Harshit Gupta
Jhansi
Summary
Experienced finance professional with a strong focus on STIRs, macroeconomic analysis, and derivatives strategies across the US, UK, Eurozone, and Canadian markets. Proficient in data analysis (Excel, Python), risk management, and alpha generation.
Overview
7
7
years of professional experience
Work History
Senior Associate
Axxela Research and Analytics Pvt. Ltd.
07.2018 - 03.2025
- Covered global developed fixed-income markets including the US, UK, Euro Zone, and Canada with a focus on Short-Term Interest Rates (STIRs) derivatives.
- Generated and implemented trading concepts based on analysis of current trends, macroeconomic information, and technical indicators across global markets.
- Designed strategies for managing risk and adjusting portfolio allocation using Two-Ten Year Treasury Futures for curve steepening and flattening in response to fluctuations in the yield curve.
- Leveraged arbitrage trading opportunities in the SOFR fixed-income derivative markets, utilizing short-term duration calendar spread strategies to generate alpha.
- Developed successful strategies including spread, fly, condor, and LIBOR vs. SOFR trades to identify optimal entry and exit points.
- Collaborated on implementing algorithmic trading using Excel and Reuters data to capitalize on LIBOR vs SOFR arbitrage opportunities.
- Mentored analysts and traders fostering a culture of knowledge-sharing and strategic thinking within the team, contributing to professional development and team performance.
- Coordinated with the regional director to shape the risk profile of multiple trading books in anticipation of major market events, utilizing stress testing and conditional VaR techniques to manage exposure and ensure alignment with firm-wide risk tolerance.
- Hands-on experience with MS Excel, Bloomberg Terminal, Thomson Reuters & Trading Software (Trading Technologies, CQG).
- Ensured compliance with trading regulations from SEC, FINRA, and global regulatory bodies, maintaining a robust and ethical trading environment.
Education
Bachelor of Technology - Mechanical Engineering
Indian Institute of Technology (BHU) Varanasi
Varanasi, India05-2018
Skills
Fixed Income Trading Strategies
Python
Market Trend Analysis
Microsoft Excel
Regulatory Compliance
Trading Software TT and CQG
VaR
Stress Testing
MySQL
Results-Oriented Team Leadership
Additional Information
Butterfly vs. Spread Trade Ratio Analyzer
- Use Python to analyze and determine the optimal trading ratio between a 12-month butterfly and a 12-month calendar spread based on historical volatility, price relationships, and implied yield differences.
- Utilized pandas and numpy for efficient data cleaning and manipulation.
- Performed regression analysis using statsmodels to estimate the fair value ratio between the butterfly and the spread.
- Visualized price dynamics and ratio behavior using matplotlib and plotly, highlighting periods of statistical deviation.
- Identified support and resistance zones in the ratio chart to establish potential entry and exit points.
- Executed trades based on significant deviations from the fair value, enabling mean-reversion strategies with defined risk levels.
Timeline
Senior Associate
Axxela Research and Analytics Pvt. Ltd.
07.2018 - 03.2025
Bachelor of Technology - Mechanical Engineering
Indian Institute of Technology (BHU) Varanasi
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