Mar 2017 – Apr 2022 · 5 yrs 1 mo · Singapore

• Medium frequency equity trading

Apr 2016 – May 2016 · 1 mo · Mumbai Area, India

• Extracted important features and built pricing models predicting prices over next few minutes
• Built volume prediction models superimposing intraday profiles over historical volume indicators
• Developed a VWAP execution algorithm using pricing and volume models beating market
• VWAP by atleast 3 bps in high volume Banking and Auto stocks
• Characterised market in to mean reverting/trend following regimes using technical indicators
• Identified important technical, ETF related and flow variables to predict returns in each regime
• Developed a model achieving a correlation of 20% with daily returns of Nifty Index
• Identified exhaustive features impacting the price of Indian Equities based upon cross correlations with broader market indices, sectoral indices and order book information

May 2014 – Jun 2015 · 1 yr 1 mo · Bangalore

• Built in numerous trading models predicting futures prices using extensive data analytics and machine learning techniques for trading derivatives across the world
• Developed and tested innumerous trade execution logics to execute trades as instructed by pricing models to get executions at better prices
• Optimised trading under macroeconomic events like ECB/Fed Meets, GDP, NFP, FOMC
• Traded major equity, bonds and volatility derivatives across 3 developed countries in the world
• Managed flows of significant market share in 4 major index futures in developed markets

Nov 2013 – May 2014 · 6 mos · bangalore

• Characterised market behaviour using S&P500 stock dispersion, volatility, implied correlation
• Used market variables to predict out performance of the US Large Capital Equity portfolio
• Carried out portfolio optimisation and generation of trades for portfolio rebalancing

Jun 2012 – Nov 2013 · 1 yr 5 mos · Gurgaon, India

• Classified NSE top 200 stocks and optimized trading parameters like spreads, max. inventory
• Conceptualised multiple quote market making framework to increase market participation
• Enhanced market participation by 40% in BSE strategies; Led to a 2 fold increase in profits
• Achieved 50 % increase in profitability at the Equity Market Making Desk