Sep 2020 – Aug 2023 · 2 yrs 11 mos · Gurugram, Haryana, India

• Actively trades various Australian and US fixed income interest rate futures, 3&10 year bonds and their combination.
• Developed and implemented time series models for pricing and risk management of trading strategies..
• Performed research on technical and Quantitative signals for trading in Australian and US interest rate futures. Found values using gradient boosted decision tree and VWAP based mean reversion.
• Assisted in formulating algorithms to automate and develop the trading strategies across US and Australian interest rate futures.
• Actively used OMT and ADL algorithms on Trading technologies platform to trade US and Australian
• rate futures across major data releases like inflation and labor data.
• Designed and implemented various trading strategies using excel models and algorithms.
• Extensive charting tools in excel and on Bloomberg terminal to maximize my trading return.
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Sep 2018 – Aug 2020 · 1 yr 11 mos

Sep 2018 – Aug 2020 · 1 yr 11 mos

• Actively tracks interest rate regimes in developed market like Eurodollar, Euribor to prepare short term and long term trading strategies.
• Developed and maintained a diverse set of datasets, built signals from raw data and incorporated into various models to forecast profitable trades.
• Assisted in automating core strategies across bond curves based on bid-offer capturing in low volatile market.
• Develops research tools for identifying relative value opportunities in various interest rate markets. Works on Bloomberg terminal to create dashboard/workspace to track trades and perform research.