Hitesh Kumar — AI Researcher
Quantitative Researcher with ~2 years of experience building market-neutral, statistical arbitrage strategies at Graviton Research Capital. MS in Quantitative and Computational Finance candidate at Georgia Tech. Experienced in systematic trading, alpha signal development, and ML-driven modeling, with a focus on execution-aware strategy design and robust risk handling. Passionate about HFT, ML + Finance, and real-world alpha research. Actively seeking internship opportunities in: • Quant Research & Systematic Trading • HFT Strategy Development • ML/AI Applications in Finance Technical Skills: Python, C++, NumPy, pandas, PyTorch, scikit-learn, SQL Statistical modeling, time series analysis, alpha factor research Strategy backtesting, portfolio optimization, execution modeling Machine learning, metaheuristics, and microstructure-aware design
Stackforce AI infers this person is a Fintech Quantitative Researcher with a focus on high-frequency trading and machine learning applications.
Location: Mumbai, Maharashtra, India
Experience: 3 yrs 11 mos
Skills
- Quantitative Finance
- High-frequency Trading
Career Highlights
- Developed market-neutral strategies at Graviton Research Capital.
- Experienced in high-frequency trading and quantitative research.
- Pursuing advanced studies in Quantitative and Computational Finance.
Work Experience
Graviton Research Capital LLP
Quantitative Researcher (2 yrs 1 mo)
Quantitative Research Intern (2 mos)
Thoughtworks
Student Intern (3 mos)
Cyble
Research Intern (0 mo)
National Blockchain Project, IIT Kanpur
Research And Development Intern (1 mo)
Mood Indigo IIT Bombay
Marketing Coordinator (1 yr)
Techfest, IIT Bombay
Marketing Organiser (1 yr 10 mos)
Education
Master's degree at Georgia Tech Scheller College of Business
Bachelor of Technology - BTech at Indian Institute of Technology, Bombay
Master's degree at Georgia Tech Scheller College of Business