Nilesh Koshe

Consultant

Mumbai, Maharashtra, India15 yrs 5 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in High Frequency Trading strategies
Proficient in Derivatives and Options trading
Strong background in quantitative research and analysis

Stackforce AI infers this person is a Quantitative Researcher specializing in High Frequency Trading and Derivatives in the Fintech sector.

Contact

Skills

Core Skills

High Frequency TradingDerivativesOptionsTradingMarket MakingAlgorithm Design

Other Skills

Derivative StrategiesVolcurveHFTAutomated options trading strategiesVolatility predictionTick dataOption Market MakingTick by tick data analysisFIX protocol analysisRisk ManagementTrade strategiesAnalytical toolsStrategy Back-testingQuantitative techniquesEquity Derivatives

Experience

15 yrs 5 mos

Total Experience

3 yrs 10 mos

Average Tenure

4 yrs 11 mos

Current Experience

Quantbox research

Quantitative Researcher

Jun 2021 – Present · 4 yrs 11 mos · Bengaluru, Karnataka, India

Derivative Strategies, Volcurve, HFT,

Derivative StrategiesVolcurveHFTHigh Frequency TradingDerivatives

Alphagrep securities

AVP: HFT Derivative Strategies

Mar 2017 – Feb 2021 · 3 yrs 11 mos · Bangaluru

Automated options trading strategies using alpha.
Volatility prediction by tick data

Automated options trading strategiesVolatility predictionTick dataOptionsTrading

Irage broking services llp

Senior Quant Associate: HFT Derivatives Strategy

Oct 2013 – Feb 2017 · 3 yrs 4 mos · Mumbai Area, India

Option Market Making of listed derivative on Indian and global exchanges
Tick by tick data analysis for market micro-structure and strategy building
FIX protocol analysis for strategy execution and debugging
Risk Management of the live strategies

Option Market MakingTick by tick data analysisFIX protocol analysisRisk ManagementMarket MakingDerivatives

Nomura structured finance services pvt ltd

Associate

Jun 2010 – Sep 2013 · 3 yrs 3 mos · Mumbai Area, India

1. Developing trade strategies based on vanilla options: spreads, straddles, swaps etc. Providing indicative price for them.
2. Developing analytical tools and screens for trade guidance based on Volatility, helping sales, traders and clients
3. Strategy Back-testing: Devising and testing strategy on options, stocks and Indices for specific market behavior.
4. Using Quantitative techniques for Stock selection like Pattern Recognition, Neural Network etc. in Gamma, Vega, Spread trades etc.

Trade strategiesAnalytical toolsStrategy Back-testingQuantitative techniquesAlgorithm DesignOptions