Our Team

We are a team with a passion for computer science, math and finance. We have vast experience in algorithmic trading and financial markets. Many of our team members have previously worked as traders, quant researchers and developers at algorithmic trading firms and global investment banks.

Mohit Mutreja - Managing Director

Mohit Mutreja is currently the Managing Director of AlphaGrep. He was earlier a trader at D.E. Shaw managing a portfolio of Indian public equities and convertible bonds. Prior to joining D.E. Shaw, Mohit was a quantitative researcher and trader at Citadel Investment Group (Chicago, US) where he built, researched and traded quantitative/statistical strategies on US fixed income securities. He has also worked at Deutsche Bank and Goldman Sachs in New York. Mohit graduated summa cum laude from the Jerome Fisher Program in Management and Technology (M&T) program at the Wharton School (University of Pennsylvania) with a B.S. in Economics (Finance) and a B.S.E in Computer Engineering with a minor in Mathematics.

Parshant Mittal - Executive Director

Parshant Mittal is currently the Executive Director of AlphaGrep. He was earlier a Portfolio Manager and Quantitative Finance Researcher at AQR Capital (Greenwich, US). At AQR he was responsible for managing multiple strategies, including Emerging Market stock selection. Prior to AQR, Parshant worked at Deutsche Bank’s Credit and Rates trading. Parshant has also worked at Goldman Sachs and at StateStreet Bank in New York. He is also an active angel investor as a member of Indian Angel Network. Parshant graduated from the Jerome Fisher Program in Management and Technology (M&T) program at the Wharton School (University of Pennsylvania) with a B.S. in Economics (Finance) and a B.S.E in Computer Engineering.

Aravind Nadarajan - President, Quantitative Strategies

Aravind Nadarajan is currently President, Quantitative Strategies at AlphaGrep. He was earlier a Senior Quantitative Trader at Tower Research Capital , where he was running high frequency strategies on Asian and Latin American Option markets. Prior to joining Tower, Aravind was a quantitative trader at Edelweiss Securities, where he built and traded stat arb strategies. He was also instrumental in setting up the algorithmic trading desk trading various arbitrage and stat arb strategies. He has also worked at JP Morgan in their EMEA Telecom equity research team. Aravind graduated from XLRI, Jamshedpur where he did his MBA in Finance and Economics. He also has a B.Tech in Information Technology from PSG College of Technology, Coimbatore

Venkatesh Shankar - Senior Vice President, AlphaGrep Singapore

Venkatesh Shankar graduated from Carnegie Mellon University in 2005 and has over 10 years experience in the proprietary trading and institutional markets space. He has extensive trading experience across asset classes and has specialized in trading in the US and Asia Pacific region. He has managed strategies ranging from low to high frequency and has extensive experience in statistical arbitrage, event driven trading, volatility trading, as well as arbitrage and market-making strategies. Venkatesh started off his career in the USA at the program trading/delta one proprietary trading desk at UBS. He later moved to the Asia-pac region where he worked at Merrill Lynch and in the proprietary trading space and has run derivative (including exotics) and delta one books covering the pan-Asia region.

Sankalp Upadhyay - Vice President, Quantitative Research & Trading

Sankalp Upadhyay is currently Vice President, Quantitative Research & Trading at AlphaGrep. He was earlier a Quantitative Analyst at Jump Trading in Chicago, where he was running high frequency strategies on US and European markets. Prior to joining Jump, Sankalp worked on quantitative trading strategies at Indea Capital Singapore and Deutsche Bank Mumbai. Sankalp has a MBA from IIM Ahmedabad and B.Tech in Computer Science & Engineering from IIT Kanpur.

Pascal van Alten - AlphaGrep HK

Pascal was with IMC for 4.5 years in Amsterdam and 1.5 years at IMC Asia where he was the Head of Japan Trading. Before moving to Asia he was the first trader at IMC on their fully automated option trading system. This system is now the global standard for trading options and used by all options market making teams at IMC. During this time, Pascal was responsible for two of the most widely traded products in Europe, Eurostoxx and DAX option trading. As part of desk rotations Pascal had exposure to other main equity index option markets at IMC as well: for example he joined their S&P desk for 1.5 months. Just prior to joining AlphaGrep HK, he was with PRM where he designed the in-house built options trading algorithms. His extensive experience building out desks allows him to deliver maximum profitability through task efficiency. Apart from his experience in Europe, he has over 4.5 years of experience trading in Asia. He credits his experience trading banks and insurers single stock options during the 2008 financial crisis as an invaluable lesson in how option prices work.

William Fargo - AlphaGrep HK

William began working as a futures trader on the highly successful Japanese futures trading desk at CMT as an intern in 2008. His career at CMT saw him working on a range of strategies ranging from voice execution to grey box options market making and futures momentum to full black box options trading. His track record of automating previously manual processes led to the continued success of the desks he worked on and led. The experience of trading a high frequency strategy manually gave William a strong understanding of how traders behave under different conditions and how prices are formed in the marketplace. This experience was crucial to the development of current black box strategies. At PRM he was responsible for opening the Hong Kong office and leading a team of 8. With exposure across a wide variety of assets classes(and ran proprietary HFT strategies in the US, Canada and Korea) He was one of the key drivers behind the success of CMT(and later PRM) in Japan.