Anish Shah

Experience

• Quantitative Trader

  Millennium • Current • Jan 2023 - Present

  Single Stock Options Volatility, working with senior PM Rohit Bhatia

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  Associate Quantitative Strategist

  Goldman Sachs • Previous • Mar 2021 - Jan 2023

  Equity Structured Products Market Making - Risk Modeling: Conceptualized and implemented a payoff-specific jump discontinuity risk metric to help hedge the steep gamma profile around observation date barriers using finite differences - PnL Attribution: Implemented a framework to attribute realized PnL from model charges to factors like spot, theta, model…

• Additional experience 1
• Additional experience 2