Bharat Ram Kherwa

Co-Founder

Gurgaon, Haryana, India16 yrs 3 mos experience

Highly Stable

Key Highlights

Expert in quantitative trading and alpha research.
Strong background in data science and machine learning.
Proven track record in risk management and portfolio optimization.

Stackforce AI infers this person is a Fintech expert specializing in quantitative finance and data science.

Contact

Skills

Core Skills

Quantitative FinanceRisk ManagementData ScienceTelecom AnalyticsQuantitative ResearchAlgorithmic TradingSoftware DevelopmentStatistical ModelingEconometricsTrading Strategy

Other Skills

ARIMA ModelingAlpha ResearchDerivative PricingLaTeXMachine LearningMean Reversion StrategyModel ValidationOption Pricing TheoryOptionsPortfolio OptimizationProgramming in C++Quantitative Risk ManagementQuantitative Risk ModelingQuantitative TradingStatistical Arbitrage

About

Experienced Quant Trader, Data Science and Machine Learning Researcher.

Experience

Kivi capital

Portfolio Manager

May 2025 – Present · 10 mos · Gurugram, Haryana, India · On-site

Quantitative Trading and Alpha Research.

Quantitative TradingAlpha ResearchQuantitative FinanceRisk Management

26milescapital

2 roles

Co-Founder

Promoted

Jun 2020 – Present · 5 yrs 9 mos · Gurugram, Haryana, India · On-site

Cofounder

Head of Quantitative Research

Jun 2020 – Apr 2024 · 3 yrs 10 mos · Gurugram, Haryana, India · On-site

Think quant solutions

Data Scientist

Sep 2018 – May 2020 · 1 yr 8 mos · Gurgaon, India

Data Science research into Quantitative Equity Trading and FantasySports.

Data ScienceMachine LearningQuantitative Finance

Blackrock

Quantitative Researcher

Mar 2015 – Apr 2018 · 3 yrs 1 mo · Gurgaon

Data Science and Machine Learning to discover alpha in Global Equities Investment and Trading.

Data ScienceMachine LearningQuantitative Finance

Testbook.com

Advisor: Data Science and Machine Learning

Apr 2014 – Present · 11 yrs 11 mos

Mobileum

Lead Data Scientist

Apr 2014 – Mar 2015 · 11 mos · Gurgaon

Data Science and Machine Learning on Telecom Big Data.

Data ScienceMachine LearningTelecom Analytics

Nomura

Quantitative Associate

Jan 2012 – Mar 2014 · 2 yrs 2 mos · Mumbai Area, India

Quant: Model Validation, Derivative Pricing, Quantitative Risk Modeling.

Model ValidationDerivative PricingQuantitative Risk ModelingQuantitative FinanceRisk Management

Signal technology, llc

Algorithmic Trading Intern

Aug 2011 – Oct 2011 · 2 mos · New York

Developed applications and tools for efficient execution of algorithmic trading.
Developed Trading Strategies using statistical methods.

Algorithmic TradingStatistical MethodsQuantitative Finance

Columbia university (supervisor: prof attilio meucci)

Intern: Quantitative Research

Jul 2011 – Apr 2012 · 9 mos · New York

--Research on development of a risk management and portfolio optimization platform to hedge and project the P&L of a portfolio of vanilla options (Stocks: JPM, MSFT, WMT, PFE, XOM, KFT) close to expiry by extracting risk drivers (market, sector spreads, overall implied volatility, stock volatility spreads, overall convexity, convexity spreads) and building flexible factor models.

Risk ManagementPortfolio OptimizationQuantitative Research

Columbia univeristy

Teaching Assistant: Programming in C++

Jun 2011 – Jun 2011 · 0 mo · New York

Help students debug their codes, help them think efficiently about design of problems.

Programming in C++Software Development

Columbia university

2 roles

Academic Project: Time Series Analysis: Forecasting US real GDP

Apr 2011 – Apr 2011 · 0 mo · New York

Forecasted U.S. GDP for all four quarters of 2011,fitting ARIMA models to past quarterly US GDP observations,
Constructed confidence intervals, predicted the probability of double dip recession in 2011. A forecast of 1.79%
annual increase in real GDP from 2010 Q4.

Time Series AnalysisARIMA ModelingStatistical ModelingEconometrics

Project : Statistical Arbitrage

Dec 2010 – Dec 2010 · 0 mo

Developing Trading Strategy to achieve a good Sharpe, taking transaction costs into account. Worked on last 10 years data of four Markets (Stock, Bond, Energy, Metal) to develop the model, developed mean reversion strategy too.

Statistical ArbitrageMean Reversion StrategyQuantitative FinanceTrading Strategy