Avinash Shrivastava

Experience

• Quantitative Trader

  Millennium • Current • Feb 2024 - Present

  Focusing on Us equity and Macro index/ETF volatility arbitrage. Work includes trading vol term structure, skew, building systematic vol trading strategies, and managing the trading book focusing primarily on equity derivatives.

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  Vice President, Quantitative Research

  J.P. Morgan • Previous • Mar 2021 - Feb 2024

  Systematic Trading and Automated market making for ETFs covering US and EMEA markets co-manage systematic trading book Work includes: pricing, optimal risk hedging, flow analysis, portfolio risk decomposition, and create/redeem Automating on-screen/block risk pricing, hedging, and inventory management in all etfs

• Additional experience 1
• Additional experience 2