Looking for a job

Ashita Anil

@ashitaanil

Message

FX and EM rates trader at Morgan Stanley, pricing swaps and building trade ideas for Asia’s emerging markets.

India

Message

At Morgan Stanley, I work in FX and EM rates trading for Asia’s emerging markets, pricing NDF currencies and swaps while monitoring portfolio risk. I also develop trade ideas with research and prepare daily technical-level reports for the desk.

During my Morgan Stanley Sales & Trading internship, I back-tested AUD cross-currency swap strategies, achieving a 1.39 Sharpe ratio and 33% annual returns. I also automated Bloomberg volatility dashboards covering 17 countries.

At Trade Vectors, I implemented algorithms to forecast buy and sell prices for Indian fixed-income markets. My IIT Madras research included image-based distance estimation and COMSOL simulations of flow batteries, which reduced pressure drop by 26% and shunt currents by 31%.

Experience

Work history, roles, and key accomplishments

Current

Senior Trading Associate

Current

Morgan Stanley

Jul 2024 - Present (2 years 4 months)

Trading and pricing with speciality in NDF currencies, FX Swaps, Interest Rate Swaps, Cross Currency Swaps, and TRS. Managed PnL, risk, and market making, and trained junior analysts.

FX Trading NDF Interest Rate Swaps (IRS)Cross Currency Swaps Total Return Swaps PN&L Management Risk Management VARs Market Making Bloomberg Macroeconomic Analysis

Sales & Trading Intern

Morgan Stanley

May 2023 - Aug 2023 (3 months)

Built forecast models and implemented backtesting strategies on Bloomberg for FXEM markets. Automated live volatility dashboards for 17 countries.

Time Series Analysis Backtesting Bloomberg Volatility Dashboards Trading strategies AUD XCCY Sharpe Ratio

Quant Analyst

Trade Vectors

May 2022 - Jul 2022 (2 months)

Developed recommendation systems and time series analysis algorithms for Indian fixed income markets. Improved documentation and file storage, reducing file access time by 25%.

Quantitative Research Algorithmic Trading Time Series Analysis Recommendation Systems Python Data Analysis

Education

Degrees, certifications, and relevant coursework

Indian Institute of Technology, Madras

B.Tech, Electrical Engineering

Grade: 8.62

Activities and societies: Secured the Department All Rounder Award – Gold medal – Motorola Prize from IIT Madras at convocation (2024); Young Research Fellow IIT Madras - Among Top 30 candidates from IITM for guided research excellence (2022); KVPY Fellow by IISc, Bangalore; Andy Grove Scholarship by IntelPortland US.

B.Tech in Electrical Engineering from Indian Institute of Technology, Madras, with a CGPA of 8.62.