design of Experiments (DOE) Group - Reliability Based Design Optimization using Support Vector Machines.

Technologies for embedded computing (tec) centre, ireland

Summer Intern

May 2007Jul 2007 · 2 mos · Ireland

Education

Indian Institute of Technology, Delhi

Integrated M.Tech — Mathematics and Computing

Jan 2005Jan 2010

Institute of Actuaries of India

Actuarial Sciences

Jan 2009Jan 2010

CFS New Delhi

Jan 2003Jan 2005

KVM Ludhiana

Jan 1991Jan 2003

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