Gaurav CFA
Quantitative Analyst
Derivative Portfolio Management, Risk and Relative Value Trading
Greater Chicago Area
Section title
Gaurav CFA's Email Addresses & Phone Numbers
Gaurav CFA's Work Experience
Geneva Trading
Quantitative Analyst
November 2013 to Present
Greater Chicago Area
DV Trading (a division of Rosenthal Collins Group LLC)
Quantitative Analyst Intern - Algorithmic Trading Desk
July 2013 to October 2013
Greater Chicago Area
Washington University in St. Louis
Graduate Student, Computational and Systems Biology Program
August 2009 to June 2013
Washington University in St. Louis
Teaching Assistant
January 2012 to May 2012
Tata Institute of Fundamental Research, Mumbai
Research Scholar
August 2008 to July 2009
Mumbai Area, India
Institute of Genomics and Integrative Biology (CSIR)
Undergraduate Research Intern
June 2007 to January 2008
Gaurav CFA's Professional Skills Radar Chart
Based on our findings, Gaurav CFA is ...
What's on Gaurav CFA's mind?
Based on our findings, Gaurav CFA is ...
Gaurav CFA's Estimated Salary Range
Frequently Asked Questions about Gaurav CFA
What company does Gaurav CFA work for?
Gaurav CFA works for Geneva Trading
What is Gaurav CFA's role at Geneva Trading?
Gaurav CFA is Quantitative Analyst
What is Gaurav CFA's personal email address?
Gaurav CFA's personal email address is g****[email protected]
What is Gaurav CFA's business email address?
Gaurav CFA's business email address is g****[email protected]
What is Gaurav CFA's Phone Number?
Gaurav CFA's phone (**) *** *** 234
What industry does Gaurav CFA work in?
Gaurav CFA works in the Financial Services industry.
Who are Gaurav CFA's colleagues?
Gaurav CFA's colleagues are Timothy Carter, Brian CFA, Sack Pephirom, Nick Phillips, Kyle Pitzen, Connie Sandegren, Kathryn Downing, Eldin Sabic, Rob Wetzeler, and Rajdeep CSM
About Gaurav CFA
📖 Summary
I research, develop, and implement quantitative trading strategies based on statistical arbitrage and a fundamental/macro bias across low, medium and high frequency horizons. ● Highly experienced with machine learning, optimization, algorithm design, high performance computing and application development. ● Mostly experienced with trading in, and dynamics of, US and European Treasury and Energy Futures Markets. My strengths are ● Strategy creation driven by hypothesis testing ● Blending risk arbitrage with fundamental valuation and macro bias ● Portfolio construction to both focus and limit portfolio exposure to targeted risk ● Parameter optimization for continuously adapting to market conditions ● Leveraging the best and latest in trading technology and financial markets research. Highlights: ● Highly experienced with US Treasury Market dynamics, portfolio construction and risk management using synthetic spreads. Also experienced with European Fixed Income and STIRs, including cross market spreads. Highly experienced in modeling data from US and European Fixed Income markets (Cash-Futures-Swaps), STIRs, Energy Futures products. ● Highly experienced with Covariance based (PCA, Factor) models, Co-integration, Space-State and other statistical models for risk arbitrage. Volatility modeling: GARCH, Autocorrelation and Seasonality ● Thorough understanding of Market Microstructure, Order Matching algorithms, Market Making strategies, Execution Strategies and modeling Slippage / Execution Risk. ● Long standing experience of Algorithm design and application development. Constrained optimization techniques for achieving parameter robustness for trading strategies. ● Strong experience of High Performance Computing, cluster and storage architectures, performance optimization. Long standing experience with Unix platforms, BASH scripting ● Proficient in R and Python. Experienced with kdb+/q. Also experienced with Java.Quantitative Analyst @ From November 2013 to Present (2 years 2 months) Greater Chicago AreaQuantitative Analyst Intern - Algorithmic Trading Desk @ From July 2013 to October 2013 (4 months) Greater Chicago AreaGraduate Student, Computational and Systems Biology Program @ From August 2009 to June 2013 (3 years 11 months) Teaching Assistant @ From January 2012 to May 2012 (5 months) Research Scholar @ From August 2008 to July 2009 (1 year) Mumbai Area, IndiaUndergraduate Research Intern @ From June 2007 to January 2008 (8 months) Master’s Degree @ Washington University in St. Louis From 2009 to 2013 Bachelor of Engineering (B.E.) @ Doctor Bhim Rao Ambedkar University From 2004 to 2008
Gaurav CFA’s Personal Email Address, Business Email, and Phone Number
are curated by ContactOut on this page.10x your recruitment & sales conversations
Contact over 200M professionalsinstantly by email or phone. Reveal
personal & work email addresses, as
well as phone numbers accurately with
our ContactOut Chrome extension.
In a nutshell
Gaurav CFA's Personality Type
Introversion (I), Intuition (N), Thinking (T), Judging (J)
Average Tenure
1 year(s), 5 month(s)
Gaurav CFA's Willingness to Change Jobs
Unlikely
Likely
Open to opportunity?
There's 87% chance that Gaurav CFA is seeking for new opportunities
People you may be
interested in
Enjoy unlimited access and discover candidates outside of LinkedIn
Trusted by 400K users from
76% of Fortune 500 companies
The most accurate data ever
Hire Anyone, Anywhere
with ContactOut today
Making remote or global hires? We can help.
- 50 contacts/month
- Works on standard LinkedIn only
- Work emails, personal emails, mobile numbers
No credit card required
