About

Kunal Sirohi is a skilled Analyst in the field of Asian Macros Trading at Goldman Sachs. With a Bachelor of Technology (B.Tech.) in material and Metallurgical engineering, Kunal has gained 3.35 years of relevant experience in the financial industry. Kunal's expertise lies in derivatives and fixed income, with a focus on BLACKSCHOLES and QUANTITATIVE HEDGING strategies. He has a strong understanding of OPTION GREEKS and PYTHON, which he has used to develop Delta Hedging and Option Straddling techniques. Additionally, Kunal is well-versed in RISK PARITY METHODOLOGY using Python. Before joining Goldman Sachs, Kunal worked as an MS Quant Derivatives professional at an investment banking firm. During his tenure, he honed his skills in BLACKSCHOLES, Option Greeks, and Implied Volatility. He also developed Delta Hedging and Option Straddling techniques using Python. Kunal's experience also includes working as an Information Technology Analyst at DMI, where he worked on a project to remove the layer between Softcell and Experian. He reformatted the XML file sent by Experian to JSON format. Kunal's technical skills include proficiency in Python, which he has used extensively in his work. He is a quick learner and always strives to stay up-to-date with the latest industry trends. Overall, Kunal Sirohi is a highly motivated and skilled professional with a strong background in derivatives and fixed income. He is a valuable asset to any organization and is always eager to take on new challenges.