Leading the QA market support intraday pricing support for Capital market and Treasury desk for linear and non-linear products (FX and IRD Derivatives and Fixed income derivatives) and static Hedging on the portfolio level.
Quantitative Hedging:
Leading quant team for Front office trading support for portfolio analysis, Risk reduction and derivative pricing of Cross Asset products, electronic trading, flow derivative desk, structured desk and hybrid product desk.
Greeks Calculation:
Volatility trading strategies:
04/2007:
Mathematical Physics
Ph.D.
PTB Braunschweig, GERMANY
05/2003:
Space Technology
M.Tech.
I.I. T Delhi INDIA
Key Skills
Programming skills:
Career History:
11/2022? today:
Role: QA Market Desk, FX derivative and Rate linear rate
Customer: BARCLAYS Bank, London
08/2016 ? 09/2022:
Role: Manager, Specialist Quant desk, Capital market and Treasury
Customer: ING Bank, Amsterdam/London
12/2010 ? 06/2016:
Role: Desk Quant/Quantitative Trader, FX Derivative
Customer: IKB, Deutsch Industrie Bank Germany
10/2008 ? 11/2010:
Role: Quantitative analyst IRD Derivative and Structured product
Customer: BAWAGPSK Austria
08/2007 ? 09/2008:
Role: Algorithmic derivative trading Desk
Customer: Erste Bank (Behalf of ORC trading)
Quantitative lead for Complex projects:
Leading the QA market support intraday pricing support for Capital market and Treasury desk for linear and non-linear products (FX and IRD Derivatives and Fixed income derivatives) and static Hedging on the portfolio level.
Quantitative Hedging:
Leading quant team for Front office trading support for portfolio analysis, Risk reduction and derivative pricing of Cross Asset products, electronic trading, flow derivative desk, structured desk and hybrid product desk.
Greeks Calculation:
Volatility trading strategies:
04/2007:
Mathematical Physics
Ph.D.
PTB Braunschweig, GERMANY
05/2003:
Space Technology
M.Tech.
I.I. T Delhi INDIA
Key Skills
Programming skills:
Career History:
11/2022? today:
Role: QA Market Desk, FX derivative and Rate linear rate
Customer: BARCLAYS Bank, London
08/2016 ? 09/2022:
Role: Manager, Specialist Quant desk, Capital market and Treasury
Customer: ING Bank, Amsterdam/London
12/2010 ? 06/2016:
Role: Desk Quant/Quantitative Trader, FX Derivative
Customer: IKB, Deutsch Industrie Bank Germany
10/2008 ? 11/2010:
Role: Quantitative analyst IRD Derivative and Structured product
Customer: BAWAGPSK Austria
08/2007 ? 09/2008:
Role: Algorithmic derivative trading Desk
Customer: Erste Bank (Behalf of ORC trading)
Quantitative lead for Complex projects: