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Derivatives Trader

Mumbai, Maharashtra, India
January 29, 2018

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Email: Contact No. +91 971******* DOB: January 3rd,1985

Quantitative Trader with 10 years of experience in Derivatives and Structured products across Asset classes

Current Role: Index Options Trader, Global Volatility Trading Desk

Volatility focussed Derivatives Trading across Major Global Indices


Bachelor of Technology Degree in Chemical Engineering, 2003 – 2007 Indian Institute of Technology Bombay, Mumbai, India

Professional Experience

Dec 2014 – Present

Assistant Vice President – Global Markets, Edelweiss Financial Services, Mumbai

Responsible for Volatility trading across Major Global Indices including domestic market

Developed thorough analytical framework to replicate thematic Index Volatility portfolio

Performed rigorous research on complex Volatility Models and Equity Hybrid products

Management responsibilities for 3 analysts focussed on quantification of Macro Risk scenarios

July 2012 – Nov 2014

Team Lead - Rates & Currencies, Markets & International Banking, Royal Bank of Scotland

Management responsibilities for 4 analysts across Interest Rates & FX sub businesses

Generated Trading Ideas based on relative value opportunities in Sovereign bonds and Swaps

Reviewed and proposed improvements in Pricing models & Risk methodologies across IR products

Worked on multiple projects related to fair pricing & hedging of Complex FX products

May 2010 – July 2012

Senior Associate, Quantitative Risk Management, Nomura, Mumbai

Daily Portfolio Risk analysis of EMEA Derivatives, Convertible bonds and Delta One businesses

Introduced new risk dimensions, better stress scenarios and improved methodologies for complex products to represent accurate risk profile and stress results

July 2007 – Dec 2008

Equity Derivatives Market Maker, European Markets, Optiver Holding B.V., Amsterdam

Managed Single Stock Options trading desk targeting top European Financial stocks

Devised & executed various trading strategies based on single stock volatility term structure

Managed positions & risks associated with market moves, volatility, interest rates and dividends

Identified market maker errors & executed profitable strategies in number of corporate actions

Areas of Interest

Stochastic calculus, Volatility Trading Signals, Derivatives pricing & Hedging

Equity derivatives trading strategies on Volatility & Dividends, Relative Value Trading in FX and Commodities

Risk management: Scenario Analysis, VaR & Economic Capital calculations


A passion for financial markets with an ability to perform better in stressed situations

Fast calculations, Good interpersonal & highly effective Team Management skills


Certified Exchange Trader by Eurex Deutschland, Germany

Certified Exchange Trader by Deutsche Boerse Frankfurt, Germany

Computer Skills

C/C++ Programming, MATLAB, Excel VBA, Bloomberg & Reuters Hobbies

Poker, Wildlife tours, Trekking, Adventure Sports

Other Details

Notice Period: 3 months

Salary Details: On request

References: On request

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