Raunak Kohli

CEO

Gurugram, Haryana, India10 yrs 8 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in designing automated trading strategies.
Proficient in analyzing large financial data sets.
Ranked among top Market Makers globally.

Stackforce AI infers this person is a Fintech expert specializing in quantitative trading and data analysis.

Contact

raunak.kohli.mnnit@gmail.com +918756284281 LinkedIn

Skills

Core Skills

Quantitative ResearchTrading Strategies

Other Skills

ANSYSAbaqusAutoCADBacktestingBudgetsCC++CalligraphyCatiaCustomer ServiceDigital PhotographyEnergy EfficiencyEngineeringEnglishFLUENT

About

I'm an experienced professional in the domain of Mid/Low Latency Systematic Trading working as a Quant for the past few years in India. I've been designing, backtesting and executing automated trading strategies in Equity Markets (FDAX, FESX, S&P 500, NQ), Bonds (Bund, Bobl, US 10 year) and various Commodity markets (Brent Crude, WTI, Wheat, Soyabean, GasOil). Experience in working with large data sets (Tick/OrderBook Data) Skill Sets: Analyzing n-Dimensional, extremely large, multi-time frame data sets from various financial markets Programming: C++ , Python, R, Excel VBA, Octave, MATLAB, JavaScript. Financial Softwares: Bloomberg, Thomson Reuters, E-Signal, NEAT (NSE).

Experience

10 yrs 8 mos

Total Experience

2 yrs 4 mos

Average Tenure

5 yrs 4 mos

Current Experience

X trading

Quantitative Trader

Feb 2021 – Present · 5 yrs 4 mos · Gurugram, Haryana, India

Alphagrep securities

Analyst, Quant Research and Trading

Nov 2020 – Jan 2021 · 2 mos · Bangalore

Alphom advisory - recruiting for multiple roles

Quantitative Trader (HFT)

Jan 2019 – Nov 2020 · 1 yr 10 mos · New Delhi Area, India

Developed new HFT Signals based on Market Microstructure and Orderbook Analysis to predict Stock Futures and Options.
Independently ideated, tested, and developed a statistical arb strategy to trade index options on Nifty and Bank Nifty.
Worked on automating various points in the HFT systems currently employed by Alphom.
Shell & python scripting for various risk management methodologies which include, but not limited to, P&L reports, Security ban prediction on T+1 day, Strategy risks (delta, vega, gamma, rho), and other intrinsic risks for the overnight positions held.

Futures first

Quantitative Analyst

Nov 2016 – Dec 2018 · 2 yrs 1 mo · Gurgaon, India

Designed, developed and deployed multiple low, medium and high-frequency trading (HFT) quant strategies in a variety of derivative products (Crude Oil, German DAX, Eurostoxx 50, German Bunds, US Treasuries, Wheat and Sugar Futures) on different exchanges.
Backtested various trading strategies with more than 5-year test data on R to generate Strategy Evaluation Reports (SERs), Equity Curve, Sharpe Ratio, Max Run-ups and Max-Drawdowns for each strategy
Used Support Vector Machines (SVMs) and Logistic Regression on market parameters to classify market states and updated Strategy parameters accordingly
Designated Market-Maker (ID: XG-RAK) for the Chicago Mercantile Exchange’s (CME) Brent and WTI Crude Oil Energy markets, and Ranked amongst the top 10 Market Makers by Volume across the globe (Feb’18 – Aug’18)
Designated Market-Maker (ID: XG-RAK) for NASDAQ Futures Exchange’s(NFX) Brent Crude , WTI Crude and GasOil Energy markets for Front 5 Calendar spreads and Front 2 Seasonal Spreads

National tsing hua university, taiwan

Summer Research Fellow

Jun 2016 – Aug 2016 · 2 mos · Hsinchu County/City, Taiwan

Design of Catalysts for Photocatalysis, Carbon Dioxide Reduction and Graphene Exfoliation using electrochemical methods!

Ather energy

Summer Internship

May 2015 – Jul 2015 · 2 mos · Bengaluru Area, India

Battery Pack Fuse Design and Development

National institute of technology (nit), allahabad

Training And Placement Representative

Mar 2015 – Mar 2016 · 1 yr · Allahabad Area, India

E-cell mnnit

Founding Member and Coordinator

Jan 2015 – Jun 2016 · 1 yr 5 mos · Allahabad Area, India

Britannia industries limited

Winter Intern

Dec 2014 – Jan 2015 · 1 mo · Rudrapur, India

" Shaft Design (Spiral Conveyor) and Plate Design, Process Optimization (Underweight Issues) and Implementation of 5S"

Indian institute of technology (iit), delhi

Research Scholar

May 2014 – Jul 2014 · 2 mos · IIT Delhi

Simulate the change in the mechanical properties of Carbon Nanotube (CNT) with finite change in temperature.
Molecular statics
Molecular dynamics
Temperature effects
Molecular dynamics simulation
Matrix Algebra
Tensor Algebra
Calculus