Siddharth Gokhale

Associate Consultant

United Arab Emirates3 yrs experience

Key Highlights

Proven track record in algorithmic trading strategies.
Expertise in data science applied to financial markets.
Strong analytical skills in portfolio and risk management.

Stackforce AI infers this person is a Fintech professional with strong expertise in quantitative finance and algorithmic trading.

Contact

Skills

Core Skills

Data SciencePortfolio ManagementQuantitative AnalyticsAlgorithmic TradingMarket AnalysisEquity DerivativesFinancial Analysis

Other Skills

Analytical SkillsAnalytical ToolsAnalyticsBenchmarkingBloomberg TerminalCommoditiesCommunicationComputer ScienceCorporate ActionsData AggregationData AnalysisData ModelingData VisualizationData analysisDerivatives

About

Experienced in the application of data science in investments, simulate multivariate macroeconomic events backtest, systematic algorithmic trading, and portfolio hedging. Track record in developing innovative financial strategies to enhance performance and manage risk.

Experience

3 yrs

Total Experience

1 yr

Average Tenure

Current Experience

Enabling qapital ag

Consultant Senior Portfolio & Data Analyst

Oct 2024 – Feb 2025 · 4 mos

Data Modeling and Analytical Tools:
Maintained and updated financial analytical models and dashboards for funds and initiatives, utilizing Python for automation and development.
Portfolio and Risk Management:
Conduct research and analysis on investees' operational, financial, and key metrics, supporting Portfolio Managers in decision-making and strategy development.
Operational and Research Support:
Provided logistical support for regional operations and created country-specific analysis reports to inform investment strategies.

Data ModelingAnalytical ToolsPythonPortfolio ManagementRisk ManagementData Science

Marwadi shares and finance ltd.

Quantitative Research Analyst

Mar 2022 – Oct 2023 · 1 yr 7 mos · Mumbai, Maharashtra, India

Macro-economic research:
Utilize Eikon Refinitiv (Thomas Reuters) terminals to aggregate data and use macroeconomic indicators to understand historical patterns and backtest on financial data.
Fund portfolio market research:
Create comparative presentation on various mutual fund (MF) portfolios, (concentration risk, asset allocation, etc.)
in equity, credit, gold, hybrid and balance fund offered in the market through ACE-MF software and python exploratory data analysis.
Algorithmic trading:
Alpha discovery by the development of a option greek trading model in index and single stock derivatives using Python libraries and SQL-Lite database.
Utilized Symphony XTS API to implement live trading on the National Stock Exchange (NSE) Derivatives market.
Projects:
Presentation of industry-wide mutual fund and active fund portfolio tracking.
Live trading program for reverse gamma strategy.
Machine learning algorithm models such as principal component analysis, multiple linear regression, etc.
Dashboard to visualize stock portfolio position and value at risk parameters.
Options chain skew frontend analytics dashboard.
Implemented repository, state, factory, strategy design patterns implemented as per market volatility index.
Python, SQL, Data analytics, Numpy, Pandas, Redis, Plotly libraries.

Macro-economic researchEikon RefinitivPythonSQLAlgorithmic tradingData analysis+2

Freelance

Equity Derivatives Specialist

Mar 2021 – Feb 2022 · 11 mos

Proprietary trader & studied for Charter in Alternative Investment (CAIA)
1. Traded 10 systematic long & short strategies index and forex derivatives. Scrutinized technical analysis, chart patterns – trend, breakout, volume profile and liquidity analysis.
2. Traded more than 30 directional and neutral market strategies as bull and bear spread.
3. Utilized option Greeks in interpreting risk measurement, and Implied volatility-based trades.
4. Applied volatility spreads and hedging based on the book ‘Option Volatility & Pricing' by Sheldon Natenberg

Technical AnalysisRisk MeasurementVolatility SpreadsHedgingEquity Derivatives

Nomura

Financial Analyst ( Consultant )

Jul 2020 – Jan 2021 · 6 mos · Mumbai

QUESS CORP LIMITED
1. Performed more than 80 high-yield bond cash projection reports for Nomura USA and Singapore.
2. Calculated net asset value 60 reports for Nomura Tokyo holdings, to be updated every day on the bloomberg terminal.
3. Conducted Corporate Actions - full call, partial call, exchanges and pay-in-kind reconciliations.

High-yield bond analysisCorporate ActionsBloomberg TerminalFinancial Analysis