chiragsuresh
Quant Trader | Risk & Trading Systems | Crypto Derivatives
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Multi-disciplinary crypto and markets operator with 8+ years across trading, risk, portfolio strategy, quant validation, institutional onboarding, and platform engineering in crypto, FX, and multi-asset environments. Built and operated production trading and risk workflows under live volatility while coordinating legal, compliance, product, engineering, and commercial stakeholders in high-accountability settings.
Combines quantitative validation rigor, execution discipline, and cross-functional operating leadership. Comfortable spanning quantitative research, portfolio and risk management, exchange and trading operations, backend safety controls for trading platforms, and institutional business development.
Core strengths include systematic strategy validation, risk controls, liquidity-aware execution, process scaling, and institutional workflow optimization across jurisdictions. Operated overlapping mandates across prop evaluation, funding-firm validation, broker institutional desks, and independent advisory — unified by risk discipline and delivery quality.
Search focus (recruiter and direct mandates): quantitative trading or research; quantitative developer / research engineer; execution and trading systems engineering; trading or market risk lead; trading operations and desk-adjacent leadership; senior operator roles at trading-adjacent fintech, brokers, prop or funding platforms, and crypto venues — traditional and digital asset markets.
Combines quantitative validation rigor, execution discipline, and cross-functional operating leadership. Comfortable spanning quantitative research, portfolio and risk management, exchange and trading operations, backend safety controls for trading platforms, and institutional business development.
Core strengths include systematic strategy validation, risk controls, liquidity-aware execution, process scaling, and institutional workflow optimization across jurisdictions. Operated overlapping mandates across prop evaluation, funding-firm validation, broker institutional desks, and independent advisory — unified by risk discipline and delivery quality.
Search focus (recruiter and direct mandates): quantitative trading or research; quantitative developer / research engineer; execution and trading systems engineering; trading or market risk lead; trading operations and desk-adjacent leadership; senior operator roles at trading-adjacent fintech, brokers, prop or funding platforms, and crypto venues — traditional and digital asset markets.
Experience: 8 years
Yearly salary: $80,000
Hourly rate: $45
Nationality: 🇮🇳 India
Residency: 🇦🇪 United Arab Emirates
Experience
Freelance Engineering Consultant
Ouinex 2026 - 2026
- Authored a formal Architecture Decision Record for institutional remote trading operations, comparing Streamlit vs FastAPI + HTMX; surfaced structural risks (re-execution model, missing auth/RBAC/audit trail) and recommended FastAPI + HTMX with explicit trade-off documentation. - Built and validated a production-style remote operations panel: JWT via httponly cookies, three-tier RBAC at middleware, append-only structured audit log, atomic disk-persisted kill switch, per-user sliding-window rate limiting, and idempotency keys on all mutating endpoints; end-to-end test suite passing; sub-second cold boot. - Defined an execution-engine integration boundary (protocol-style contracts) so the panel could plug into backends via Protobuf/gRPC-aligned interfaces, matching the client’s modular service architecture. - Produced a cited master infrastructure reference covering dual-API isolation, LIVE/DEMO separation, A-Book/B-Book risk classification, treasury/wallet models, and operational glossary — cross-checked against multiple internal and client source documents for defensibility in handover. - Delivered a SQLite-backed internal worklog pipeline with session-attributed entries and source attribution suitable for audit-heavy operator workflows (selective depth for engineering-track reviews).
Head of Trading & Risk Architecture
Banger Finlabs LLC 2025 - 2025
- Built and operated institutional trading and risk systems managing $25M+ deployed capital across volatile multi-asset markets with executive-committee visibility on limits and stress. - Designed exposure, drawdown, and capital-allocation controls that materially reduced tail risk and prevented seven-figure downside events in live stress windows. - Implemented proprietary risk models and automated controls that improved signal reliability and compressed decision latency between trading and leadership. - Drove cross-team alignment on positioning, liquidity stress, and risk limits between trading desks and the executive committee; tightened escalation paths under pressure. - Improved floor-level operating discipline on position management, limit breaches, and execution reliability through clearer ownership and reporting cadence.
Quantitative Risk & Portfolio Strategist
Sure Leverage Funding 2023 - 2024
- Designed and validated quantitative trading and risk frameworks with emphasis on capital efficiency, drawdown containment, and robustness under live-adjacent assumptions. - Stress-tested and production-validated 50+ strategies on $15M+ AUM under point-in-time data hygiene, walk-forward testing, purged/embargoed cross-validation, and transaction-cost-aware constraints; production-validated set delivered 18.5% annualized return, Sharpe 1.8, and MaxDD <8% on $15M+ AUM (50+ strategies), broker-statement-verifiable on request. - Converted quantitative diagnostics into deployment, sizing, and risk-limit decisions with explicit capital-protection logic and alignment with funding-team governance on strategy behaviour under stress.
Risk & Trading Systems Lead
FundedNext 2023 - 2024
- Designed structured risk and execution frameworks for high-velocity prop-evaluation environments with HFT-style behavioural risk dynamics and strict account rules. - Translated challenge mechanics, scaling rules, and payout economics into enforceable risk parameters traders could not bypass without tripping documented controls. - Focused on expectancy quality, behavioural risk control, and capital preservation under high-turnover, high-churn trader populations. - Clarified escalation paths when accounts breached soft vs hard limits, reducing ambiguous desk decisions and improving repeatability of supervisory response.
Institutional Risk & Partnerships Lead
Valetax 2023 - 2024
- Owned institutional onboarding, credit exposure, and risk governance across 12+ jurisdictions in a global retail FX/CFD broker with strict control expectations. - Structured and managed $50M+ institutional and HNI credit exposure, balancing growth targets with compliance, liquidity, and counterparty risk. - Partnered with compliance, legal, and liquidity teams to halve onboarding timelines without weakening control quality or documentation depth. - Led intake and prioritization between institutional clients, execution desks, and internal risk teams; shortened decision cycles and reduced operational handoffs. - Supported institutional relationship growth through governance-aware onboarding, limit communication, and execution-readiness messaging to sophisticated clients.
Client Risk Analyst
JustMarkets 2022 - 2023
Supported client-risk and broker operations workflows in a high-volume environment with control-focused delivery standards.
Trading, Risk & Institutional Strategy
PrimeX Broker 2022 - 2023
Contributed to broker-side trading, risk, and institutional strategy workflows supporting execution and client operations.
Principal, Trading Systems & Institutional Advisory
Cryptorasta 2015 - 2024
- Built and operated institutional-grade crypto trading and research systems across multiple full market cycles (including major drawdown and volatility regimes). - Designed algorithmic backtesting pipelines and execution frameworks for discretionary and systematic research lanes, with emphasis on reproducibility and auditability. - Advised HNIs, family offices, and funds on portfolio construction, market structure, liquidity, and risk management through bull, bear, and consolidation phases. - Convened capital, trading, and infrastructure counterparties around durable-edge theses; sustained long-cycle relationships across investors, venues, and service providers. - Delivered hands-on support on counterparty selection, workflow design, and risk communication when clients scaled exposure or entered new instrument classes.
Skills
decentralize
quantitative-developer
quantitative-researcher
quantitative-trader
system-engineer
python
english
arabic
hindi