Profile

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

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    2021 - Present

    investment management firm

    Principal

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    2020 - 2021

    investment management firm

    Quantitative Developer

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    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.

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    2018 - 2018

    finiq consulting

    Graduate Engineering Trainee

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    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.

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    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.

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    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

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    2014 - 2018

    college of engineering

    Bachelor of Technology - BTech

    Electronics and Telecommunication Engineering

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    2013 - 2014

    army public school pune

    Class 12th

    95%

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    2011 - 2012

    army public school pune

    Class 10th

    97%

Others named Aditya

Aditya undefined

 at investment management firm

Aditya Kajwe

Software Engineer

 at investment management firm

Aditya Kapoor

Associate 2

 at investment management firm

Aditya C

Director Of Engineering

 at investment management firm

Aditya Gautam

Associate Consultant

 at investment management firm

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Colleagues at finiq consulting

Bhavik Bhute

Assistant Vice President

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Dhanashri Sawale

java software engineer

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Ellika Mishra

Software Developer

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Ishan Phansalkar

Quantitative Analyst and Engineering Intern

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