BNS KUMAR [Head - Quant Team]

Mobile: - 962******* Email:-ac75cu@r.postjobfree.com

Quant Trader with experience in designing, building, and deploying trading strategies in live markets. Adept at C++, Python, Market Microstructure, Risk Management.

EXPERIENCE:

Minance Bangalore

Quant Lead Since Aug’ 2017

• Actively managing prop-funds of Rs.10M and generating consistent returns from three quarters

• Built algorithm trading infrastructure with trade execution written in C++. Built a python interface using Cython to monitor live trades

• Designing, Coding, and Executing MFT/LFT strategies for trading on NSE and MCX (developed proprietary microstructure model, and implemented Correlation Spread models)

• Review literature on Market Making, Statistical/ML methods. Build on theoretical models and backtesting the same in python

Fractal Analytics Bangalore

Sr. Consultant Sep’ 2016 - Jul’ 2017

• Handling client calls to understand key risks areas and working closely to mitigate them. Improving the business efficiency by cutting down costs via advanced data analytics solutions

• Decreased costs (~40%) charged by third party vendor using a text mining on reports.

• Streamlined factory production line which is running overhead costs by incorporating data analytics solutions WNS Global Services Bangalore

Quant Analyst Jul’ 2015 – Sep’ 2016

• Developed a valuation model to simulate 10yr treasury yields based on macroeconomic parameters to evaluate undervalued/overvalued economies for investment purposes.

• Assisted traders in developing algorithm-trading strategies by applying Machine Learning models [SVM, Neural Networks] to predict price movements across different timeframes.

• Developed Fixed Income Dynamic Asset Allocation model based on the combination of valuation, cyclical, and technical strategies.

IFMR Investment Adviser Services Chennai

Portfolio Analyst Dec’ 2013 – Jun’ 2015

• Built a structured fund model to generate investor cash flows and IRR by factoring in default scenarios using Monte Carlo simulations.

• Built a bond valuation model; designed and developed SQL database; and wrote custom functions in R to find the portfolio at risk for various buckets

S&P Capital IQ Hyderabad

Financial Modelling Analyst Dec’ 2008 – Jun’ 2012

• Automation of spreadsheet-based models as per client requirements

• Developed customized portfolio management application in Excel to track and produce daily reports PUBLICATION

Structured Finance and Bond Market Development for Indian Microfinance Asian Journal of Research in Banking and Finance, Vol. 4, No. 9, September 2014, pp. 215-237 COMPUTER SKILLS

Languages: C++, Python, R, Excel-VBA Databases: SQL, MongoDB, Big Query Cloud: Google Cloud EDUCATION

Madras School of Economics 2012 - 2014

MSc Financial Economics

Linear Programming 2018

IISc - Bangalore

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