Global Markets
- Single-handedly developed POC for new index in interest rates curve space within 5 weeks
- Engineered systematic strategy to achieve Sharpe ratio of 1.25+ (v/s 0.9 avg.) over 15yr period
- Investigated momentum risk factor for over 10+ currencies , 3 instruments, 3 tenors, 4 signals
- First-hand exposure to daily hedging and active risk monitoring on trading floor in London office