Shintal Shah — CEO

📊 Portfolio Manager | Derivatives Strategist | Quantitative Research | 12+ Years | Mumbai I turn complex market data into consistent, high-accuracy trading outcomes. Over the past 12 years, I have managed a ₹10 Crore proprietary multi-asset portfolio, designed systematic options strategies, and built Python-based backtesting engines — all within the fast-moving NSE and MCX ecosystems. 🔹 What I do best: • Portfolio Management & P&L Attribution — end-to-end ownership of multi-asset books with structured performance reporting • Derivatives Strategy — Iron Condors, Butterflies, Ratio Spreads, Delta-Neutral, and Beta Hedging for consistent volatility harvesting • Quantitative Research — 100+ backtests, statistical arbitrage models, and signal-generation systems built in Python, Excel & VBA • Derivative Data Intelligence — Open Interest, FII positioning, rollover analysis, and payoff construction for Index Options • Technical Analysis — VWAP, ATR, RSI,Fibonacci, and breakout/mean-reversion models 🔹 A result I'm proud of: Designed a non-directional options strategy across NSE's Top 10 stocks, achieving historical win rates of 60–83%, average monthly returns of 4–5%, and maximum drawdown below 8% — over 70+ weekly and monthly expiries per stock. 🔹 What I'm looking for: I am actively seeking roles in Portfolio Management, Derivatives Research, or Quantitative Analysis at large banks or financial institutions in Mumbai — where I can bring systematic thinking, real-time market expertise, and disciplined risk management to an institutional team. 📩 Open to connecting with hiring managers, research heads, and fellow market professionals. 📍 Mumbai | MBA Finance – Sikkim Manipal University | B.Com Finance – University of Mumbai

Stackforce AI infers this person is a Fintech professional specializing in quantitative analysis and portfolio management.

Location: Mumbai, Maharashtra, India

Experience: 12 yrs 8 mos

Skills

Portfolio Management
Quantitative Analysis
Data Automation
Options Strategies

Career Highlights

Managed ₹10 Crore multi-asset portfolio with strong returns.
Designed options strategies achieving 60-83% win rates.
Pioneered automated trading models enhancing decision-making.

Work Experience

Achal Jewels

Option Trader (2 mos)

Shivpuja Trading Company Pvt Ltd

Portfolio Manager (12 yrs 6 mos)

Education

Master of Business Administration at Sikkim Manipal University (SMU)

Bachelor of Commerce at University of Mumbai

Shintal Shah

CEO

Mumbai, Maharashtra, India12 yrs 8 mos experience

Highly Stable

Key Highlights

Managed ₹10 Crore multi-asset portfolio with strong returns.
Designed options strategies achieving 60-83% win rates.
Pioneered automated trading models enhancing decision-making.

Stackforce AI infers this person is a Fintech professional specializing in quantitative analysis and portfolio management.

Contact

Skills

Core Skills

Portfolio ManagementQuantitative AnalysisData AutomationOptions Strategies

Other Skills

Risk ManagementTechnical AnalysisBacktestingExcelVBAPower QueryAdvanced Portfolio Management & HedgingQuantitative Research & Strategy DevelopmentSystematic Technical AnalysisFinancial Modeling & AutomationData Analysis & BacktestingProcess Automation & Technical AdaptationSoft Skills & CollaborationAnalytical ThinkingProblem Solving

About

Experience

12 yrs 8 mos

Total Experience

12 yrs 6 mos

Average Tenure

2 mos

Current Experience

Achal jewels

Option Trader

Mar 2026 – Present · 2 mos · Mumbai, Maharashtra, India · On-site

Shivpuja trading company pvt ltd

Portfolio Manager

May 2013 – Nov 2025 · 12 yrs 6 mos · Mumbai, Maharashtra, India · On-site

Portfolio Management & Strategy:
Directed a proprietary multi-asset portfolio with a peak AUM of ₹10 Crore, consistently delivering strong risk-adjusted returns.
Architected and managed a core equity portfolio hedged with a dynamic short futures overlay, effectively reducing portfolio beta and protecting capital during market corrections of 5-15%.
Systematically implemented non-directional options strategies (Iron Condors, Strangles), increasing portfolio annualized returns by an average of 3-4% while simultaneously reducing volatility.
Applied advanced technical analysis (Market Profile, VWAP, Wyckoff) to achieve 80-90% predictive accuracy in market forecasts, directly informing strategic portfolio adjustments.
Quantitative Analysis & Automation:
Pioneered the firm's shift to data-driven decision-making by developing a suite of Excel-based automated trading models powered by Power Query and VBA.
Engineered automated data pipelines to ingest, clean, and process live delayed feeds from NSE and MCX, enabling real-time backtesting and signal generation against live market conditions.
Conducted rigorous historical backtesting on 100+ strategy iterations using multi-year tick data to optimize entry/exit parameters, position sizing, and stop-loss levels, establishing a statistically significant edge before live deployment
Driving the transition of automated Power Query systems to Python for enhanced scalability, advanced analytics, and more robust quantitative strategy development
Risk, Compliance & Operational Excellence:
Developed and instituted a comprehensive risk management framework, including a post-trade analytics system for granular, strategy-wise P&L attribution
Collaborated directly with external auditors, providing detailed trade rationales and reconciliations that streamlined the audit process and reinforced operational integrity and transparency
Ensured all trading activities and strategy performance were documented to compliance-ready standards