Harsh Ruparelia

Experience

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  Share India Securities Ltd

  Feb 2019 - Oct 2019

  Junior Derivate Analyst

  • Executed Arbitrage on 50+ equity securities and futures & options contracts, utilizing cash-and-carry models and reverse cash and carry models to capitalize on market inefficiencies, resulting in a 9% increase in trade profitability.• Managed daily hedging positions using delta and gamma hedging techniques, optimizing risk exposure while adhering to regulatory standards and minimizing risk through carefully implemented hedging strategies.• Employed put-call parity and pricing models to enhance profitability, leveraging insights from Greeks to balance and adjust positions effectively, all while ensuring strict compliance with industry regulations. Show less

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  SAAR Securities (INDIA) Pvt Ltd

  Jan 2021 - Jul 2023

  Associate Derivative Analyst

  • Executed derivative transactions across various products, including interest rate swaps, options, and futures, ensuring precise and timely trade processing, settlement, and compliance with internal policies and regulatory standards.• Developed and executed hedging strategies, including delta hedging such as ratio spreads, straddles and strangles to mitigate portfolio risk, optimize returns, and manage market exposure and financial stability through tools such as PnL analysis, DV01, margin assessments, and interest rate derivatives like caps and floors, ensuring alignment with client risk profiles.• Monitored and processed daily trade activities, collaborating with internal teams, brokers, and custodian banks to resolve settlement discrepancies and ensure accurate trade execution across multiple asset classes.• Conducted pre- and post-trade analytics using Python and Excel, assessing trade performance and implementing solutions to reduce risk, improve operational efficiency, and enhance compliance adherence.• Led client onboarding efforts, ensuring seamless integration into the firm’s operational framework, while maintaining strong, ongoing client relationships through continuous support and engagement initiatives. Show less

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  University of the Pacific

  Feb 2024 - now

  I am privileged to support a Finance Professor in the "Investing in Stocks" course at the University of Pacific's Pacific High School Institute. This 4-week residential pre-college summer program offers high school students hands-on experience in finance through immersive learning. My role involves assisting with course structure and delivering engaging lectures on investment strategies and financial analysis, aiming to inspire and prepare future leaders in finance. Assisting one of the finance professor in providing academic support and guidance to students who may be struggling with finance course concepts or assignments and directing them to additional resources or tutoring services if needed.

  • Summer High School Teaching Assistant

    Jun 2024 - now

  • Graduate Teaching Assistant

    Feb 2024 - May 2024