Mohan Jyotirman Misra

Aspiring Quantitative Analyst | Options Trader

Kanpur, IN.

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

Futures First

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Market Analyst - Options

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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.

Futures First

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Quant Intern

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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

Founder/Convener

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MatSoc, Materials Society, IITK

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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.

Volunteer Teacher

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Prayas, IIT Kanpur

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Volunteered at Prayas, IIT Kanpur, providing academic and social development support to underprivileged students.

Highlights

Taught and mentored underprivileged students, significantly aiding their academic and social development.

Education

IIT Kanpur

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B.Tech Material Science and Engineering (Minor in Economics) Grade: 8.1/10.0 CPI

Courses

Macroeconomics

Microeconomics

Auction Theory

Introduction to Electronics

Engineering Graphics

Material Science for Life Sciences

Game Theory

Partial Differential Equations

Fundamentals of Computing

Maa Bharti School, Kota

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High School Diploma CBSE (XII) Grade: 92.2%

St. Thomas School, Kanpur

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High School Diploma ICSE (X) Grade: 94.2%

Awards

National Policy Hackathon'24 Finalist

IIM Calcutta

Represented IIT Kanpur in the Finals.

Pre-Placement Offer

Futures First - Gurgaon

Received for exceptional performance among 90+ summer interns.

NISM Series 1: Currency Derivatives Certification

NISM

Qualified with a score of 91.5%.

Consultimate 8.0 Case Study Competition - 1st Position

Consulting and Strategy Club, IMI Delhi

Secured 1st position in a competitive case study competition.

Composit'22 Case Study Competition - 2nd Position

IIT Kgp

Secured 2nd position in a case study competition focused on EV Vehicles.

Inspire Scholarship

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.

Projects

Black 1976 & Black-Scholes Model Implementation

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Summary

A self-initiated project focused on deeply understanding and implementing the Black 76 and Black-Scholes models, exploring their mathematical foundations, correlation with Option Greeks, and applicability to different option pricing conditions.

Markowitz Portfolio Management & Optimization

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Summary

A self-initiated project focused on constructing an optimized equity portfolio designed to outperform the Nifty50 index using Modern Portfolio Theory, leveraging quantitative metrics and Monte Carlo Simulation.

Data-Driven Pair Trading Strategy

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Summary

Developed a quantitative pair trading strategy in Python, utilizing co-integration and distance approaches with statistical and technical analysis to identify and manage market-neutral pairs from 6 years of stock data.