Sameer Dhavalikar

Sameer Dhavalikar is a Senior Quantitative Researcher at Belvedere Trading, LLC in Chicago, IL, where he leads research and development of systematic trading strategies using advanced statistical and machine learning techniques. In this capacity, he is responsible for building and optimizing models that drive trading decisions across the firm's portfolio, working at the intersection of technology and quantitative finance.

He primarily focuses on trading and research in financial derivatives and options markets, consistent with Belvedere Trading’s core business in equity, index, and ETF options market making. His expertise spans quantitative risk modeling, signal generation, and statistical arbitrage within these asset classes.

Prior to his current role, Sameer advanced from Quantitative Trader to Quantitative Researcher and then Senior Quantitative Researcher at Belvedere Trading, LLC, reflecting a consistent trajectory in quantitative research for derivatives trading. He holds a Bachelor’s Degree in Statistics and Machine Learning from Carnegie Mellon University, complemented by honors-level STEM program experience at Columbia University and Drew University, underpinning his specialization in data-driven investment research and financial engineering.