Tamaghna Roy
Portfolio Manager at Brevan Howard
Hong Kong, China
Summary
👤
Senior🎓
Top SchoolTamaghna Roy is a portfolio manager and macro trader based in Hong Kong with 10 years of experience applying both discretionary and systematic approaches to interest rates, FX and equity index markets. He blends a strong investment-banking and quantitative analytics background with hands-on development of machine learning and big-data trading models, coding primarily in Python and C#. At Brevan Howard and RV Capital he has managed macro portfolios and hunted relative-value opportunities across rates and volatility, while earlier roles at Merrill Lynch and Deutsche Bank sharpened his econometric and IR strategy expertise. Trained as an engineer (B.Tech/M.Tech from IIT Kharagpur), he brings a rare cross-disciplinary perspective—translating rigorous scientific thinking into robust trading systems and signal generation.
10 years of coding experience
11 years of employment as a software developer
higher Secondary Education science, higher Secondary Education science at Gyan Bharti Public School, Saket, New delhiFIITJEEB.Tech & M.Tech Biotechnology, B.Tech & M.Tech Biotechnology at Indian Institute of Technology, Kharagpur
Github Skills (8)
jupyterlab5
jupyter-notebook4
desktop-application3
jupyter3
jupyterlab-extension3
desktop2
notebook2
electron1
Programming languages (1)
Github contributions (5)
tamaghnaroy/RandomCorrMat
Nov 2017 - Jul 2021
Contributions:13 commits, 11 pushes, 2 branches in 3 years 7 months
tamaghnaroy/PyhtonForIndianStockMarkets
Oct 2017 - Oct 2018
Contributions:21 pushes, 1 branch in 1 year
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