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Rahul Kawa

Lead Derivatives Trader | Index & Volatility Specialist (NSE/BSE)

Talent
MumbaiMember since June 12, 2026
Volatility ArbitrageGreek softDelta-Neutral strategiesLong-Short Equity Derivatives strategiesVWAP/TWAP execution algorithmsTechnical analysisCandlestick patternsNifty & Bank Nifty OptionsTheta-decay managementGreeks (Delta Gamma Theta Vega)Gamma ScalpingIron CondorsStraddles/StranglesCalendar SpreadsValue-at-Risk (VaR)Derivatives TradingStraddlesStress TestingQuantitative Finance
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Volatility ArbitrageGreek softDelta-Neutral strategiesLong-Short Equity Derivatives strategiesVWAP/TWAP execution algorithms

About

Senior Derivatives Professional with 7.5 years in Indian capital markets, specialising in Nifty, Bank Nifty & Sensex options. Expertise in volatility arbitrage, delta-neutral strategies and theta-decay management delivering Sharpe Ratio >2.0.

Experience

Senior Derivatives Trader (Prop Desk) - Matrix Equi trade pvt Ltd - Mumbai, India

(2020-03 - 2025-01)

  • Led prop desk across Nifty, Bank Nifty & Sensex weekly options, consistently outperforming benchmark through high-volatility macro events
  • Deployed Delta-Neutral strategies via Greek soft, cutting manual execution errors and improving risk-adjusted desk returns
  • Mentored 5 junior traders on expiry-day psychology and technical setups, driving a 20% improvement in desk P&L

Derivatives Trader & Dealer (Prop Desk) - Arcadia pvt ltd - Mumbai

(2017-06 - 2020-12)

  • Executed large-ticket hedging mandates for HNI & institutional clients using Long-Short Equity Derivatives strategies
  • Built proprietary Volatility Surface model to identify mispriced premiums in OTM options, enhancing alpha capture
  • Coordinated with risk department to manage VaR and stress-test scenarios across the firm's full equity exposure

Junior Trader / Dealer - Arcadia pvt ltd - Mumbai

(2015-07 - 2017-05)

  • Supported trade execution, real-time MTM monitoring and margin management for active NSE F&O accounts across retail and HNI segments

Education

Master - Banking & Finance - Hinduja college, Mumbai university (2014)

Skills

Lead Derivatives TraderIndex & Volatility Specialist (NSE/BSE)

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