mahiquant

Developed new features for Glass, an inhouse market monitoring and analytics platform, supporting equity derivatives traders using Python. Built a volatility monitoring module for the global equity desk enabling vol surface tracking and vol-regime-based trade analysis. Designed a ShortVol backtester for equity index options and swaptions across different vol regimes and expiry structures. Backtested volatility trading strategies and managed model parameter refinement pipeline.

Designed and backtested commodity F&O QIS options strategies for Bank of America / Merrill Lynch and UBS including short/long straddle, calendar spread, roll yield, and long/short pairs trading across energy, metals, and commodity futures. Implemented index roll methodology and rebalancing logic for commodity futures strategies; managed daily operations and production runs across multiple live client mandates. Collaborated with client quants on adhoc index structuring requests; delivered backtests, strategy factsheets, and performance reports using plain vanilla pricing models and numerical methods. Automated data ingestion and index computation pipelines via Refinitiv Eikon REST APIs, reducing manual intervention in daily strategy operations. Maintained and enhanced existing strategy codebase across Python, VBA, and SQL; ensured data integrity across Bloomberg and Refinitiv Datascope sources.

Built an end-to-end implied volatility surface engine for BTC, ETH, and DOT options using cubic spline interpolation/extrapolation across strikes and expiries; automated live options data ingestion and surface refresh pipeline. Designed vol-based option strategies including volatility bump, skew trades, forward vol, and IV exploitation around market announcements; collaborated with trading desk on calendar spread execution. Implemented portfolio optimization across equity (NSE/BSE), bonds, and gold using constrained nonlinear optimization to maximize Sharpe ratio and minimize variance. Designed and backtested momentum and mean-reversion strategies (MA crossover, long-short); built trading architecture integrated with Deribit, FTX, and Binance.

Worked as a project engineer for pharma, chemical, food industries. Replicate solid and fluid process using mathematical simulation tools like Aspen, Ansys. Build Mathematical models using Python and MATLAB for process dynamics. Solving ODE, PDE, numerical equations, data analysis, statistics and data analytic solutions on simulations.

Worked with the industry leader in Water Technology and learn about different water treatment applications. Data Visualization and real-time monitoring of Cooling tower, Boiler applications for various clients across the globe. Troubleshooting, ensuring the system is running under stable and risk-free condition. Experience to work with global clients cross functional global teams (Research, Sales & Service Team). Workaround management, solving tickets raised on technical and software queries.