Algorithmic Derivatives Trader & Options Portfolio Manager
Gurugram, Haryana, India
- Designing mid, low, very low frequency systematic & non systematic algorithmic trade strategies for Indian derivatives markets.- Managing a complete options portfolio worth 40 crores INR in margin for generating alpha with discretion and systematic quantitative strategies revolving around spot prices, options prices & greeks.- Backtesting the strategies on years of historical data.- Analysing markets on a daily basis & executing, managing all the trades on the behalf of company.- Monitoring & managing all the executed and running trades in all the portfolios of our clients using algorithms coded by our quant developers.- Doing selection, position sizing, risk management, margin management of the automated and discretionary trade strategies executed through in-house algorithms as per the risk appetite, capital and market outlook in multiple portfolios altogether through APIs.- Dealing with investors, brokers for business expansion, off market hours.