DEEPANSHU PANT

• Designed and implemented comprehensive market microstructure elements, including order book structures, fee models, and liquidity frameworks, ensuring competitive spreads and efficient market depth for a new exchange launch.

• Executed complex market-making strategies across crypto spot pairs and perpetual contracts, consistently maintaining a net-zero or minimal exposure in all contracts.

• Managed real-time exchange inventory and liquidity risk across over 110 spot pairs, ensuring balanced order books, and the efficient allocation of capital.

• Contributed to the development of a new options product by thoroughly analyzing contract specifications, pricing, fees, liquidity structures, and liquidation mechanisms of leading exchanges, and designing the initial admin panel dashboard.

• Conducted in-depth market analysis of U.S. and E.U. fixed income sectors.
• Executed discretionary intraday trades in EU bonds, SONIA, SOFR, and Fed Funds to identify and capitalize on market trends.
• Implemented diverse trading strategies, including arbitrage, yield curve positioning, and spread trading.
• Achieved approximately $115k in gross profit for the firm by engaging in the trading of European and US STIRs futures and maintained an average daily trading volume of 500 round turns
• Utilized auto-spreaders for interproduct trading strategies, combining various structures and contracts.

• Executed comprehensive manual testing processes for critical applications, ensuring high-quality software delivery and optimal user experience.
• Conducted thorough functional testing to identify and report software defects, contributing to overall product quality.