Quantitative Researcher & Developer at Partniori Capitals (2024-02 – Present)
- Designed and developed systematic trading strategies leveraging technical indicators (Pivot Points, custom indicators) and market structure analysis for FX, NAS100 and XAUUSD.
- Conducted comprehensive backtesting and performance validation using historical Tick data; generated detailed backtesting reports and equity curves to assess risk-adjusted metrics and strategy profitability
- Implemented MQL5 (C++) Expert Advisors (EAs) for automated execution of validated strategies on MetaTrader 5 platform with real-time trade monitoring and performance analytics.
- Optimised strategy parameters through systematic testing; identified optimal entry/exit conditions using pivot-based market structure analysis and Fibonacci retracements for institutional-grade execution.
Quantitative Strategy Developer at World Class Capitals (2023-01 – 2024-01)
- Developed MQL5 (C++) EA based on Inner Circle Traders Strategy incorporating Market Structure Analysis (Kill Zones) and Order Block theory for algorithmic execution.
- Engineered signal generation systems using advanced technical indicators (Pivots, Fibonacci levels) coupled with quantitative price action analysis to identify high-probability trade setups.
- Translated complex multi-timeframe trading strategies into optimized C++ code deployable on MetaTrader platforms with emphasis on execution efficiency and scalability
Algorithmic Trading Systems Developer at Aasara Consultancy (2021-02 – 2023-01)
- Built comprehensive MT5 API infrastructure for risk alerting, live trade monitoring, and performance analytics serving 100+ retail clients with real-time portfolio oversight.
- Designed, backtested, and optimized 500+ Expert Advisors (EAs) and technical indicators across MT4/MT5 platforms using Python, MQL4, and MQL5 for diverse trading strategies and market conditions.
- Developed Grid Trading systems optimized for different volatility regimes; conducted advanced backtesting procedures using MT5 API data to validate strategy robustness and drawdown profiles
- Implemented RENKO-based (market profile) strategies on MT4/MT5 with dynamic parameter tuning and risk-adjusted position sizing based on derivative pricing mathematics.
Engineer Data Science at Lybrate (2020-05 – 2021-01)
- Performed data analysis, feature engineering, and data quality validation to generate actionable insights and support data-driven decision-making.
- Built scalable data pipelines using Python and SQL to collect, transform, validate, and process large datasets for analytics and reporting.
Algorithmic Trading Engineer - Intern at Mudraksh & Mcshaw LLP. (2020-01 – 2020-05)
- Developed quantitative options trading strategies for Indian equity derivatives markets using Python; modeled option Greeks and implemented automated hedging logic.
- Built risk management tools for real-time portfolio Greeks monitoring, Value-at-Risk (VaR) calculations, and stress testing across multi-leg derivative positions.
- Developed performance visualization dashboards for portfolio-level analytics and cumulative P&L reporting; supported quantitative research with live market data integration.
