Quantitative Research Analyst
Mumbai, Maharashtra, India
Macro-economic research:• Utilize Eikon Refinitiv (Thomas Reuters) terminals to aggregate data and use macroeconomic indicators to understand historical patterns and backtest on financial data.Fund portfolio market research:• Create comparative presentation on various mutual fund (MF) portfolios, (concentration risk, asset allocation, etc.)in equity, credit, gold, hybrid and balance fund offered in the market through ACE-MF software and python exploratory data analysis.Algorithmic trading:• Alpha discovery by the development of a option greek trading model in index and single stock derivatives using Python libraries and SQL-Lite database.• Utilized Symphony XTS API to implement live trading on the National Stock Exchange (NSE) Derivatives market.Projects:• Presentation of industry-wide mutual fund and active fund portfolio tracking.• Live trading program for reverse gamma strategy.• Machine learning algorithm models such as principal component analysis, multiple linear regression, etc.• Dashboard to visualize stock portfolio position and value at risk parameters.• Options chain skew frontend analytics dashboard.• Implemented repository, state, factory, strategy design patterns implemented as per market volatility index.• Python, SQL, Data analytics, Numpy, Pandas, Redis, Plotly libraries.
