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Yash Gupta

Internship/Full-Time Opportunities

Yash Gupta
New York
Professional Status
Student
Looking for an internship
About Me
I am driven by my passion for finance. Having an experience in Portfolio Managment, Trading and Market-Making motivates me to work in a challenging environment in the Finance Domain. I enjoy working in a diverse and dynamic environment.
Resume created on DoYouBuzz
  • Built an automated arbitrage model for major currency options for all strikes and tenors between OTC & futures
  • Built an automated arbitrage model in the bonds market to decipher, track and exploit arbitrages.
  • Interacted with FX, Rates, Risk, Treasury and Sales desks to develop holistic business understanding.
  • Analysed the impact of shift of volatility smile pricing convention change on the options Books of Citi.
  • Optimised the Currency Forward Pricing model to smoothen the erroneous daily P/L fluctuations.
  • Generated $180,000+ profits in paper trade over 8 weeks; Profitability on 91% of Trading days.
  • Co-founded trading firm with former Sr.VP Goldman Sachs & Sr.VP Blackrock with offices in India & NY
  • Raised funding of $1.5Mn from ARB Group US, additional $5Mn on completion of short-term targets
  • Ideated and implemented 6 months training for 7 traders in Int Rate Futures (US, UK, Swiss & Brazil markets)
  • Headed portfolio management & Instituted trading across 3 verticals: intra-day, algo & fundamental trading
  • Generated 88% returns in 2015 with Sharpe ratio of 5.17 (σ of 17%); actively monitored risk of 10 traders
  • Started NYSE equity markets desk generating profits in 23/24 weeks & algorithms desk generating 113% returns
  • Singlehandedly generated 68% of total realised profits of firm (individual profit of $170k on $100k portfolio); Gross profit on 97% of 320 trading days
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  • Traded Short Sterling, Euribor, Eurodollar, Euroswiss futures, UK 10-yr & German 10-yr Bond futures on ICE, CME & Eurex
  • Formulated & implemented intra-day trading strategies with Global Head, Fixed Income in Outrights, Spreads & Butterflies
  • Initiated first-ever algorithm trading roadmap in Indian arm of the company and formulated consistently profitable algorithms
  • Awarded ‘Trader of the Year’ & Ranked 1/200 new traders in the firm worldwide
  • Fixed Income Desk: Assisted 4 Portfolio Managers to manage $6Bn Portfolio & the portfolio outperformed Crisil Index by 56bps
  • Equity Desk: Conducted Retail Sector Analysis & recommended 4 companies leading to investment of $300Mn
  • Bloomberg, Reuters, Excel, PowerPoint, Xtrader, CQG Trader

CEMS MIM Program

University of St. Gallen

September 2017 to December 2017
Ranked 6th out of 90+ applicants for CEMS
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CFA Level 3 Cleared

CFA Institute, USA

June 2013 to June 2015
Cleared all 3 levels of CFA in the 1st attempt
Awarded CFA Institute Access Scholarship
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MBA

IIM Calcutta

Since June 2016
Institute Ranked #1 in Finance(2013), #1 in Economics(2014) globally by Financial Times
Secured Rank 1 in the admissions of IIM Calcutta (out of the 200K applicants)
Secured CAT score of 99.99 Percentile (790 Equivalent of GMAT)
Awarded Aditya Birla Scholarship (Top 15 management students of the country)
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FRM Level 1 cleared

GARP Institute

Since May 2016

Bachelors in Technology

Indian Institute of Technology, Roorkee

July 2009 to May 2013
Awarded the Deans Scholarship for outstanding academic and extracurricular achievements
Ranked 14th in the International Mathematics Olympiad
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  • Adventure Sports, Hiking, Road trips
  • Trading, Poker, Chess