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Shantanu Diwakar

Financial Analyst/Associate

Professional Status
Student
Available
About Me
CEMS MiM candidate (HEC Paris & IIM Calcutta) looking forward to work in Banking & Finance. Worked for J.P. Morgan in Equities and commodities sales and then pursued post graduate at IIM Calcutta. Recently completed internship with Barclays, Hong Kong.
Resume created on DoYouBuzz
  • Designed strategies on Indian Equities, Futures and Options
  • Designed market neutral long-short strategy on FII holdings & daily cash flows
  • Reduced Drawdown & increased Sharpe for momentum strategies using CPPI
  • Incorporated II order Greeks Vanna, Volga for guarding against overnight Vol swings
  • Set up event-based hedging protocols for key policy events (RBI, FOMC, Employment)