Overview
Work History
Education
Skills
Timeline
Generic
Avijit Herlekar

Avijit Herlekar

Capital markets - Front office consultant
Bengaluru

Overview

13
13
years of professional experience
4
4
years of post-secondary education
1
1
Language

Work History

Senior Consultant

Infosys Limited
BENGALURU
04.2019 - Current
  • Been working as a Front office analyst for an investment management firm based out of Singapore.
  • Work involves dealing with client issues in trade execution management and pre-trade risk management for low-touch e-trading workflows and high-touch worked order workflows.
  • Very often deal with collecting historical data and converting it into actionable insights for the client. Example could be studying trade patterns and markets covered which lead to a reduction of 20% in trading costs.
  • Worked on execution algorithms such as TWAP, ICEBERG and VWAP e-trading workflows at Nomura, Worli reducing time to market by 50% for India equity orders.
  • Mentored junior consultants, helping them enhance their skills and contribute more effectively to projects.

Associate - Market Risk

Edelweiss Financial Services Limited
Mumbai
07.2016 - 11.2018
  • Worked on Arbitrage trading algorithms such as Options Conversion/Reversal, Box/Buttery spreads, calendar spreads with capital ingestion of nearly 100 crores INR
  • Contributed to the development of a post-trade risk management tool which was designed to take preventive measures in case pre-trade system fails - increasing disaster protection by nearly 100%
  • Worked on maintaining trader limits - involved monitoring trader activities, position Greeks, etc.
  • Contributed to IC meet-ups and internal audits for algos - involved providing key data points and justifying breaches.

Business Analyst

Tata Consultancy Services
Mumbai
09.2012 - 06.2016
  • Worked as Business analyst onsite for a project that involved implementation of trading algorithms such as TWAP, ICEBERG, POV, etc.
  • Worked on implementation of smart order routing system for Nomura Holdings for India exchanges - reducing time to market by 40%
  • Contributed to support practices for TCS' in-house platform - TCS Bancs Securities trading.
  • Enabled effective client communication and stakeholder management for institutional clients.

Education

Bachelor of Engineering - Electronic Engineering

Siddaganga Institute of Technology
Tumakuru
05.2008 - 06.2012

Skills

  • Algorithmic trading

  • Proficient in Python

  • Derivative swaps analysis

  • Business analysis

  • Client communication

  • MS Office

  • R Studio

  • Credit Derivatives

  • Option Greeks

Timeline

Senior Consultant

Infosys Limited
04.2019 - Current

Associate - Market Risk

Edelweiss Financial Services Limited
07.2016 - 11.2018

Business Analyst

Tata Consultancy Services
09.2012 - 06.2016

Bachelor of Engineering - Electronic Engineering

Siddaganga Institute of Technology
05.2008 - 06.2012

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Avijit HerlekarCapital markets - Front office consultant