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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
Company Description
Clavileno Capital is a Proprietary Trading Firm with a vision to generate risk-adjusted returns from arbitrage opportunities identified and captured by the combination of human touch and algorithmic trading overlay.
  • 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