SANTHOSH A.

Skills

Quantitative & Analytical Skills
Quantitative Market Research, Financial & Econometric Modelling, Statistical Analysis, Time-Series Analysis, Back-Testing & Performance Evaluation, Risk & Drawdown Management

Trading & Market Expertise
Derivatives (Futures & Options), Equity & Index Trading, Commodity & Currency Futures, Option Trading Strategies, Market Profile & Day Structures, Order Flow (DOM/MBO), Volume Profile Analysis

Macroeconomics & Strategy
Macroeconomic Analysis, Global Policy Impact Assessment, Economic Indicator Interpretation, Cross-Asset Market Analysis, Systematic & Research-Driven Trading Strategies

Programming & Tools
Python for Quantitative Analysis & Algorithmic Trading, AI-Integrated Trading Models, Data Engineering, Bloomberg Terminal (BMC), Advanced Excel

Finance & Investments
Equity Valuation Techniques, Equity Research Analysis, Fixed Income Fundamentals, Alternative Investments, Portfolio Risk Management

Professional Strengths
Analytical Thinking, Research Orientation, Data-Driven Decision Making, Discipline in Risk Management, Client Advisory Experience, High Attention to Detail

About

Quantitatively driven finance professional with an MSc in Global Financial Trading (Distinction) and over eight years of active market participation, specialising in derivatives, macroeconomic analysis, and systematic trading strategies. Strong academic and practical foundation in financial modelling, econometrics, and quantitative market analysis, with hands-on experience applying data-driven methods to real-time trading and research environments.

Experienced as a Financial Market Intern at Educate2Trade, conducting cross-asset quantitative research across equities, indices, currencies, and commodities, and developing trading models supported by robust risk management frameworks. Proven ability to interpret global economic indicators, policy decisions, and market microstructure to generate actionable investment insights.

Backed by prior professional experience in retail broking and client advisory roles, combining technical market expertise with disciplined risk assessment and portfolio-level thinking. Demonstrated research capability through a data-intensive MSc dissertation involving Python-based back-testing on large intraday datasets, focused on reducing drawdowns and improving execution efficiency.

Actively seeking opportunities in quantitative trading, quantitative research, or front-office investment roles, with a long-term ambition to progress into a Portfolio Manager position focused on systematic strategy design, capital preservation, and sustainable alpha generation in line with global best practices.