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)
