Harry

Independent research analyst

Quantved Financials • Freelance

Sep 2022 - Present • 3 yrs 8 mos

Designed and implemented Python-based quantitative frameworks for equity and multi-asset strategies, incorporating volatility filters and systematic trade execution. Monitored market microstructure and price anomalies in real time, applying rule based risk management with volatility- adjusted position sizing, dynamic stop losses, and cooldown logic to protect capital during high-volatility regimes Conducted event-driven research by aggregating and analyzing news flow, earnings releases, and industry commentary via Bloomberg Terminal, Reuters, and FactSet; translated insights into short- term trading signals. Built back-testing modules to evaluate strategies using rolling returns, Sharpe/Sortino ratios, drawdown analysis, and benchmark-relative performance. Led the deployment and creation of hedge fund style strategies, including long/short equity, arbitrage, and event driven frameworks, tailored for institutional and family office portfolios. Applied basic quantitative checks—rolling return studies, Sharpe/Sortino ratio comparisons, max drawdown analysis, and benchmark relative performance—to evaluate strategies.

Senior Analyst

QVT Financial LP • Full time

Dec 2017 - Jun 2022 • 4 yrs 6 mos

Delivered equity market research and technical analysis to institutional clients, covering order flow, arbitrage opportunities, and fundamental investment ideas. Acted as a point of contact for large domestic and foreign institutional investors, providing actionable insights on Indian equities and derivatives. Managed trade booking and order management workflows for secondary market transactions, ensuring accuracy and compliance. Gained proficiency in Bloomberg Professional Services and Indian market data terminals for real-time analytics. Prepared valuation reports and sectoral research notes for listed companies, integrating both fundamental and technical perspectives. Conducted options pricing and strategy analysis using techniques such as put-call parity and implied volatility modeling. Produced PnL attribution reports and monthly performance summaries for client portfolios, explaining drivers of returns.