Senior Analyst Quantitative
Resume:
SUMMARY
PROFESSIONAL EXPERIENCE
Senior Analyst, Quant Structuring Group -
Bank of America Continuum India
Senior Analyst, Quant Index Management -
Evalueserve Private Limited
Quantitative Analyst -
B&B Analytics (SEBA India)
********.*******@*****.***
Mumbai, India
Mahindra Choudhary
Sr Quant Analyst, IIT Gandhinagar
Experienced Quantitative Analyst with a background in quantitative finance, worked in pricing models, portfolio management, and algorithmic trading strategies. Proficient in utilizing statistics, quantitative methods, technical analysis and executing strategies in futures and options markets. Interested in machine learning and deep learning applications in trading. Dedicated to developing and implementing advanced algorithmic trading strategies, consistently delivering data-driven insights and innovative solutions in the algo field.
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Jan '24 Present
Mumbai, India
• Responsibility :
Design and development of tech. platform and frontend for Electronic Trading Framework
Quant research database management – data mining and analysis – building and maintaining web interface
Trading Cost Analysis (TCA) – analyze client performance of strategies Vs benchmark performance and model prediction
Back Testing Trading Strategies, Model refinement and management Jul '22 Jan '24
Gurugram, India
Responsibility : Work with commodity F&O Index strategies, respond to adhoc client's requests, maintaining existing strategies and automation operations, managing synergy across team.
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• Projects: Index Management and Structuring (Bank of America, Meryl Lynch (Sep 2023), UBS (Oct 2023 _Jan 2024) )
• Support clients to design, develop and maintain QIS strategies across asset classes, Develop efficient tools to automate manual processes.
• Implementing and Back testing client's commodity Index strategies. Designed short straddle & long straddle options strategy for commodity, calendar spread strategy, roll yield strategy and long/short pairs trading Strategy.
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• Automated data downloading using Refinitiv and Eikon REST APIs, data management for daily operation.
• Skills: Python, EXCEL, SQL, VBA, Bloomberg, Refinitiv Datascope Jan '22 Jul '22
Mumbai, India
Responsibility : Develop tools to integrate trading decision systems with risk management systems, Automate investment process and work with research team to test strategies.
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• Projects:
• Volatility Modelling for F&O Trading in Crypto Assets.
• Develop and maintain implied volatility surfaces for equity derivatives (ETH, BTC, DOT, using market data. Calculate IVs using mathematical interpolation and extrapolation of raw data to compute missing expiries, strikes, options price, deltas and implied volatilities.
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• Designed automated process to get live options data and volatility surface. Built option strategies like Volatility bump, volatility skew, forward volatility based option strategies, IV exploitation before and after announcements, calendar spreads with trading team.
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• Portfolio Optimization: Equity (NSE/BSE), Bond and Gold assets
• Objective: To optimize the allocation of investment among different assets aimed to maximize return, minimizing risk and hedging against inflation. Designed model with constrained linear and Non linear Optimization of the portfolio weights and subjected to improving Sharpe ratio and reducing variance.
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• Designed momentum trend following strategy and backtesting strategies.
• Research and building strategies like moving average cross-over/under, intraday, long-short strategies.
• Backtesting strategies, creating trading architecture to trade in exchange like Deribit, FTX, Binance.
• Skills: Python (Pandas, Numpy, Scipy, Pyfolio, Plotly,etc), EXCEL, Numerical methods, MATLAB, Statistics. Quantitative Projects -
Self
Data Analyst -
Tridiagonal Solutions
Technical Engineer III -
Ecolab India
Education
M.Tech.Chemical Engineering -
Indian Institute of Technology Gandhinagar
CPI : 7.3
BE Chemical Engineering -
Maharashtra institute of Technology, Pune
CGPA: 8.6
Certifications and Courses
Dec '20 Jul '22
Pune, India
• Projects:
Designed Algorithmic trading strategies like volatility trading, statistical arbitrage, event driven strategies, mean reversion, momentum trading, MFT strategies, long-short, breakout strategies, mostly LFT with sharpe 3.5+
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• Applied effective position sizing, portfolio optimization and factor investing concepts.
• Built ichimoku cloud, aroon indicator and machine learning trading to trade crypto and fx markets.
• Implemented systematic trading architecture for complete trading life cycle.
• Designed a multiasset crossover strategy and backtesting using crypto assets. Built trading bots to trade in FTX, Binance & Deribit exchange.
• Executing trading strategies in AWS cloud, and maintaining the production system, includes backend and frontend roles.
• Create algorithms to delta-gamma hedge clients portfolio.
• Learned Option pricing models and strategies such as gamma scalping, dispersion, and delta hedge diverse futures trading strategies.
• Predicting volatility and returns using standard timeseries models like ARIMA, GARCH, EGARCH et Jul '20 Dec '21
Pune, India
• Worked as a project engineer for pharma, chemical, food industries.
• Replicate solid and fluid process using mathematical simulation tools like Aspen, Ansys.
• Build Mathematical models using Python and MATLAB for process dynamics.
• Solving ODE, PDE, numerical equations, data analysis, statistics and data analytic solutions on simulations. Apr '17 Jul '18
Pune, India
• Worked with the industry leader in Water Technology and learn about different water treatment applications.
• Data Visualization and real-time monitoring of Cooling tower, Boiler applications for various clients across the globe.
• Troubleshooting, ensuring the system is running under stable and risk-free condition.
• Experience to work with global clients cross functional global teams (Research, Sales & Service Team).
• Workaround management, solving tickets raised on technical and software queries. Jul '18 Jun '20
Gandhinagar
Jul '12 Jul '16
Pune, India
• EPAT Quantinsti, Dec 2021
• Quantra Courses, Quantinsti, Enrolled
• Machine Learning using Python IIT Madras Dec 2019'
• Econometrics : NPTEL Dec 2021
• Finance : Elective course IIT GN, Grade A-
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