Independent · Quantitative Trader

Designed and back-tested derivatives trading strategies across equity and FX markets using Python (pandas, numpy) and FactSet data — improved Sharpe ratio by 18% on the deployed strategy set. Built VaR and PnL attribution models to monitor portfolio exposure and daily position risk. Analysed transaction and market-microstructure data for liquidity, volatility, and information-response patterns. Developed Python scripts and AI agents to automate reconciliation and flag breaks across trade, margin, and cash settlement.