Rasmiputra Khamyath

Front-office derivatives professional focused on equity and rates exotics, with experience across trading, structuring, and quantitative strategist roles.

I specialise in volatility, correlation, and structured optionality, with hands-on exposure to complex products including autocallables, dispersion and correlation trades, swaptions, Bermudans, and hybrid structures. My experience spans both equity and rates desks, giving me a cross-asset perspective on how volatility behaves across regimes and how risks interact.

I work closely with traders on risk positioning, hedging, and volatility analysis, contributing to trading decisions around macro events and market dislocations. I have built Python tools for real-time risk aggregation, relative value screening, and stress testing, enabling faster and more informed reactions to market moves.

Previously, as a Quantitative Trader in equity exotics, I was directly involved in hedging, inventory management, and model-driven trading decisions, with a focus on stochastic volatility and correlation dynamics.

I am particularly interested in front-office quantitative markets roles spanning volatility, structured products and systematic investment solutions, where I can combine quantitative modelling, market intuition and technology to solve complex investment problems.