Jay Rao

About Jay Rao

Buy-side professional with proven experience using quantitative methods and software to…

Experience

1. Associate

   Goldman Sachs

   Sep 2021 — Present

   Asset Management Division: ETF Capital Markets & Product Development In Cap Markets: 1) Monitor intraday ETF liquidity, volume, spreads, AVAT, creation/redemption activity and premium/discount for GS ETFs (and competitors where applicable). Face off with authorized participants and other trading counterparties to facilitate creation/redemption of GS ETF shares. 2) Conduct surveillance on primary and secondary market ETF trading activity for GS and competitor ETFs. T-cost analysis, bid-ask, block trade, pre-trade analysis. In Product Dev: 1) Analyze a variety of products and markets, with an emphasis on derivative-based vehicles. Generate new products and ideas for Goldman Sachs ETF business. 2) Algorithmically build volatility surfaces, analyze open interest, skewness, and other metrics (e.g, Greeks) for index and ETF options. Draw payoff diagrams for a variety of linear and non-linear options strategies. 3) Conduct algorithmic backtests on options strategies. Implemented nearly lines of code in Python for index options backtesting across vanilla index and ETF options. Work across vanilla and exotic options.

Education

• Georgetown University

  Master of Science - MS, Finance

  2021

• The Ohio State University

  Bachelor of Science - BS, Neuroscience (Cellular & Molecular Specialization) and General Psychology

  2016

Skills

• Pharmaceutics
• Social Skills
• Pcr
• Academic Tutoring
• Organizational Leadership
• Powerpoint
• Psychology
• Western Blotting
• Research
• Microsoft Word
• Social Media
• Problem Solving
• Inventory Management
• Team Leadership
• Public Speaking
• Teamwork
• Customer Acquisition
• Microsoft Excel
• Laboratory Skills
• Elisa
• Sponsorship Management
• Molecular Neuroscience
• Bloomberg Terminal
• Microsoft Office