Abhishek Kumar
Kolkata,WB
Summary
Results-driven Fixed Income Trader with over 5 years of experience with strong analytical and risk management skill and profound understanding of pricing of financial securities. Experienced in analyzing market trends and and its strength, identifying investment opportunities, and optimizing risk. Proven track record in driving strategic decision-making and delivering superior investment outcomes through robust risk management practices.
Overview
5
5
years of professional experience
Work History
Associate
Futures First
01.2021 - Current
- Conducted stress tests on portfolios to assess risk exposure under various scenarios, enhancing risk management strategies.
- Managed portfolio risk by monitoring daily value at Risk(VaR) in PL statements, ensuring alignment with risk management strategies.
- Conducted daily and weekly sensitivity test of 50+ portfolios focusing dollar duration on NFP ,GDP and inflation data surprised and unexpected events and effectively communicated insights to stakeholders for informed decision making.
- Predicted movement in securities and executed trade by monitoring repo rate fixings,seasonality and MPC statement and analyzing 20+ bank research reports.
- Developed 5+ real time automated inter scripts from scratch using auto spreaders with a 70+ percent success ratio 10+ inter products analysis tools by monitoring Bond yields .
- Researched in fixed income space, STIR derivatives across SOFR,Fed fund rates and SONIA.
Trainee Market Analyst
Futures First
07.2019 - 01.2021
- Researched in fixed income space, STIR derivatives across Europe and US- Euribor, Eurodollar,SOFR,Fed fund rates,SONIA.
- Analysed STIR derivatives with 20,50 days DMA,ADX,RSI,MACD,Fibonacci retracement and trend lines.
- Tracked 10+ technical indicators, Created back testing Framework to access signal- based entry/exit plans' MS Excel
- Developed spreadsheet with the help of MS Excel and Reuters to have better look on economic data and its trends, daily and weekly price change.
- Worked under supervision of seniors to understand the various trading mechanism.
Education
Bachelor of Technology in Mechanical Engineering W -
Indian Institute of Technology(ISM) Dhanbad
Dhanbad, India04-2015
Skills
- Risk Management and Compliance
- Quantitative Analysis
- Investment strategies
- Thomas Reuters Eikon
- Python
- SQL
- Tableau
- Counterparty credit Risk
- Financial Data Analysis
Accomplishments
- Independently managed trading book for 1 month to 30 year interest rate products of US Treasury notes, bonds, SOFR, Fed funds future, etc. listed on CME and ICE and generated net profits $257k..
- Awarded Best Trader of 2019 Euribor Batch for the highest PnL and the best risk management.
Timeline
Associate
Futures First
01.2021 - Current
Trainee Market Analyst
Futures First
07.2019 - 01.2021
Bachelor of Technology in Mechanical Engineering W -
Indian Institute of Technology(ISM) Dhanbad
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