Prasann Iyer

Professional Scholastic Skills

Experience

Professional Experience

Jun'24 - Nov'25
  • Served as ML Alpha Researcher for the firm's medium-frequency index options team, designing and evaluating data-driven trading strategies across NIFTY and SENSEX index option chains.
  • Traded a long gamma options strategy that delivered over 3x return on deployed margin within one financial quarter through live runs and continuous performance monitoring.
  • Integrated ML and statistical techniques, linear and ensemble regressors, forward-return bias modelling, and signal evaluation under normal assumptions to isolate persistent predictive features.
  • Engineered the firm's most efficient MF backtesting framework using parquet datasets, vectorised computation, and slurm-based parallelisation, cutting simulation runtimes by over 80%.
  • Automated daily operations of ML black-box deployments and sim-live trading checks across the whole team's active ML strategies, with Slack updates and mismatch diagnosis.
Open story
Nov'23 - Jun'24
  • Priced cross-exchange Gold Quanto spreads by jointly simulating currency, volatility, and correlation components to identify arbitrage trading opportunities between CME-TFEX contracts.
  • Built an execution-ready trading script incorporating costs and currency exposures; the PoC was shelved after cost analysis but re-established the firm's first quanto trading framework.
  • Partnered with the trading desk to backtest, stress-test, and refine spread signals using Bloomberg Terminal for volatility surface calibration and rapid hypothesis testing in Excel and Python.
  • Developed automated pipelines for Chinese index ETFs and implemented algorithmic logic for dividend, bonus, and other corporate-action adjustments to support systematic portfolio rebalancing.
Open story
Sep'23 - Nov'23
  • Re-engineered the firm's stock screener engine from Pandas to Polars (Rust backend), refactoring thousands of lines of code to achieve nearly 20x lower latency for user-facing computations.
  • Integrated dx-charts, a high-performance open-source charting library, replacing paid TradingView components and eliminating licensing costs while enabling deeper API-level visualization control.
  • Built automated exchange data pipelines for bulk/block deals, insider trades, and corporate actions directly from NSE endpoints, ensuring seamless integration with the production db servers.
  • Prototyped LLM-based modules using LangChain and Hugging Face models to summarize financial PDFs, and integrated the Lean backtester as a potential front-facing framework.
Open story
May'23 - Jun'23
  • Completed Optiver's structured trading training programme covering the full spectrum of options theory; from Black-Scholes and volatility to Greeks interpretation and advanced option structures.
  • Traded EURO STOXX 50 options across strikes and expiries spanning the full 8-hour trading day for 3 weeks, dynamically managing Greeks, intraday risk, and event-driven volatility.
  • Led a quantitative research project analysing event-day inefficiencies on single-stock options, quantifying a potential EUR 5 million annual opportunity loss and proposing a statistically fitted execution-width model that was later adopted as an intra-desk optimisation framework.
Open story
May'22 - Jun'22
  • Architected a Jupyter Notebook framework to evaluate and classify trades using alpha-signal filters and distributional diagnostics.
  • Collaborated with senior researchers to test features through t-stats, Sharpe, drawdown, and related metric-based robustness tests.
  • Built a no-code interactive interface with ipywidgets, enabling non-programmers to apply multi-layered logic filters, with automated De Morgan simplification, for rapid hypothesis iteration.
  • Optimized backtesting through vectorized computation and memory-efficient design, accelerating simulations for crypto strategies, several of which advanced to live deployment.
Open story
May'21 - Jul'21
  • Engineered a high-coverage web-scraping system to collect weather and tourism data for 20,000+ destinations, eliminating dependence on paid data vendors and reducing recurring acquisition costs.
  • Built and deployed end-to-end modules powering user interaction logging, behavioural analytics, and ML-driven insights for a real-time travel-analytics platform.
  • Implemented the system using Django (backend), Angular (frontend), and REST APIs to capture, visualise, and pipeline user data for downstream modelling.
Open story

Scholastic Achievements

2022

Achieved an Advanced Performer grade in EE207: Electronic Devices & Circuits

2019

Secured All India Rank 285 in JEE Advanced out of 180 thousand candidates

2019

Achieved All India Rank 677 in JEE Mains out of 1.5 million students with a 100th percentile in Math in both attempts

2016

Awarded a Gold Medal in the Dr. Homi Bhabha Balvaidnyanik Competition

Technical Skills

Programming (English Pretty Much)

Python Rust C++ Bash SQL TypeScript JavaScript HTML CSS LaTeX

Others

Git Claude Code Codex

Other Skills

I've been doing these on and off since the starting year.

2005

Swimming - Dad taught me when I was 5. I did NSO swimming and played Water-Polo. PADI Open Water certified.

2013

Public Speaking - Thrust into public speaking roles in School. Elocution and Debate representative. Kinda out of practice but bring it on.

2015

Guitar & Singing - Self taught. Basic Music Theory, Pitch understanding, Barre Chords, Singing while playing, Basic Solo-ing, Transcription. Song-writing and creation is the Hill to climb.

2018

Dating - ( ≖‿ ≖ ) Hehehe