Bhavya Madan

Product Engineer

Amsterdam, North Holland, Netherlands11 yrs 7 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in Algorithmic Trading and Quantitative Finance
Proficient in C++, Python, and Data Analytics
Strong background in Equity Derivatives and Risk Management

Stackforce AI infers this person is a Fintech professional with expertise in quantitative trading and risk management.

Contact

Skills

Core Skills

Algorithmic TradingQuantitative FinanceData AnalyticsEquity DerivativesRisk Management

Other Skills

AlgorithmsAutomationCC++Computer ScienceData StructuresEquitiesHTMLLinuxMachine LearningMicrosoft ExcelMicrosoft OfficeMySQLOptimizationPython

About

Experienced Sr. Quant Trader with a demonstrated history of working in the global financial industry. Expertise in HFT, Statistical Arbitrage, Derivatives pricing, Algorithmic trading, Market making. Proficient in C++, C#, Python, Excel. Innate interest in puzzle solving. Strong finance and engineering professional with a Bachelor of Technology in Computer Science from IIT Guwahati.

Experience

11 yrs 7 mos

Total Experience

2 yrs 11 mos

Average Tenure

8 yrs 1 mo

Current Experience

Algorithmic trading group (atg) ltd

Quant Trader

May 2018 – Present · 8 yrs 1 mo · Amsterdam Area, Netherlands

We solve puzzles.

C++PythonStatistical ArbitrageAlgorithmic tradingQuantitative Finance

Jpmorgan chase & co.

ML Quant

Jul 2017 – Apr 2018 · 9 mos · Mumbai Area, India

Member of central Data Science team for the Corporate and Investment Bank(CIB) division of JP Morgan Chase. Worked with various LOBs of CIB like Controls, Operations, Compliance and Tech to come up with the useful insights using Data Analytics and Machine Learning techniques.

Data AnalyticsMachine LearningQuantitative Finance

Goldman sachs

2 roles

Equity Derivatives Quant

Jan 2015 – Jan 2017 · 2 yrs · Bengaluru Area, India

Quant Strategist for equity exotic derivatives in Securities division at Goldman Sachs, Bengaluru.
▪ Worked on the pricing and booking of a Variable Annuity trade.
▪ Developed a GUI based automatic risk flipper to manage Equity and FX Delta which is used to book internal trades worth
million dollars every day in Asia and London.
▪ Provided consistent desk support and worked on various real time risk reports like fixing risk, wrong way risk.
▪ Automated major manual processes for traders and sales team like trade booking, client report generation.

Equity DerivativesRisk ManagementAutomationQuantitative Finance

Summer Analyst

May 2014 – Jul 2014 · 2 mos · Bengaluru Area, India

▪ Researched to improve and optimize Local Vol calibration for equity derivative pricing models.
▪ Successfully reduced number of Dupire calculations by 40% resulting in significant pricing time improvements.

ResearchOptimizationQuantitative Finance

Csea, iit guwahati

General Secretary

Apr 2014 – Apr 2015 · 1 yr · Guwahati Area, India

As General Secretary, Computer Science and Engineering Association(CSEA), IIT Guwahati, led a team of 20 students for developing university-corporate relationships and organize hackathons, guest lectures and other social events.