Armaan Ali

Quantitative Rates Trader @Natwest Markets Plc

London, GB

Sterling Rates Book- Central Risk Book (STIR, Gilt, EGB and Treasury Futures)- Algorithmic Development through Python & Java using a KDB Database- Extensive use of Git, Jira and Confluence for Development Workflows- Strong understanding of various statistical and econometric methods through model/strategy building and thereby a cohesive understanding of backtesting- In-Depth comprehension of Interest Rate Curves (Swaps/Bonds) and their construction, Relative Value, Measuring/managing Bond Risk and Algorithmic Bond Pricing