Ashray Gupta

Product Engineer

Singapore, Singapore6 yrs 4 mos experience

Key Highlights

Expert in quantitative research and strategy design.
Strong background in equity derivatives and risk management.
Proficient in machine learning and statistical modeling.

Stackforce AI infers this person is a Quantitative Researcher with expertise in Fintech and risk management.

Contact

ashraygupta1@gmail.com +919999911666 LinkedIn

Skills

Core Skills

Equity DerivativesRisk ManagementMachine LearningData Analysis

Other Skills

Attributed EquityBlack-ScholesC++Capital OptimizationConvolutional Neural NetworksCopula CorrelationsDeep LearningEquity CorrelationFutures and Options (F&O)High-Frequency TradingMarket Data StructuringMarket MicrostructurePythonRisk Weighted AssetSentiment Classification

About

I am an IIT Delhi graduate currently working at Quantbox as a Quant Researcher. Primarily working on high frequency models and end to end strategy design, implementation and execution. Previously, I've worked at Tower Research Capital as a Quant for 3 years and at Goldman Sachs as a Strategist in Equity Derivatives Structured Products for 2 years. I possess a keen interest in Mathematics, Finance and Technology. Enthusiastic about new developments in the financial industry.

Experience

Quantbox research

Quantitative Researcher

Dec 2024 – Present · 1 yr 3 mos

Tower research capital

Quantitative Researcher

Jun 2021 – May 2024 · 2 yrs 11 mos · Singapore

NSE Index options and single stock options

Goldman sachs

2 roles

Quant Strategist, Equity Derivatives

Jun 2019 – May 2021 · 1 yr 11 mos

Market Data Structuring for Equity Correlations (Eq-Credit, Eq-Rate, Eq-Eq) which forms the quoting and risk backbone
Experience in Black-Scholes, Local Vol(term structures), Copula Correlations in term and instantaneous quoting styles
In-depth understanding of Equity Correlation products, Corr01 Risk, pricing engines and computation graphs
Working closely with multiple global teams to build a powerful firm-wide quoting and risk tool

Summer Analyst

May 2018 – Jul 2018 · 2 mos · Bengaluru, India

Equity Derivatives Attributed Equity Optimization
Calculated and optimised Attributed Equity(AE), a close indicator of capital, to increase the cost efficiency of the desk.
Calculated Leverage Exposure, Standardized and Advanced Risky Weighted Asset(RWA) components at trade-level
Built a bottom-up approach to calculate AE at a trade level granularity in collaboration with 4 teams worldwide
Reduced capital consumption by identifying and further dissolving and unwinding trades having high Attributed Equity

Nanyang technological university

Summer Research Intern

May 2017 – Aug 2017 · 3 mos · Singapore

Sarcasm Detection and Classification using Deep Learning techniques (Convolutional Neural Networks).
Worked on generating embeddings (word, document, etc.), Topical Word Embeddings(TWEs) for users and topics.
Worked on running the Neural Sentiment Classification(NSC) Model on a large dataset with user and topic attentions.
Literature Review on Part of Speech(POS) Tagging involving 25+ papers.