Jul 2022 – Feb 2025 · 2 yrs 7 mos · Mumbai, Maharashtra, India · Hybrid

• Worked as a Quant Researcher focusing on alpha discovery and strategy development for a market-neutral India-focused book. My responsibilities spanned the full lifecycle of quantitative strategies — from ideation and data sourcing to backtesting, deployment, and performance monitoring.
• Contributed significantly to live P&L through development and ownership of short-term momentum, mean-reversion, and fundamental strategies
• Led alpha research and enhanced the backtesting framework while building automation tools for faster strategy testing and monitoring
• Designed custom risk management techniques to improve portfolio stability across multiple market regimes

Jun 2021 – Aug 2021 · 2 mos · Remote

• Mentored by Akshat Sinha & Amol Navandar
• Worked under the guidance of two portfolio managers on the design, development, and backtesting of cross-asset quantitative strategies, primarily focused on FX and Rates.
• Key Contributions:
• Built a dashboard monitor using Dash and Plotly to visualize cheap/expensive opportunities across local rates markets in Asia, LatAm, EMEA & G10
• Developed a Fractal Trading Model to identify trend reversals in FX crosses using the Fractal Market Hypothesis
• Created mean-reverting models for local and cross-market rate spreads and flies, with automated trade generation
• Designed a Short-Term Equilibrium Exchange Rate (STEER) model using 5 macroeconomic factors across 841 FX pairs
• Built a 3-stage Markov Regime Switching model to analyze fair value of rate spreads under different market regimes
• Developed mean-reverting FX basket strategies using dimensionality reduction and performance optimization
• Engineered a generic backtesting toolkit with a structured SQLite database to support multi-strategy analysis

Jul 2020 – Aug 2020 · 1 mo

• 1) Fixing bugs, and Adding features to the platform (Easyship app) using the following technologies:
• Server-based Node.js development
• Front-end React development
• 2) Hooked the Sailing Schedule Timeliness analysis into the Easyship app using python framework and PostgreSQL DB.

May 2020 – Jun 2020 · 1 mo

• During my tenure as a data analyst at freighwalla, I worked on the following projects:
• 1) Sailing Schedule Timeliness:
• Enhanced the search data to include the performance of carriers based on heuristics and Machine Learning models so that clients can make a smarter booking choice.
• Identified anomalous behaviour with the system data using statistical modelling.
• 2) Personalized Search Results: Developed a scoring system based on statistical analysis to provide the customers with customized search results.
• 3) Customer Retention Prediction: Won best hackathon idea for building a time-series model to get a forecast of client's booking habits (example: number of bookings, average freight rate, and favourite commodity).

Jun 2019 – May 2020 · 11 mos

• Contributed to designing the Proposal of the Club which leads to the resurrection of the long dead club. Interviewed 10+ People for recruitment in the team as secretaries.
• Launched a 9-Day Summer Design Workshop and lectured the attendees about various tools and techniques in Photoshop

May 2018 – Apr 2019 · 11 mos · Kanpur

• Designed posters, speaker cards, event flyers and brochures for various events organized by E-Cell, IITK.
• Volunteered for leading Design in Social Entrepreneurs & Enterprise's event Care for Air (for Air Pollution) held in IIT Kanpur. Designed Posters, Speaker Cards and Mailer. (Dec 2018 - Jan 2019)