Arnab Dutta Email & Phone Number

Amsterdam, Nh, Nl

Amsterdam, North Holland, Nl

Maverick Derivatives is an active volatility hedge fund active on several major exchanges and trading platforms• Options- Part of the options market-making team, with a primary focus on trading cryptocurrency and single stock options within the US markets. We are among the top two market makers in the crypto options space• Delta 1- Started a crypto Delta 1 desk from scratch, scaling team to 6 members. Currently focused on positional D1 strategies and transitioning to market making- Leading end-to-end strategy pipeline from tick data capture, modeling, arbitration of multiple market data feeds and order sending logic

Hong Kong, Hong Kong, Hk

• Part of a high frequency options trading team, focused on equity index options market making in Korean and Indian markets; expanded the existing strategies to new markets• Designed short term price forecasts to improve option pricing and improving trading efficiency• Designed vol retreat framework for vega hedging across the option chain to manage risk more efficiently• Researched short term dispersion and single stock option market making strategies in Indian markets

New York, New York, Us

• Led a team of 4 strategists under the Alternative Investments and Manager Selection (AIMS) group – a fund of funds business focused on Private Equity and Hedge Fund investments• Designed a methodology to suggest closest peers for a fund, used to replace terminating managers in portfolios or enhance risk/return profile for existing portfolios• Developed tools to allow portfolio managers to construct portfolios and optimize to client specifications and desired factor exposures; used for portfolio construction of all AIMS fund of fund portfolios• Analyzed manager ability to predict significant changes in style performance and their ability to re-position their portfolios; developed framework to apply tactical tilts on AIMS asset allocation based on AIMS views on style performance and manager ability, designed tools to analyze performance attribution to style drift

Zurich, Ch

• Studied stock dividends in 14 emerging markets, forecasted changes in Wisdomtree Dividend Index composition• Designed trading strategies based on Wisdomtree Index rebalance, first dividend index rebalance for the bank• Analyzed 900+ eligible Chinese securities to identify stocks to be included in FTSE China 25 index expansion• Automated stock selection for generating Indication of Interest (IOIs) using Q/KDB, replaced existing system• Worked on an internalization engine to reduce cost of stock borrow/execution for equity futures arbitrage desk

Frankfurt Am Main, Hessen, De

• Designed alpha signals through financial ratio analysis & time series modeling of 800+ stocks on MSCI Asia index• Developed a novel method based on country and sector to create 20+ tradable portfolios with 10% higher returns than index

Bachelor Of Technology (B.Tech.), Electrical Engineering

Master Of Business Administration (M.B.A.), Business Administration And Management, General

Bachelor Of Technology (B.Tech.), Exchange Student, Electrical Engineering

High School

Education record