Dev Raj Email & Phone Number

Gurugram, Haryana, India

Gurugram, Haryana, India

Actively trades various Australian and US fixed income interest rate futures, 3&10 year bonds and their combination.Developed and implemented time series models for pricing and risk management of trading strategies..Performed research on technical and Quantitative signals for trading in Australian and US interest rate futures. Found values using gradient boosted decision tree and VWAP based mean reversion.Assisted in formulating algorithms to automate and develop the trading… Show more Actively trades various Australian and US fixed income interest rate futures, 3&10 year bonds and their combination.Developed and implemented time series models for pricing and risk management of trading strategies..Performed research on technical and Quantitative signals for trading in Australian and US interest rate futures. Found values using gradient boosted decision tree and VWAP based mean reversion.Assisted in formulating algorithms to automate and develop the trading strategies across US and Australian interest rate futures.Actively used OMT and ADL algorithms on Trading technologies platform to trade US and Australian rate futures across major data releases like inflation and labor data.Designed and implemented various trading strategies using excel models and algorithms.Extensive charting tools in excel and on Bloomberg terminal to maximize my trading return.. Show less

Gurgaon, Haryana, India

Gurgaon, India

Actively tracks interest rate regimes in developed market like Eurodollar, Euribor to prepare short term and long term trading strategies. Developed and maintained a diverse set of datasets, built signals from raw data and incorporated into various models to forecast profitable trades.Assisted in automating core strategies across bond curves based on bid-offer capturing in low volatile market.Develops research tools for identifying relative value opportunities in various interest… Show more Actively tracks interest rate regimes in developed market like Eurodollar, Euribor to prepare short term and long term trading strategies. Developed and maintained a diverse set of datasets, built signals from raw data and incorporated into various models to forecast profitable trades.Assisted in automating core strategies across bond curves based on bid-offer capturing in low volatile market.Develops research tools for identifying relative value opportunities in various interest rate markets. Works on Bloomberg terminal to create dashboard/workspace to track trades and perform research. Show less