Dishant Majithia

Derivative Strategist - Junomoneta Finsol Pvt Ltd - Mumbai

(2025-08 - 2026-07)

Researched statistical arbitrage and pairs trading strategies for Nifty-Sensex and Nifty100 stocks using cointegration (Engle-Granger, Johansen), ADF tests, and mean-reversion half-life estimation.
Conducted econometric modelling of Nifty volatility — constructing an IV term structure using ARIMA/GARCH to extract forward volatility for regime-aware strategy selection; built a realized vol engine and volatility cone to benchmark current implied vol against it.
Studied mean-reversion and skewness/kurtosis of multi-leg spreads (butterflies, condors, calendars, double calendars, ratio spreads) via a DTE × VIX × time-of-day regime classification.
Built dealer positioning models using aggregated Gamma Exposure (GEX) and Vanna Exposure (VEX) across the options chain to infer market-maker hedging flows and spot pinning near expiry.
Strong understanding of NSE options market microstructure — order flow imbalances and bid-ask spread dynamics to study accumulation/distribution and liquidity for intraday trading.
Hands-on with data engineering in Python (Scikit-learn, Statsmodels, SciPy), with working exposure to machine learning (XGBoost); skilled in handling large data pipelines.

Assistant PM – Consultant - Bloomstar Capital - India (Remote)

(2024-11 - 2025-01)

Built predictive Machine Learning based models in QuantConnect LEAN in Options segment in attempt to spot Volatility arbitrage by predicting realized volatility using 1-min frequency data.
Developed and back-tested various discretionary and systematic trading strategies using large, diverse datasets via walk-forward optimization and robustness validation checks.

Execution Trader (US Market) - Quantatative Ltd - London, UK

(2023-06 - 2024-08)

Systematically executing trades of $5 million notional value daily in US Equity and ETF systems, ensuring accurate order execution & monitoring of 30+ algorithmic trading strategies.
Successfully designed systematic trading strategies from the ground up, including idea generation, statistical modeling, rigorous backtesting, and enabling deployment for live trading environments.
Proficient in trading 0DTE Options by analyzing Greeks, Implied Volatility, and Order-flow behaviour.
Designed real-time Option Greeks visualization tool, enabling actionable insights into market dynamics as leading indicators.
Shortened execution time using Python (REST API) to implement automated trading systems.

Analyst - DTC Consultants Pvt Ltd - Pune

(2019-10 - 2022-03)

Successfully executed a variety of structured Options strategies including spreads, iron condors, butterflies, strangles and straddles, consistently achieving profitable outcomes.
Prepared 100+ research reports, analyzed business news, financial statements, and other relevant data to evaluate the performance and financial standing of companies listed on the stock market.

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