Utkarsh Dubey — Product Engineer
As a Quantitative Researcher at a HFT Firm, I have been deploying High and Mid Frequency Execution for Trading in the Indian Markets. I also utilise my skills in Finance and Statistics to create predictive models for low latency strategies in Index Options market making. I have developed and implemented multiple algorithms that leverage derivative pricing techniques, deep learning and neural networks to optimize trading performance and risk management. I have completed my Graduation in Mechanical Engineering and Industrial Management from IIT (BHU), one of the most prestigious institutes in India. I also have a humongous amount of interests and small experience in Quantum Computing which I believe will help solving the curse of Optimisation in the World of Finance.
Stackforce AI infers this person is a Fintech expert specializing in quantitative research and algorithmic trading.
Location: Gurugram, Haryana, India
Experience: 3 yrs 10 mos
Skills
- Algorithmic Trading
- Quantitative Research
- High-frequency Trading
- Back End Development
- Statistical Analysis
- Risk Analysis
Career Highlights
- Expert in algorithmic trading and quantitative research.
- Developed predictive models using deep learning techniques.
- Experience in high-frequency trading and risk management.
Work Experience
Stealth Mode
Quantitative Researcher (9 mos)
OptimusPrime Securities and Research LLP
Quantitative Researcher (1 yr 4 mos)
Dolat Capital
Quantitative Research Analyst (1 yr 6 mos)
SCIENOVELX Education & Technology Solutions Pvt. Ltd.
Back End Developer (3 mos)
Indian Institute of Technology (Banaras Hindu University), Varanasi
Project Intern (0 mo)
Risks Analysis in Supply Chain Systems (2 mos)
Education
BTech + MTech at Indian Institute of Technology (Banaras Hindu University), Varanasi