Aman Sethi

Co-Founder / Fund Manager at Kalanos Capital Pte. Ltd.
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Contact Information
us****@****om
(386) 825-5501
Location
SG
Languages
  • English Native or bilingual proficiency
  • Hindi Professional working proficiency

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Bio

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Experience

    • Singapore
    • Financial Services
    • 1 - 100 Employee
    • Co-Founder / Fund Manager
      • Jun 2021 - Present

      As a Co-Founder and Fund Manager of an Singapore RFMC Fund Management Company, I have had great exposure to areas I had little idea existed. Of course The trading and investment strategy that we codified in Python and run in a systematic manner is the core offering of the Fund, I have also had a variety of exposures. From liaising with regulatory agencies, to risk management, automated error checking and alerting to investor reporting and accounting, I have had to pitch in all of those areas and countless other miscellaneous tasks. More than anything this has given me a breath of experience that is hard to come by in a normal well defined role.

    • Financial Analysis Associate
      • Jun 2018 - May 2021

      • Analysis, modelling and trading of Futures and FX price arbitrage strategies utilizing instruments such as Commodity price futures, FX NDF’s and FX Deliverable forwards. • Construction and maintenance of systematic and rigorous risk management framework for funds SFX portfolio and modelling of liquidity and risk limits for SFX portfolio of fund. The SFX portfolio us consists of > 70% of the trading volume of the fund. • Developed the futures infrastructure for fund including delivery cycles and utilized said infrastructure to trade commodity price arbitrage strategy across multiple jurisdictions including Forex hedges • Construction of FX database and automated data entry systems to monitor Forex positions and expected margin calls. This serves as a single datastore for multiple counterparties/currencies allowing holistic analysis of SFX portfolio. • Construction of FX monitoring system to observe and highlight specific opportunities for a Forex strategy in OTC Forex instruments the firm has access to. • Checking and monitoring of external margin and creating system to check margin calls against reasonable expectations due to market movements. • Analysis and modelling of trade hypothesis and validity of strategies. • Involved in streamlining and expansion of Forex infrastructure and ability to trade forex in expanded jurisdictions. • Automation and streamlining of process and reporting of disparate aspects of the fund’s operations.

    • Singapore
    • Wholesale Import and Export
    • 1 - 100 Employee
    • Intern
      • May 2016 - Jul 2016

      • Performed analysis of SGX Iron Ore (TSI 58 and 62), Newcastle API4 Coal Futures Swap prices to highlight price behaviour • Developed models to connect paper market prices to shipping of ores from major suppliers • Collated multiple sources to create single database to monitor past shipping at major Australian ore export ports • Automated model to convert TSI index prices into indicative deal prices • Performed analysis of SGX Iron Ore (TSI 58 and 62), Newcastle API4 Coal Futures Swap prices to highlight price behaviour • Developed models to connect paper market prices to shipping of ores from major suppliers • Collated multiple sources to create single database to monitor past shipping at major Australian ore export ports • Automated model to convert TSI index prices into indicative deal prices

    • Non-profit Organizations
    • 1 - 100 Employee
    • Intern
      • May 2015 - Jul 2015

      Intern May 2015 - July 2015 • Collated and Cleansed data for Palm oil models utilised to forecast supply and demand in market • Analysed LME metals such as Copper, Aluminium and Iron to test prevalent price behaviour hypothesis in a systematic manner on a historical basis. • Conducted research on bio – fuel and palm oil market to verify and tweak assumptions used in Palm oil models. • Undertook systematic research on the Dairy and Islamic Banking industry in the region to provide background for firm to evaluate their potential. • Automated financial models used to price Interest Rate Swaps, Credit Default Swaps and rates on Ship financing.

    • Intern
      • Dec 2013 - Jan 2014

      • Led development of a framework of a user – interface allowing clients to observe critical wealth data at a glance. • Led development of a framework of a user – interface allowing clients to observe critical wealth data at a glance.

Education

  • Singapore Management University
    Bachelor of Science (B.Sc.), Economics
    2013 - 2017
  • Woodstock School
    High School Diploma, High School/Secondary Diplomas and Certificates
    2007 - 2011

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