Mayank Vaducha Email & Phone Number

London, GB

London, GB

• Algo Trading- Central Risk Book: Contributed to PnL via execution, margin & clearing costs of executing Futures to hedge against flat price exposure by delivering an internal crossing engine factoring PnL strategy.
• Risks, Controls & Regulation- Operational Risk Framework: Drove compliance of MIFID II RTS 6 incl. Risk Limits, Kill Switch, Fat Finger checks, Training
• Product Leadership- Agile Product Management & Ownership: Product lifecycle management using Agile, leading 3 squads with Engineering, Data Scientists & Product Designers. Leveraged JIRA Advanced Roadmaps with Product.

Zurich, CH

• Product Manager within the Advanced Execution Services FX Algorithmic Trading team in EMEA focusing on agile product management, algorithm strategy enhancements, new product rollout & Zurich Agency FX for the Agency FX.
• Product Management - Managed the product roadmap & strategy, client feedback into product design (internal & external), integration with vendor OMS / EMS, marketing documentation, liquidity analysis, competitor.
• Algo Strategy Enhancements & New Product rollout - Partnered with Technology using the Agile Scrum framework to deliver client requests, enhancements to existing algorithmic trading strategies (Gamma Trader, Float.
• Zurich Agency FX - Managed the delivery of the book of work for agency desk in Zurich covering Benchmark Flow, Premium Service Flow, Algo Flow, International Locations Agency Flow, 3rd party vendor platforms including.

Sydney, NSW, AU

• Business manager within the COO Cash Equities EMEA team focusing on broker optimisation, EU Algorithmic Trading build out, Brexit preparation & Controls for the Electronic / Low Touch, High Touch & Program Trading desks
• Broker optimisation - Enabled cost savings of circa. USD 1M p.a. on broker expenses by migrating pricing model to cost plus, enabling netting for 16 markets & optimising use voice brokers by the High Touch desk
• Algo Rollout - New Product Approval - Managed the rollout of new Conditional Large-In-Scale Algo via internal New Product Approval process run across 17 departments including Compliance, Treasury, Market Risk, Tax &.
• Client Preferences Portal - Partnered with Technology to build an internal portal for Sales Trading in EMEA to capture client venue preferences for ELPs, Bank SIs & MTFs (Dark, Lit, Conditional)
• Brexit preparation - Analysed & documented Day 2 trade flows including impact on MIFID II Shares Trading Obligation as part of Cash Equities Brexit preparations
• Controls - Quarterly risk limit reviews - Conducted risk limit reviews every quarter documenting system flows & reviewed broker & execution risk limits with trading desks to reduce operational risk

London, England, GB

• Project manager & business analyst within the front office Business Change team focusing on capturing business & functional requirements for MiFID II Algorithmic Trading, High Frequency Trading, Market Making, DEA &.
• MIFID II preparation - ‘As Is’ Trade Flows - Captured business & functional requirements by mapping out ‘As Is’ state of trade flows for FICC desks trading Commodity Forwards & Futures, Total Return Swaps (TRS), Repo.
• MIFID II Algorithmic Trading- Conducted gap analysis of automated flows across all electronic platforms against MIFID II/PRA/FCA requirements- Documented Algo decision tree & approval process for new Algos / automated.
• MIFID II Record Keeping- Captured business & functional requirements for by identifying gaps against structured & unstructured Record Keeping requirements- Documented Requirement Traceability Matrix to link regulatory.

Zurich, CH

• MIFID II - Market Structure & Pre-Trade TransparencyLed the mandatory compliance of MIFID II market structure & transparency regulations for Credit Suisse Global Markets & Investment Banking Capital Markets businesses.
• MIFID II Market Structure covering - Systematic Internaliser, Pre-trade transparency, Shares Trading Obligation, Waivers / Double Volume Caps - Drove the delivery of analysis on a desk-by-desk & flow-by-flow basis.
• MAR - Market Abuse RegulationLed the mandatory compliance of Investment Recommendations for Sales & Trading via £5MM MAR program

New York, NY, US

• Took ownership of 2015 roadmap to prioritise & manage delivery of Futures & Options electronic trading execution projects in exchange mandatory upgrades, business requests from clients & internal desks, vendor.
• Onboarding Nasdaq NLX exchange to trade STIR Futures- Managed on boarding of Agency desks onto F&O exchange for trading STIRs to capitalise revenue from market making & exchange rebates- Managed delivery of trade.
• New instrument launches - Established strategy for new instrument launches impacting 24 F&O stakeholder systems internally. Initiated weekly engagement & tracking to improve transparency of delivery with SunGard
• Handover template for prod issues - Introduced lightweight handover template for support team to improve efficiency of escalations

New York, New York, US

• Product Development – Algorithmic Trading & Transaction Cost Analysis (TCA)Managed delivery of 20 new Algorithmic Trading strategies with support for pre & post execution order analytics via Transaction Cost Analysis.
• German HFT BaFin Act for Algo Tagging - Secured & maintained regulatory conformance of German HFT BaFin Act for Algo Tagging on Eurex, EEX & ESMA EMIR for Automated Trading on all supported F&O exchanges globally
• Citi Velocity Futures rollout - Realised cost savings for House desks by replacing their legacy Futures execution platforms with Citi Velocity
• HFT client onboarding - Managed integration of a high frequency client delivering data centre connectivity, drop copy feeds for real time reconciliation, market risk limits (pre-trade, intraday & post trade).
• Risk Management - Futures - Delivered risk management (SPAN), kill switch & reporting capabilities for energy client’s European Energy & Power OTC clearing business. Liaised with Market Risk, Compliance, Operations.

New York, New York, US

• Application Lifecycle Management rollout
• Led the rollout of Application Lifecycle Management (ALM) across ICG Technology as part of an enterprise wide initiative sponsored by CIO council
• Covered definition, assessment & adoption of software engineering best practices for development teams across requirements, software architecture, development, testing, maintenance, continuous integration & release.

New York, New York, US

• Trading Analytics on Equity Derivatives
• Pre-trade pricing & analytics - Delivered pre-trade pricing & analytics functionality for volatility surface management, gamma hedging & delta trading strategies for the Hybrids & Warrants desks. Managed front to back.
• Connectivity vendor onboarding - ION Trading - Managed the onboarding of a vendor derivatives connectivity platform ION Trading to replace legacy systems. Liaised with support & development teams in Equities & Fixed.

Espoo, Southern Finland, FI

• Technical solutions for Nokia, Sony, Samsung & Motorola- Developed technical aptitude in object-oriented design & development in C++ delivering solutions in Messaging & Personal Info Management for smartphone OS.
• Extra mile award & offshore training- Received 2 Extra Mile Awards in lieu of technical skills, team spirit & commitment to improve quality of products & services- Volunteered to visit Symbian Bangalore for 2 weeks for.

First-Class Honours In Electronic & Software Engineering With Study Abroad New York, Usa

Study Abroad Program - New York, Usa