About
Highly analytical and results-driven B.Tech candidate with a minor in Economics, specializing in quantitative finance and options trading. Proven ability to apply complex mathematical models, identify market arbitrages, and generate significant returns, including personally earning $14K and contributing to $300K firm-wide profit. Eager to leverage expertise in financial markets, statistical modeling, and programming to excel in a challenging quantitative analyst role.
Work
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Summary
Currently serving as a Net-Profitable Options Trader, strategically managing risk and deploying capital in the US Treasury Options market to generate substantial financial returns for the firm.
Highlights
Led advanced options trading strategies in the US Treasury market, deploying over $200K in total margin and consistently achieving net profitability.
Conducted in-depth research on sophisticated Option Pricing Models, including Black-Scholes, Binomial, Black 76, and Barone-Adhesi, to optimize trading decisions.
Applied profound mathematical understanding of Option Greeks and their derivatives, alongside fundamentals of US Fixed Incomes, to enhance complex trading strategies.
Developed and implemented advanced Option Strategies, focusing on Vega, Gamma, and Skew Trading, within dynamic US Treasury Markets.
Identified and executed a mathematical arbitrage in the Treasury Options Market, personally earning $14K and contributing to a $300K firm-wide profit.
Successfully defended trading strategies with comprehensive mathematical justifications before CME compliance authorities, ensuring regulatory adherence.
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Summary
Researched and analyzed central bank operations and fixed income markets, developing quantitative models for interest rate trading strategies to support firm-wide initiatives.
Highlights
Conducted comprehensive research on the operational frameworks of major central banks (FED, ECB, BoE) and their measures during economic shifts, informing quantitative analysis.
Delved deep into the economics of Fixed Income Markets, including Euro-Dollar Future Contracts, LIBOR, and Yield Curves, to build a robust understanding of market dynamics.
Developed and implemented advanced Interest Rate Quant Models and Short-Term Interest Rate (STIR) trading strategies utilizing Vasicek, CIR, HJM, and Hull-White models.
Volunteer
MatSoc, Materials Society, IITK
|Founder/Convener
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Summary
Founded and led a 600+ member departmental society at IIT Kanpur, driving initiatives to promote Material Science and Engineering (MSE) research, technology awareness, and professional development.
Highlights
Established and scaled a 600+ member Department Society, significantly enhancing Material Science and Engineering (MSE) research and technology awareness.
Recruited and managed a team of 20+ undergraduate and postgraduate students, coordinating diverse educational events including talks, workshops, and seminars.
Developed and implemented the society's annual event structure, project proposal guidelines, and comprehensive financial budgeting processes.
Orchestrated numerous Alumni Talks, Industrial Workshops, and seminars, and facilitated practical projects for MSE students.
Successfully organized large-scale departmental events, including Freshers' Orientations, Farewell, and the Intra-Department Sports League.
Drove significant engagement across all events, impacting over 350 undergraduate students, 200 postgraduate students, 25+ professors, and a global alumni network.
Education
Awards
National Policy Hackathon'24 Finalist
Awarded By
IIM Calcutta
Represented IIT Kanpur in the Finals.
Pre-Placement Offer
Awarded By
Futures First - Gurgaon
Received for exceptional performance among 90+ summer interns.
NISM Series 1: Currency Derivatives Certification
Awarded By
NISM
Qualified with a score of 91.5%.
Consultimate 8.0 Case Study Competition - 1st Position
Awarded By
Consulting and Strategy Club, IMI Delhi
Secured 1st position in a competitive case study competition.
Composit'22 Case Study Competition - 2nd Position
Awarded By
IIT Kgp
Secured 2nd position in a case study competition focused on EV Vehicles.
Inspire Scholarship
Awarded By
Government of India
Received for excellent academic performance during the 2019-20 and 2020-21 academic sessions.
Skills
Programming Languages
C, C++, Python, LaTeX, Pine Script, VBA.
Financial Software & Tools
Bloomberg, CME Direct, CME Watch, MS Excel, Pricing Monkey, Trading Technologies.
Quantitative Finance & Modeling
Option Pricing Models, Black-Scholes Model, Binomial Model, Black 76 Model, Barone-Adhesi Model, Option Greeks, Stochastic Calculus, Brownian Motion, Mathematical Arbitrage, Modern Portfolio Theory, Sharpe Ratio, CAGR, Volatility, Efficient Frontier, Monte Carlo Simulation, Alpha, Beta, Treynor Ratio, Sortino Ratio, Co-integration, Linear Regression, Hedge Ratio, Fixed Income Markets, Euro-Dollar Future Contracts, LIBOR, Yield Curves, Vasicek Model, CIR Model, HJM Model, Hull-White Model, STIR Trading Strategies.
Economic & Financial Concepts
Macroeconomics, Microeconomics, Auction Theory, Game Theory, Fixed Income, Central Bank Operations (FED, ECB, BoE).
Data Analysis & Visualization
Statistical Analysis, Data-Driven Strategies, Financial Data Analysis.
Leadership & Project Management
Team Leadership, Event Management, Financial Budgeting, Stakeholder Engagement, Community Engagement, Strategic Planning.
Interests
Sports
Basketball.
Hobbies
SpeedCubing.