Parth Simwal

Software Engineer

Futures first•  July 2019 - Present

• Achieved top 5% ranking for total trading volumes across all products within the firm in 2022. • Developed Python-based trading algorithms for US interest rate market, emphasizing 4:1+ risk-to-reward and 1.5+ Sharpe ratio via robust risk assessment, volatility, and stress testing models. • Executed US fixed income trades using scenario analysis rooted in multiple financial models and forecasts, leveraging futures derivatives for short-term 2-year and mid-to-long term 5, 10, and 30-year segments. • Utilized Python packages, MS Excel, Thomson Reuters Eikon, and Bloomberg terminal for data analysis, model validation, and enhancement, leading to a 40% increase in strategy returns. • Engaged in proactive trading and optimized pricing models based on FOMC meeting probabilities, deploying around 20% of diverse strategies across the interest rate curve.

BITS, Hyderabad (Birla Institute of Technology & Science)

Electrical Engineering, BE•  September 2014 - June 2019

M.Sc. (Hons.) Economics & B.E. (Hons.) Electronics and Instrumentation Engineering (2014-2019)