Sharvin Shewale | Quantitative Analyst

About Me

I'm a BSc (Hons) Economics graduate from the University of Bath, UK, with a strong foundation in Finance, Mathematics, Statistics, and Econometrics.

Most recently, I worked as a Quantitative Analyst & Power Trader (ERCOT) at Arya Risk Management Systems, trading power derivatives (LMPs & CRRs) in the Texas electricity market — one of the largest competitive power markets globally at ~$50bn in annual transactions — within an 8-person NYC-led team with daily P&L accountability.

Prior to that, I worked on the investment desk of Atlantic House Fund Management in the City of London, supporting OTC derivatives operations across a £1.7bn AUM fund range, with exposure to volatility strategies, autocalls, and barrier products.

I'm currently pursuing the Peak Frameworks PE certification and ECBA (exp. June 2026), and actively building quant tools and trading bots across Indian and crypto markets.

                        £1.7B
                        AUM Supported
                    

                        $100M+
                        OTC Notional Facilitated
                    

                        700+
                        ERCOT Settlement Points Traded
                    

Work Experience

Quantitative Analyst – Power Trader (ERCOT)

Arya Risk Management Systems — Pune, India May 2024 – May 2025

Traded power derivatives (LMPs & CRRs) in the ERCOT (Texas) market — ~$50bn in annual energy transactions — within an 8-person NYC-led team with daily P&L accountability
Conducted real-time analysis of weather forecasts, power generation, system load and grid capacity across 46,000+ miles of transmission infrastructure for intraday and day-ahead decisions
Utilised proprietary Python, .NET and JavaScript tools to execute Point-to-Point LMP trades and manage CRRs across 700+ settlement points
Contributed to trade surveillance: assessed transaction behaviour, investigated discrepancies, and escalated atypical trading events across risk, operations, and quant teams
Applied quantitative methods to identify tradeable pricing inefficiencies from renewable generation intermittency and real-time congestion pricing

Equity Derivatives Analyst

Atlantic House Fund Management — City of London, UK Aug 2021 – Sep 2022

Supported OTC derivatives operations across a £1.7bn AUM fund range targeting 7–8% annualised returns; monitored IRS, equity swaps, range swaps and structured bonds across >$100MM notional trades with global banks
Validated trade terms, notional exposures, counterparties and payoff structures pre-confirmation; resolved discrepancies using Bloomberg and Reuters
Reported daily option Greeks and risk sensitivities; conducted stress testing and scenario analysis to identify exposure concentrations
Managed lifecycle of autocall structures and barrier products linked to FTSE 100, S&P 500, and Euro Stoxx 50; monitored barrier levels and early redemption triggers
Supported a Systematic Volatility Hedge Fund across dispersion trades, VIX cash-and-carry and convexity strategies; gained deep exposure to volatility surfaces and skew dynamics

Projects & Research

NIFTY Options Bot

Python bot using QuantLib delivering BUY/SELL signals with Greeks, market regime detection (VWAP, EMA, PCR), confidence scoring and conflict resolution — delivered via Telegram.

Python QuantLib Options Telegram

AlphaEdge

AI stock research system scraping Economic Times & MoneyControl; GPT-4o-mini pipeline generating daily picks with confidence scores and price targets, delivered via Telegram.

Python GPT-4o-mini Web Scraping Telegram

Base Chain Bots

Pair of Telegram bots monitoring the Base blockchain — a real-time wallet tracker and a new-token sniper for early entry signals on newly deployed contracts.

Blockchain Base Chain Telegram Python

Equity Pairs Trading Model

Delta-neutral pairs trading strategy on $CAT/$DE (68.4%/31.6% split); 19% YoY return in back-test (2021–22) with ML-driven dynamic take-profit/stop-loss targets.

Python Machine Learning Pairs Trading

Skills & Expertise

Finance & Trading

Power Derivatives — LMP/CRR Trading (ERCOT)
Equity Derivatives & Options Greeks
Volatility Strategies (Dispersion, VIX)
OTC Derivatives & Structured Products
Pairs Trading & Market-Neutral Strategies
Risk Metrics (VaR, Stress Testing)
Trade Surveillance & Lifecycle Management

Technical

Python (QuantLib, pandas, scikit-learn)
JavaScript / TypeScript / Node.js
.NET
MATLAB & EViews (Econometrics)
Bloomberg Terminal & Reuters Eikon

Markets & Domains

ERCOT Nodal Pricing & Grid Analysis
Renewable Generation & Congestion Pricing
Autocalls & Barrier Products
Crypto Markets & On-chain Trading (10+ chains)
Indian Equity Markets (NIFTY Options)

Education & Certifications

BSc (Hons) Economics — University of Bath (2023)
Python for Finance (Oct 2025)
Peak Frameworks PE & ECBA (In Progress, exp. Jun 2026)