Abhimanyu Bandyopadhyay

Product Engineer

Gurugram, Haryana, India7 yrs 4 mos experience

Highly Stable

Key Highlights

Expert in quantitative research and risk modeling.
Proficient in machine learning and data analysis.
Experienced in developing predictive models and web applications.

Stackforce AI infers this person is a Finance and Tech professional with expertise in data analysis and quantitative research.

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Skills

Core Skills

Quantitative ResearchRisk ModelingData AnalysisMachine LearningNatural Language ProcessingProduct AnalysisQuality ControlMathematical Modeling

Other Skills

Binomial TreesBlack-ScholesC (Programming Language)Cascading Style Sheets (CSS)CreoDesign Failure Mode and Effect Analysis (DFMEA)Entity RecognitionExergy AnalysisFlaskGARCHHTMLInteger ProgrammingMATLABMicrosoft ExcelMicrosoft Power BI

Experience

Blackrock

2 roles

Quantitative Researcher

Jun 2024 – Present · 1 yr 9 mos · Gurugram, Haryana, India

Part of the Portfolio Risk Modelling team, developing models for return, risk, and volatility across Fixed Income, Derivatives, and Commodities. • Built and calibrated option volatility models for Fixed Income ETFs using volatility surfaces, cross-sectional regression, GARCH, and Neural Network models. • Applied option pricing frameworks including Black-Scholes and Binomial Trees; analyzed option volatility surface dynamics for risk assessment. • Researched US Treasury spread modelling enhancement, analyzing On-the-Run vs. Off-the-Run securities for both Bills and Government Bonds. • Automated documentation of complex legacy commodity futures models by integrating Roo Code plugins for technical specifications.

Integer ProgrammingPython (Programming Language)SQLMathematical ModelingQuantitative ResearchRisk Modeling

Quantitative Research Intern

Jan 2024 – Jun 2024 · 5 mos · Gurugram, Haryana, India

Pwc india

Data Analyst

May 2023 – Jul 2023 · 2 mos · Mumbai, Maharashtra, India · Hybrid

Working on Natural language processing project of preprocessing, cleaning, summarization and finally classification of unstructured customer complaints in the form of email threads, chats and call tickets raised. Build a predictive model to tag the complaints into problem type and problem categories automatically without humam intervention. Performance of sentiment analysis and Recognition of common reasons of classified problems like Product Return and Cancellation using Entity Recognition approach. Conversation Summarization models explored are Transformer models like BART, T5 and openAI text-davinci-003 model. Classification model explored are MultiLabel Logistic Regression, Decision Tree, Random Forest, XG boost.
Made an interactive webpage using Flask to process raw csv files uploaded by user to generate insights like Summarization, Classification, Generation of wordcloud, analysis of Customer return and cancellation key reasons, response team performance analysis

HTMLPython (Programming Language)FlaskCascading Style Sheets (CSS)Microsoft Power BIData Analysis+1

Indian statistical institute

Mtech in QROR

Aug 2022 – Jun 2024 · 1 yr 10 mos · Kolkata, West Bengal, India

Coursework:
Business analytics and ML
Advance multivariate analysis
Database Management System (dbms)
Operation Research & Game theory
Statistical measures & Design of Experiments
Database management system
Quality, Reliability, Quality Control
Industrial Engineering
ML, DL, NLP

Python (Programming Language)Integer ProgrammingSQLData AnalysisMachine Learning

Maruti suzuki india limited

2 roles

Deputy Manager

Apr 2022 – Jul 2022 · 3 mos

Assistant Manager

Jul 2018 – Apr 2022 · 3 yrs 9 mos

Acted as Product Analyst for powertrain fuel and emission systems, overseeing reliability, quality control, and risk assessment. • Applied statistical planning, evaluation and inference in product and vehicle level testing to predict product life and identify failure patterns. • Developed ML and NLP models to classify customer quality complaints, extract root causes, and generate actionable insights for product improvements. • Ledcross-functional projects across R&D, testing, and production teams, ensuring timely delivery of high-reliability systems aligned with regulatory standards.

Jadavpur university

Winter Intern

Dec 2017 – Feb 2018 · 2 mos · Kolkata, West Bengal, India

Work area: Mathematical modelling of a thermal power plant with matlab and exergy and energy analysis. Optimization of energy efficiency and exergy efficiency by optimization the parameters of the power plant (fuel constituent, air temperature etc)

Indian institute of technology, kanpur

Summer Fellow

Jun 2017 – Aug 2017 · 2 mos · Kanpur, Uttar Pradesh, India

Work area: Clean energy and exergy analysis of a thermal powerplant.
key topics; Gasification process. Mathematical modelling of the thermal powerplant, estimation and regulation of parameters of Gasification process for optimum efficiency.
Mathematical modelling for exergy analysis of powerplant.
software: matlab, simulink