Summary
Overview
Work History
Education
Skills
Certification
Accomplishments
Projects
Websites
Timeline
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ANKUR SINGH

Kolkata

Summary

Experienced Quantitative Trading Analyst with a strong background in developing and executing data-driven strategies in fixed income markets. Skilled in statistical modeling, algorithmic trading, and risk management, with expertise in Python and data analysis. Proven track record of optimizing trading performance through advanced quantitative techniques and market analysis.

Overview

5
5
years of professional experience
1
1
Certification

Work History

Market Analyst, Fixed Income Derivatives

Futures First Info Services Pvt. Ltd
07.2019 - Current
  • Specialized in developing and executing quantitative trading strategies across US and Eurozone fixed income markets, particularly focusing on Forward Rate Agreements (FRAs)
  • Designed and optimized hedging strategies using quantitative methods, including spreads, butterflies, and various ratio-based strategies, to manage risk and enhance returns
  • Pioneered the use of quantitative models in interest rate curve analysis, significantly improving the accuracy of predictions and trading outcomes
  • Automated trading processes using Python, Excel and strategy implementation using Bloomberg Terminal, optimizing trade execution and market analysis
  • Monitored and analyzed market data to generate trading ideas, leveraging technical indicators (RSI, MACD) and market trend analysis to inform decision-making

Education

B. Tech - Electronics and Communication Engg

Indian Institute of Technology
Dhanbad
07-2019

Skills

  • Quantitative analysis
  • Algorithmic Trading
  • SQL
  • Python
  • Risk Management
  • Market research
  • Tableau
  • Advance Excel
  • Leadership
  • Critical thinking
  • Problem Solving
  • Adaptability

Certification

  • Machine Learning, Stanford University, Coursera, 08/23/18
  • Programming for Everybody (Getting Started with Python), University of Michigan, Coursera, 09/27/18
  • Intro to Descriptive Statistics(Udacity(MOOC Platform)
  • Deep Learning by Andrew Ng(Coursera(MOOC Platform)

Accomplishments

  • Independently handled 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 CBOT; gross profit $100k+
  • Traded individual volume of around 500k annually at CME.

Projects

Machine Learning on System Configuration, IIT Dhanbad, 07/01/18, 

  • Created a ml model to predict mapping between certain columns based on a given reconciliation sheet from different sources using data preprocessing and one-class SVM (one class classification).

Forest Cover Classification on Kaggle, IIT Dhanbad, 09/01/18,

  • Developed a multiclass classification model to predict the forest cover type (the predominant kind of tree cover) from strictly cartographic variables. Achieved an accuracy of 80.04% and was in top 10% (out of 1694) in leaderboard.

Timeline

Market Analyst, Fixed Income Derivatives

Futures First Info Services Pvt. Ltd
07.2019 - Current
  • Machine Learning, Stanford University, Coursera, 08/23/18
  • Programming for Everybody (Getting Started with Python), University of Michigan, Coursera, 09/27/18
  • Intro to Descriptive Statistics(Udacity(MOOC Platform)
  • Deep Learning by Andrew Ng(Coursera(MOOC Platform)

B. Tech - Electronics and Communication Engg

Indian Institute of Technology
ANKUR SINGH