anshul dang

I am a Quantamental professional with over 15 years of experience in Quantitative Trading, Portfolio Optimization, Risk Management and Technology.

My core focus lies in designing, developing, validating and executing consistent fully automated profitable quantitative trading strategies and portfolios across multiple asset classes and different time frames. Over the years I have delivered cross-asset Quantitative (Time Series Analysis, Signal Processing) & Machine Learning (Neural Network, Genetic Algorithms, Deep Learning) Models for Cryptocurrencies, FX, Fixed Income, Equities, Commodities and their Derivatives [Futures, Forwards, Options & Swaps]. Throughout my experience I have managed the live execution of multiple portfolios while simultaneously rebalancing and optimizing them through benchmarking and performance analysis.

Concurrently, I have managed and led teams of varying sizes in different domains, ranging from Arbitrage & Basis Trading to Mid-Frequency Trading to Technology & Risk Management. 

Additionally I have also designed and developed live fully automated trading systems (Python,C#,C++), robust cross-asset backtesting engines (Python,C++,C#), fix connectors (C++,C#), live risk management & optimization tools (Python, C#, C++) and trade reconciliation tools (C#, Python). 

Specialities
- Machine Learning & Quantitative Trading
- Quantitative Research and Model Development
- Portfolio Rationalization, Pricing Analysis, Market Research 
- Team Management, Intraday Trade execution and Management
- Risk Analysis & Management, Portfolio Optimization
- Arbitrage model development, implementation and execution
- Trade Reconciliation and P&L benchmarking 
- Algorithmic Trading & Design
- Python , C++, C# , R, Matlab
- SQL, PostGre, MongoDB
- EMSX, BQNT , TT, ADSL, FIX

Director, Principal, Trading (Head of APAC Trading) Gemini, Singapore 07/2023 – Present

  Led the APAC Trading team for Gemini OTC, handling both internal and external flows across spot, futures, forwards and options 

 Implemented strategies resulting in a P&L performance improvement of approximately 100% on a quarterly basis 

 Created a versatile framework for Crypto Trading and backtesting, seamlessly integrating Options, Futures, Forwards, and Spot data

  Spearheaded expansion of Gemini OTC business among institutional clients in collaboration with the sales team 

 Represented Gemini by speaking at various leading Digital Asset Events such as India Blockchain Week & FISD Singapore

Master of Science (Financial Engineering) 

National University of Singapore, Singapore 

07/2012 – 06/2014 

Course Highlights: Derivatives and Fixed Income, Stochastic Calculus and Quantitative Methods, Risk Analysis & Management, Corporate Finance, Portfolio Theory & Investments, Financial Econometrics