Mar 2022 – Jul 2022 · 4 mos

• Sector-agnostic VC firm currently investing out of a $150M fund backed by 2LPs Info Edge India (~$10b listed co.) and Temasek (Singapore). I primarily looked at Crypto and Fintech opportunities

Oct 2020 – Feb 2022 · 1 yr 4 mos

• Worked with the Tickertape team. Scaling the product 1-10 with some really smart people
• Owned features around personal finance and investment analysis for retail investors
• Also worked on some ecosystem projects like migrating our analytics stack, onboarding new data vendors, fixing payment flows, OTP verification mechanisms etc.

Jan 2020 – Oct 2020 · 9 mos · India

• Part of the 7 member product team that launched Paytm’s stock trading platform
• Lead development of the app’s data discovery section (Search algo, stock charts, watchlists, price alerts)
• Worked on industry-first stock SIP feature (No discount broker offered it back then)
• Owned the enablement of Exchange Traded Funds on the platform post v1 launch

Jul 2019 – Nov 2019 · 4 mos

• Worked on implementation of Reinforcement Learning on Pair Trading
• Backtested banking (HDFCB-HDFC), pharma (LUPIN-AUROPHARMA) and multiple public sector pairs with different environments (input knowledge, reward function combinations) on minute level cash segment data
• Core algorithm used in the background for the learning part was a Q-learning approach coupled with a multi layer perceptron to predict the optimum action at a given environment state (a combination of current observation and the bot's past learning experience)
• Goal was to understand if the domain specific alpha played a major role in profitability or was it money management and position sizing.

Sep 2018 – Jan 2020 · 1 yr 4 mos

• Acquired by Dhan

May 2018 – Jul 2018 · 2 mos · Bengaluru, Karnataka, India

• Built an analytics system for the back office, for calculating individual client level option greeks and hence, analyzing his/her market risk based on delta and gamma close to expiry.
• Built frameworks to backtest option strategies, mainly calendar spreads on the BANKNIFTY index.
• Traded NIFTY index options from the company’s proprietary account.
• Automated reporting relating excel/web tasks using selenium and python scripts.
• Built and deployed a live trading dashboard, which shows real-time strategy and enterprise level PNL and other performance statistics (turnover, drawdowns etc.) Tech stack: Flask backend, Mongo storage, React Frontend
• Worked on building a structured product with extremely low capital requirement by combining mutual fund portfolios with long term options contracts on indices.

Mar 2018 – Apr 2019 · 1 yr 1 mo

• Built quantitative trading strategies for US, European, Japanese, Chinese and Canadian equity markets on proprietary python based platform
• Major Research focus: Deep value, Post Earnings Announcement Drift and Goodwill Impairment
• Developed algorithms for efficiently combining less correlated strategies to diversify risk and minimise slippage

Jul 2017 – Jan 2018 · 6 mos

• Was a tier-1 consultant.
• Built quantitative trading strategies for US Equity Markets.
• Worked on varied datasets including price volume, company financials, analyst reports, options data as well as sentiment signals.