Sagar arvind Kotak

  • Mumbai Maharashtra

Quant & Derivatives researcher

Work History

Work History
Jun 2015 - Present

Quant & Derivatives researcher


Quant researcher:- provide priceless market insights and recommend market strategies that are as innovative as they are profitable.
Back-testing & Data AnalysisDeveloping trading strategies by back-testing using historical data and applying the same to various scripts.

Oct 2013 - Present

Self Employed

Running a retail showroom for bicycles of all ages-Indian and Imported brands. In charge of all the activities of the branch end to end, achieving sales targets Managing staff of 1 sales representative and 3 skilled labors
Feb 2011 - Mar 2013

Derivatives Trader & Analyst


Derivatives Analyst:- 
It involves ideating various strategies and extensive back-testing to arrive at the winning strategy.
Back-testing & Data Analysis
Developing trading strategies by back-testing using historical data and applying the same to various scripts.
Options Trading:-
Executed various strategies as proprietary dealer, some of which are highlighted below.
i)   Volatility Trading-Creating Volatility spreads in Nifty Options to capture mispricing.
ii)  Calendar Spreads-Creating spreads across months to benefit from the Time Value depreciation of current/next month options.
iii) Put Call Parity Spreads-Buying the cheaper and selling the dearer option using Put-Call Parity with Delta hedging Ratio Spreads-Creating Bull /Bear Ratio Spreads with appropriate hedging.
iv) Volatility Jobbing-Shorting/Buying Volatility using technical indicators(Foreign markets, Volatility Graphs, Combination of Open Interest-Volume and Price, etc).

Sep 2005 - Jul 2010

Subject Matter Expert


Team Leader:- (Team Strength-15 Cm's)
Managing overall sales target, service level components, quality Standards and Productivity targets for my team.
Conduct briefings and team meetings, mentor & coach team members to improve performance.
Process Improvement Analyst:-
i)   Analyzing the trends of performance, forecasting and suggesting necessary action plans to overcome the challenges in meeting the set target.
ii)  Root Cause Analysis- to improve on the key functional areas.
iii) Collating data from the various sources and converting it into a valuable report.


Dec 2003 - Aug 2005

Freelance Project Manager


Identifying the need of the customer and provide timely completion of the project.
Manage a team of designers/developers.
Search and deal with the prospect customer to get more business.
Design and develop web-sites for customers.
Provide Email Marketing, SMS marketing and SEO for clients.

Jun 2001 - Nov 2003

Branch Manager


In charge of all the activities of the branch end to end, achieving sales targets.
Managing staff of 10 sales representative and 15 skilled labors-Introduced new products that increased turnover by approx. 23%.
Expanded range of products-speeding profitability.


Apr 1996 - Apr 2001

Bachelor of Commerce

Bhausaheb Vartak College Mumbai University




Data Analysis and Back testing using Excel,  Macros and R- Programming.

Technical Analysis and Charting

Provide market insights and recommend market strategies using historical data and various chart patterns.



Data Scientist

John Hopkins in association with
  • Formulate context-relevant questions and hypotheses to drive data scientific research
  • Identify, obtain, and transform a data set to make it suitable for the production of statistical evidence communicated in written form
  • Build models based on new data types, experimental design, and statistical inference