Apurva Modi Email and Phone Number

Quant Strat - IRC Methodology

- Work directly with the fund manager and work on formulation, analysis and back testing of trading strategies, execution, risk management, asset allocation and portfolio management strategies. - Generate new trading ideas, develop the trade logic and back test it on the historical data both on daily and tick database in the commodity futures market. Run the optimization and using sensitivity analysis come up with the results on a unix based platform.- Analyze/manage the existing strategies and do performance attribution analysis based on different criteria. - Optimize the portfolio and improve the money management and risk management. - Building Tools for automation and for the benefit of our own group and others, resolving day to day issues. Achievements:- Developed and completed the automation of short term trading strategies based on tick data in C# and integrated it with XTAPI (TT Front End).- Automated the process of A/C maintenance, P/L reconciliation and volume matching.- Transferring and managing the research code in C#, FORTRAN and VBA. - Handle the complete trading operation including execution and allocation of trading orders 24x7 with brokers.

- Review and analyze research documents of hedge fund transparency/return statements/marketing documents/audited financial statements, coordinate the data from collection of origin, Analyze data to identify missing, incomplete, or invalid information.- Qualitative and Quantitative due diligence of CTA/Hedge fund managers; initial back-ground screening, managed conference calls, read their research reports and monthly newsletters, maintain the database of fund reports and monthly performances.- Develop spreadsheets and other analytical tools that aid the due diligence and portfolio constructions processes and also automated the statistical performance analysis for fund managers using the VBA.- Work directly with senior research analysts and Research Committee members on various projects in support of the investment process and product development process.

Work in the product development and strategy gruop. Back testing of different trading strategies in MATLAB, managing code, undertook some ad-hoc research projects for traders and so on...

Worked as Software developer in the SDC. Worked with the cross functional team located in the Germany and Sweden. Preparation of User Spec, designing the library and implementing it using C and C++ for MTPE (Mitrac Tool Project Editor).