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Quantitative Researcher with 3+ years in Equity Derivatives & Risk Management
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Assessing your cultural and operational fit
Quantitatively-oriented finance professional with hands-on experience in equity derivatives trading, structured product validation, and multi-asset prop trading. FRM (All Levels) cleared (top 10th percentile) and CFA Level 3 certified. Deep expertise in exotic options (lookback, Asian, autocallables, barrier structures), algorithmic strategies (GARCH, EWMA), and real-time risk monitoring. Track record as a top-ranked prop trader at Sharekhan across equity, commodity, and currency markets. Comfortable with Bloomberg, FactSet, Charles River, and Geneva portfolio management solutions.
NMIMS Mumbai
BBA · Finance
January 1, 2016 – January 1, 2019
Aurel Capital
Core Team – Investments & Deal Sourcing
September 1, 2025 – Present
India
Nomura India Services Pvt. Ltd.
Senior Analyst – Structured Deals (Equity Derivatives)
September 1, 2024 – February 1, 2025
India
Meridian Fresh Global Pvt. Ltd.
Co-Founder & Director
June 1, 2024 – Present
India
Sharekhan – SaSa Enterprises (Internal)
Derivatives Trader / Research Analyst
April 1, 2022 – September 1, 2023
India
BMTG Advisors India Pvt. Ltd.
Credit Analyst
May 1, 2021 – March 1, 2022
India
Sharekhan – SaSa Enterprises (Internal)
Derivatives Trader / Research Analyst
January 1, 2020 – April 1, 2021
India
Algorithmic Screener – Range Breakout
June 1, 2026 – Present
Built a Python-based screener to filter NSE/BSE stocks showing range breakout patterns with concurrent price-volume acceleration, used live for prop trading decisions.
GARCH/EWMA Volatility Modeling
June 1, 2026 – Present
Applied GARCH and EWMA models to Indian equity and commodity datasets for dynamic volatility forecasting and risk-adjusted position sizing.
Macro Stress Analysis – Indian Large Caps
June 1, 2026 – Present
Studied Indian large-cap equity performance during US recessions, high inflation, and rising rate cycles; concluded consistent outperformance vs mid/small caps during stress periods.
Portfolio Risk Model (5-Stock)
June 1, 2026 – Present
Constructed a correlation matrix, VaR computation, Sharpe ratio, and financial ratio analysis for a 5-stock portfolio — demonstrating quantitative portfolio risk management (College Project).
Volatility Strategy Backtesting
June 1, 2026 – Present
Implemented and backtested covered call and volatility strategies on Indian equity index options using historical data, analysing P&L distributions under different regime conditions.
IPO Analysis
June 1, 2026 – Present
Evaluated risk-reward for DroneAcharya, Sula Vineyards, Delhivery, and Bector Foods IPOs — analysed pricing vs. intrinsic value, use of proceeds, and sector risk profiles.
FRM (All Levels)
GARP
June 1, 2026 – Present
NISM: Research Analyst
NISM
June 1, 2026 – Present
Financial Markets
Yale University
June 1, 2026 – Present
NISM: Equity Derivatives
NISM
June 1, 2026 – Present
Python
University of Michigan
June 1, 2026 – Present
NISM: Security Operations & Risk Management
NISM
June 1, 2026 – Present
NISM: Investment Advisory Lvl 1
NISM
June 1, 2026 – Present
Business & Financial Modelling
University of Pennsylvania
June 1, 2026 – Present
Game Theory
Stanford University
June 1, 2026 – Present
Investment Management
University of Geneva
June 1, 2026 – Present
CFA Level 3
CFA Institute
June 1, 2026 – Present
Cultural Fit Analysis
The candidate's diverse project portfolio, ranging from academic research to personal algorithmic screeners and real-world trading, indicates a strong passion for quantitative finance and continuous learning. Their experience across various financial domains (derivatives, credit, investments, commodity trade) and roles (trader, analyst, co-founder) suggests adaptability and a broad understanding of financial markets. The certifications from top institutions (Yale, Stanford, UPenn) further highlight a drive for excellence and intellectual curiosity, which would be a strong cultural fit for a research-intensive environment.
Soft Skills & Operational Fit
The candidate demonstrates strong analytical and problem-solving skills through their work in derivatives trading, risk assessment, and model building. Their experience coordinating with cross-functional teams and contributing to workflow automation suggests good collaboration and operational efficiency. The ability to manage HNI/Ultra-HNI client risk positions and monitor market movements indicates a proactive and responsible approach to financial operations. The entrepreneurial experience as Co-Founder also points to initiative and leadership.