Oct 2016 – Present · 9 yrs 5 mos · Mumbai Area, India

Jul 2014 – Sep 2016 · 2 yrs 2 mos · Greater New York City Area

• Worked with in global quantitative strategy team, performing rigorous specialized research on Global equities and macroeconomics. Published in depth end to end research on more than a dozen topics relevant to global financial markets. Topics include Big Data in investment management, Detecting Accounting Irregularities, Strategy crowding, Stock Buybacks, factor swings and concentration risks, market breadth and event-driven strategies based on earnings, financials, corporate structure, executive changes, and shareholder activism, tactical portfolio.
• I was also responsible for implementing bespoke quantitative strategies portfolio construction techniques for some of the World’s largest asset managers and funds.
• Applied numerous statistical tools and nonlinear machine learning techniques such as support vector machine (SVM), adaptive boost, random forest, classification and regression trees (CART). Including most linear methods such as penalized regressions (lasso, ridge), binomial/logit models and principal component analysis (PCA). This require understanding of asset pricing, valuation, econometrics and time series forecasting techniques and statistical programming language such as R, Eviews, Python and SQL databases.

Nov 2011 – Jun 2014 · 2 yrs 7 mos · Mumbai Area, India

• As a specialist quant performed innovative and rigorous quantitative research on systematic stock-selection strategies, portfolio construction routines and risk management tools and created a number of unique signals that drives the markets. Advised institutional clients on stock selection strategies, factor attribution and optimization tools for risk mitigation. Performed extensive research and implemented customized portfolio strategies for some of the World’s largest asset managers and hedge funds.

May 2010 – Nov 2011 · 1 yr 6 mos · Mumbai Area, India

• Performed extensive research and created dark pool safeguarding algorithms such as Anti-gaming, Alpha scoring for Asia-pacific crossing, smart order routing network. Did execution performance analytics and transaction cost analytics for some of the largest Asset Managers and Fund houses in Asia-pacific region by querying complex hierarchical and relational Oracle and Sybase trading databases.

Jun 2008 – May 2010 · 1 yr 11 mos

• Responsible for end-to end arbitrage strategy idea generation, database handling, algorithm building and deployment on a low latency fully automated trading system using SQL database and .Net platform. Researched, developed and deployed in market various arbitrage strategies to trade in cash-future, option arbitrage and Index basket trading.

Jul 2007 – May 2008 · 10 mos

• As a financial research analyst, provided timely update on the earnings release and forecast on future outlook of the companies and their credit spreads. Extensively worked as a corporate spin-off research specialist and provided comprehensive analysis on spin-off related corporate events.

Sep 2006 – Jul 2007 · 10 mos