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Yash
Gupta
Internship/Full-Time Opportunities
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New York
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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
Experiences
Summer Analyst, Forex and Rates Trading
Citibank
April 2017 to June 2017
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.