Raghav Mittal

Consultant

Gurugram, Haryana, India8 yrs 1 mo experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in quantitative analysis and financial modeling.
Proven track record in generating trading Alphas.
Skilled in machine learning and software development.

Stackforce AI infers this person is a Fintech expert with strong quantitative analysis and machine learning skills.

Contact

Skills

Core Skills

Quantitative AnalysisFinancial ModelingQuantitative ResearchMachine LearningSoftware Development

Other Skills

Alpha GenerationAndroid DevelopmentAsset and Liability ManagementAutoCADCascading Style Sheets (CSS)Collaborative FilteringData MiningHTMLJavaJavaScriptMathematical ModelingMedium Frequency TradingModel DevelopmentProject ManagementPython

Experience

Mathisys

Quantitative Researcher

May 2020 – Present · 5 yrs 10 mos · Gurgaon, Haryana

Goldman sachs

Quantitative Analyst

Jun 2018 – May 2020 · 1 yr 11 mos · Bengaluru Area, India

I worked in Corporate Treasury Strats under Treasury Division. Developed/Improvised various models under Asset and Liability Management for Goldman Sachs’ Transaction Banking, Deposit Sweeps, Marcus OSA and RCD Businesses, Initial Margin Calculation for different exchanges across various trading desks, 2019 regulatory reporting to Central Banks for firm’s liquidity execution like RRP( Recovery and Resolution Planning ) and SWD(Solvent Wind Down). Enhanced models used for calculating funding requirement (spot and contingent) and charging for Secured/Unsecured Funding to different Securities Division Trading businesses.

Asset and Liability ManagementRegulatory ReportingModel DevelopmentQuantitative AnalysisFinancial Modeling

Trexquant investment lp

Global Alpha Researcher

Jan 2018 – Mar 2018 · 2 mos

Generating medium frequency trading Alphas by mathematically modelling financial research papers. I have designed some trophy winning alphas also

Medium Frequency TradingMathematical ModelingQuantitative Research

Prokure

Machine Learning and Software Developer

Mar 2017 – Jul 2017 · 4 mos · New Delhi Area, India

1. Designed personalised Product Recommendation System using Collaborative Filtering, combining results from Alternating Least Squares algorithm, Cosine and Euclidean distance methods
2. Implemented Product Ranking algorithm and Attribute Extraction in search queries using TF-IDF scheme
3. Website UI, backend developement and Android developement using ReactJS on seller platform

Machine LearningSoftware DevelopmentCollaborative FilteringTF-IDF