
Aditya Daftari
Principal at Hedge Fund | COEP
4.8
Years of Experience
Education
college of engineering, army public school pune, army public school pune
Companies
investment management firm, investment management firm, finiq consulting, finiq consulting, siemens, siemens, siemens
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Experience
2021 - Present
investment management firm
Principal
2020 - 2021
investment management firm
Quantitative Developer
2019 - 2019
finiq consulting
Software Developer
• Pricing of FX options, trading strategies, calculation of Greeks, using pricing models including Black-Scholes, Vanna-Volga, and Monte-Carlo simulations with GBM (General Brownian Motion). • Modelled USD yield-curve enhancements by using LIBOR (London Interbank Offered Rate) and EDF (Eurodollar Futures) market quotes for short tenors with Bonds and IRS (Interest Rate Swaps) for longer tenors. • Back-solve for FX digital and barrier options for calculating strike/barriers for a given premium. • Developed web-application sub-modules including Pre-Trade Compliance Check, and Customer Data Entitlement for trading platform involving 3rd party financial derivative products for two major asset classes - FX, and Equity. Responsible for deployment of the end-product at the client's head office in Singapore, as the lead developer for the mentioned modules during the SIT, UAT, and Go-live phases.
2018 - 2018
finiq consulting
Graduate Engineering Trainee
2017 - 2017
siemens
Intern
Sales Intern, Building Technology Division • Developed an understanding of Siemens Patented Technology called ‘Demand Flow’ for Central Chilled Water Systems. • Helped expand SIEMENS network by performing EUI (Energy Use Intensity) analysis and explaining the energy optimization provided by the SIEMENS Demand Flow in 10 hotels located in Pune.
2016 - 2016
siemens
Intern
SITRAIN PROGRAMME (Technical Training) 1. Basic Course on Process Instrumentation. 2. Basic Course on Automation. 3. Basic Course on AC/DC Drives.
2016 - 2016
siemens
Intern
Summer Intern – R&D • Worked on a project to control devices through SMS using GSM technology. • Developed a software to notify farmers of water level in their irrigation lands through mobile SMS. • Technologies used – C, Proteus Design Suite.
Experience
14 Skills
Collaboration
finance
mathematical modeling
Problem solving
Product Management
product manager
Quantitative Finance
Research
Research Scientist
simulations
Software Engineer
statistics
Trading
Web
Education
2014 - 2018
college of engineering
Bachelor of Technology - BTech
Electronics and Telecommunication Engineering
2013 - 2014
army public school pune
Class 12th
95%
2011 - 2012
army public school pune
Class 10th
97%
Others named Aditya
Colleagues at finiq consulting
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