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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

Gaurav CFA's Education

Washington University in St. Louis

Master’s Degree

2009 to 2013

Doctor Bhim Rao Ambedkar University

Bachelor of Engineering (B.E.)

2004 to 2008

Gaurav CFA's Professional Skills Radar Chart

Based on our findings, Gaurav CFA is ...

Strong sense of self
Expedient
Loner

What's on Gaurav CFA's mind?

Based on our findings, Gaurav CFA is ...

56% Left Brained
44% Right Brained

Gaurav CFA's Estimated Salary Range

About Gaurav CFA's Current Company

Geneva Trading

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


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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

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