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Pav Sethi has a diverse and extensive work experience in the finance industry. Pav started their career at Morgan Stanley in 1999, where they worked as an Equity Derivatives Trader until 2002. Following this, they joined JD Capital Management as a Volatility Portfolio Manager from 2002 to 2004. Pav then moved to Citadel Investment Group, where they served as the Managing Director and Global Head of Volatility Trading and Arbitrage from 2004 to 2008. In 2009, Pav became the Chief Investment Officer at Gladius Capital Management LP. Currently, they are a Fellow at the Aspen Institute Finance Leaders Fellowship, a position they have held since 2017.

Pav Sethi attended Cornell University from 1991 to 1994, but the degree and field of study are not specified. Additionally, from 1998 to 1999, Pav Sethi pursued a degree in Mathematics at the University of Chicago.