Quant trader

Prakashchandra B.C

**** *.****** ******, *******, IL 60637 312-***-**** **************@********.*** SUMMARY

Over two years of derivatives trading and 5 years of strong programming experience; passion for financial modeling and quantitative strategies with a broad skill set in programming, math and finance, strong communication and agile team skills. EDUCATION

THE UNIVERSITY OF CHICAGO Chicago, IL

Master of Science in Financial Mathematics Dec 2016 Coursework: Option Pricing, Statistical Risk Management, Portfolio Theory & Risk Management, Regression Analysis & Quantitative Trading Strategies, Stochastic Calculus, Numerical Methods, Economics of Asset Pricing, Time Series Analysis FRANKFURT UNIVERSITY Frankfurt, Germany

Master’s in Business Administration Dec 2012

Coursework: Derivative pricing, Macroeconomics, Microeconomics, Corporate finance, Project on equity derivative pricing VISVESWARAIAH TECHNOLOGICAL UNIVERSITY INDIA

Bachelor of Engineering in Computer Engineering June 2005 Coursework: Operating systems, Computer Networks, Finite Automata, Distributed computing, UNIX system programming EXPERIENCE

OpCode Systems LLC Chicago IL

Quantitative developer Feb 2017- Present

• Building latency sensitive options trading platform from ground up at a start up

Geneva Capital Chicago, IL

Quantitative Research Intern Jan 2016- Sep 2016

• Modelled relative mispricing in the S&P 500 volatility surface using MATLAB

• Constructed skew and term structure using interpolation and statistical techniques

• Analyzed large datasets using advanced statistical methods such as time series and regression analysis

• Developed and back tested these trading ideas using Python

• Extensively interacted with S&P options pit traders to discuss trading ideas. Aavid Management Private Ltd Bangalore, INDIA

Trader/Consultant Mar 2013- July 2015

• Created volatility and event-driven strategies for trading Indian equity, index and VIX options.

• Developed automated options market making and arbitrage strategies in C++

• Worked extensively on data feed API’s such as OPRA, Bloomberg, Active Tick, FIX messages Capital Markets Trading UK LLP London, UK

Trader Intern June 2012- Dec 2012

• Traded equity and index options in European and US markets. Strategies traded: volatility strategies pre and post

corporate events such as earnings, dividends, arbitrage strategies, option Greeks, term structure and skew.

• Collaborated with the head of the desk and interacted with sell side to carry out OTC trades.

• Built risk and P&L models and analyzed margin calls and haircut reports. Robert Bosch Business and Engineering Solutions Ltd Bangalore, INDIA Senior Systems Engineer Oct 2005- July 2011

• Developed machine level software in C++ and x86 to program microcontrollers

• Managed a team across locations; realized efficiencies and reorganized the product dev cycle; SKILLS/ADDITIONAL INFORMATION

Computer: Proficient in C++ (knowledge of STL), Python, MATLAB. Basic Java, Oracle/SQL GitHub account: https://github.com/pchandra-uchicago/Algorithms_DataStructures/tree/algorithms_datastructur

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