Vishesh V.

Associate Consultant

Kota, Rajasthan, India1 yr 10 mos experience

Most Likely To Switch

Key Highlights

Contributed over 1,300 alpha signals globally.
Achieved 21% CAGR for NSE 500 strategy.
Ranked Top 30 globally as a Quant Research Consultant.

Stackforce AI infers this person is a Fintech Quantitative Researcher with strong analytical and coding skills.

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Skills

Core Skills

Quantitative ResearchPortfolio Management

Other Skills

BacktestingC (Programming Language)Cascading Style Sheets (CSS)Data AnalysisData PipelinesEconometric ModellingExpress.jsFactor-based StrategiesFinancial AnalysisFundamental SignalsHTMLHigh-Frequency ModellingJavaScriptMATLABMachine Learning

About

I’m an undergraduate at IIT Kanpur with a strong interest in finance, analytics and portfolio research. My work focuses on building systematic tools and strategies that help make investment decisions more data-driven and robust. I’ve worked on projects spanning backtesting platforms, risk modelling, and portfolio optimization. From building Django-based frameworks that cut research cycles by 5× to designing multi-factor models that improved portfolio performance under real-world cost and slippage constraints. In professional roles, I’ve contributed over 1,300 alpha signals as a Quant Research Consultant at WorldQuant Brain (ranked Top 30 globally, Grandmaster) and designed factor strategies during internships at BeyondIRR and Q-DITS, where I worked on portfolio construction, scenario analysis and high-frequency modelling. I enjoy combining research, coding and finance to solve complex problems. Always open to connecting with people in finance, data and research who share a curiosity for systematic approaches to markets.

Experience

Beyondirr

Quantitative Research Intern

May 2025 – Jul 2025 · 2 mos · Mumbai, Maharashtra, India · On-site

Designed factor-based strategies using alternative data and technical/fundamental signals.
Validated strategies with rolling window backtests and scenario analysis.
Engineered multi-factor risk models to isolate alpha from systematic exposures.
Constructed optimized portfolios under risk constraints, achieving 21% CAGR for NSE 500 strategy (2006–2025)

Factor-based StrategiesBacktestingScenario AnalysisRisk ModellingQuantitative ResearchPortfolio Management

Q-dits

Quantitative Development Intern

Jan 2025 – Apr 2025 · 3 mos · Remote

Developed hybrid strategies combining technical and fundamental signals.
Built high-frequency models on 5-minute intervals to capture market inefficiencies.
Conducted out-of-sample and walk-forward testing to ensure model robustness.
Applied econometric modelling to optimize risk-adjusted returns (+9.2%)

High-Frequency ModellingEconometric ModellingTechnical SignalsFundamental SignalsQuantitative Research

Worldquant

Research Consultant

Jun 2024 – Present · 1 yr 9 mos

Contributed 1,300+ alpha signals across global markets, consistently outperforming benchmarks.
Built optimized long-short portfolio models and multi-factor strategies.
Applied machine learning and data pipelines for signal discovery and validation.
Achieved Top 30 global consultant rank (Grandmaster) in WorldQuant Brain, Q4 2024.

Quantitative ResearchMachine LearningData PipelinesPortfolio Management