Product Manager, Quantitative Research Products. I have a wide range of trading, research and management experience, and I currently work as a quantitative trader in the equities and multi-asset space, focusing on building proprietary trading strategies based on alphas derived from alternative datasets. I coordinate the work of various Researchers, Machine-Learning Engineers, Data Managers and Developers, tying together Research, ETL Pipelines, Back-testing, Optimisation and Trading Strategy into a collaborative and streamlined production process. I have worked as a quantitative trader at XR Trading, building out the Cryptocurrency HFT desk, focusing on research of high volume tick data and formulation of algorithmic trading strategies in the spot and futures markets. Prior to this, I was the Primary Portfolio manager for Equity, Commodity and Cayman domiciled Multi-Asset Funds at Nomura’s Alternative Investment Management Desk, also managing the Quantitative Index Solutions (QIS) Portfolios. At RBS, I worked as a Multi-Asset Index Derivatives Trader for the Dynamic Strategies (now QIS) desk, handling the Commodities, Multi-Asset and Equities Books. I'm committed to learning and building on my skills and experience, derived, in no small measure, from working with talented colleagues whom I deeply respect and admire. I love to bring out the very best in the people I work with, helping them to hone their skills, identify their strengths and challenging them to constantly broaden their horizons by assisting them in the exploration of new areas. I'm very privileged to have studied in institutes that gave me a very strong grounding in both quantitative techniques and management. I hold a Post Graduate Diploma (MBA) in Management from IIM Ahmedabad and both a Masters and Bachelors in Electrical Engineering from IIT Madras.