Avinash Shrivastava

Product Engineer

New York, New York, United States9 yrs 7 mos experience

Most Likely To SwitchAI ML Practitioner

Key Highlights

Top 1% in Two Sigma Financial Modelling Challenge-2019
Expertise in volatility arbitrage and quantitative finance
Strong programming skills in Python, R, and MATLAB

Stackforce AI infers this person is a Quantitative Finance expert with a focus on algorithmic trading and risk management.

Contact

Skills

Core Skills

Algorithmic TradingQuantitative FinancePredictive Modeling

Other Skills

AlgorithmsAnalyticsAsset ManagementAutodesk SoftwareAutomated TradingBusiness AnalyticsCCAEData AnalysisETFsEquity TradingFinanceFinancial ModelingFinite Element AnalysisFixed Income

About

- Masters in Computational Finance (MFE) from Carnegie Mellon University(CMU), B.Tech. IIT Kanpur. - Worked as a strat with Goldman Sachs earlier with experience in portfolio risk, trading strategies, quantitative and statistical models, risk management, options pricing, and portfolio management. - Ranked top 1% in Two Sigma Financial Modelling Challenge-2019 on Kaggle. - Proficient in Machine Learning, Data Analysis, Regression Analysis, PCA and Programming (Python, R, C++, VBA, MATLAB, SQL) - Reach out to me at avinash2@alumni.cmu.edu (resume and more)

Experience

9 yrs 7 mos

Total Experience

1 yr 7 mos

Average Tenure

2 yrs 4 mos

Current Experience

Millennium

Quantitative Trader

Feb 2024 – Present · 2 yrs 4 mos

Building semi-systematic volatility arbitrage strategies focusing on index, ETFs, VIX and single stocks, and managing the systematic trading book.

Algorithmic TradingQuantitative FinanceVolatility ArbitragePortfolio ManagementAutomated TradingTrading

J.p. morgan

Vice President, Systematic Trading

Mar 2021 – Feb 2024 · 2 yrs 11 mos · New York City Metropolitan Area · On-site

Systematic Trading and Automated market making for ETFs covering US and EMEA markets
co-manage systematic trading book
Work includes: pricing, optimal risk hedging, flow analysis, portfolio risk decomposition, and create/redeem
Automating on-screen/block risk pricing, hedging, and inventory management in all etfs

Predictive ModelingQuantitative FinanceEquity TradingETFsQualitative ResearchStatistics

Millennium advisors, llc

Quantitative Researcher/Trader

Feb 2020 – Mar 2021 · 1 yr 1 mo · USA

Researching and Trading Fixed Income products (Corporate, Muni bonds/etfs)
Building systematic credit trading models.
Profitably traded bonds with own book and 2+ sharpe ratio.

Predictive ModelingQuantitative FinanceEquity TradingQualitative ResearchStatistics

Panagora asset management

Quantitative Research Intern

May 2019 – Aug 2019 · 3 mos · Greater Boston Area

1. Worked on fundamental, market data, and statistical arbitrage methods to generate the trading signals.
2. Worked on text data, NLP and LDA for pairs trading opportunities.

Predictive ModelingQuantitative FinanceEquity TradingQualitative ResearchStatistics

Goldman sachs

Quantitative Strategist, Synthetic Products Group

Feb 2017 – Jul 2018 · 1 yr 5 mos

Developing and improving pricing models for synthetic tradeables.
Working on developing capital and risk models to analyze client performance.
Implemented Basel-III capital attribution framework for synthetic trades, calculated counterparty risk, market risk components.

Quantitative FinanceQualitative Research

American express

Business Analyst, Credit Management Strategy Team

Jun 2015 – Jan 2017 · 1 yr 7 mos · Gurgaon, India

Part of Line Management Strategy team for International markets: UK, HK, CA, MX, AU, IT, IN, NZ.
Using predictive analytics to determine consumers behavior to correctly assign the credit limit and mitigate risk exposure.
Received Analyst if the Quarter Award Q4 2015 for excellent performance.

Predictive Modeling