Rathan Kumar G

Experience

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  Prudence Capiital

  May 2018 - Feb 2019

  Summer Intern

  ◦ Assisted in researching and backtesting intraday strategies for the Indian markets.◦ Collaborated on building a new trading framework in Java using a third-party API, NEST.

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  The Financial Doctors

  Dec 2018 - Mar 2019

  Financial Market Trainee & Technical Strategy Developer Intern
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  Societe Generale Global Solution Centre

  Jun 2019 - Oct 2020

  Software Engineer

  ◦ Simultaneously contributed to the enhancement and maintenance of two significant in-house FX Options OTC tradingplatforms using C# and Java.◦ Skillfully tackled a multitude of production challenges, showcasing a high level of proficiency in resolving issues.◦ Contributed to the migration of OTC back office services to a new generic platform across instrument classes.

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  Alpha Alternatives

  Oct 2020 - Jan 2022

  Quantitative Analyst

  ◦ Constructed an EOD trade consolidation and report generation software in C# for both equity and options.◦ Automated order execution strategies for option spreads in the Indian market using third-party trading APIs.◦ Designed live dashboards to track risk and option Greeks using Python packages Plotly and Dash.

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  Stellar Alpha

  Jan 2022 - Aug 2022

  Quantitative Analyst

  (Note: Research team of Stellar Alpha was acquired by Greenland Investment Management in Aug22.)◦ Engineered high-speed, fully automated trading strategies tailored for the Indian options market, using the capabilitiesof a third-party trading API. Also, crafted multiple technical indicators from scratch.◦ Managed end-to-end process from ideation to research, backtesting, optimization, deployment and monitoring of directional option strategies.◦ Engaged in the development and refinement of execution strategies specifically tailored for intricate option spreads.◦ Created a data pipeline for collecting, processing and storing multi-dimensional TBT market data from the Bloomberg.◦ Assumed exclusive responsibility for the generation and validation of arbitrage spread data, as well as the creation ofdiverse summary reports based on this data Show less

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  Greenland Investment Management

  Aug 2022 - now

  Quantitative Research Analyst

  ◦ Autonomously conceived, developed, and sustained a comprehensive automated portfolio featuring over 30 strategies on a third-party trading API, from inception to deployment, all accomplished within a span of two months. Thisportfolio facilitated transactions amounting to billions of dollars in capital.◦ Effectively deployed a range of multi-leg execution strategies that substantially mitigated execution slippage.◦ Designed & developed a generic and multi-threaded framework for OHLC generation & validation of multi time frame,multi legs Arbitrage Spread Time Series.◦ Demonstrated the viability of transitioning the existing semi-automated multi-leg trading system into an end-to-endfully automated solution through concrete proof of concept.◦ Built a very generic framework for building and deploying fully automated strategies with minimal code changes.◦ Effectively implemented numerous portfolios of automated strategies with seamless success on our in-house platform.◦ Created completely automated data pipelines for post trade reports to track the performance of the portfolio Show less