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Nipun Gupta, CFA

Associate Consultant

Delhi, India5 yrs 11 mos experience
Most Likely To Switch

Key Highlights

  • Expert in quantitative research and asset allocation.
  • Proficient in Python for financial modeling and risk assessment.
  • Strong background in developing trading systems and risk models.
Stackforce AI infers this person is a Quantitative Researcher in the Fintech industry with expertise in trading systems and risk assessment.

Contact

Skills

Core Skills

Model ValidationTrading Systems

Other Skills

C++Data AnalysisDatabase Management System (DBMS)JavaMachine LearningMonte Carlo SimulationPython (Programming Language)Risk Assessment

About

Nipun Gupta, CFA, is a Quantitative Researcher with the Retirement Solutions team within BlackRock’s Multi-Asset Strategies and Solutions. Retirement Solutions serves as the centre for Lifecycle investing, bringing together expertise in research, portfolio management, strategy, and technology. In this role, Nipun is responsible for driving Human Capital Research, Glidepath asset allocation, and managing investment models for LifePath. Nipun started his career in finance with Societe Generale in 2020 as a Software Engineer, working on global multi-asset trading platform and associated risk attributions. Most recently, he was involved with Rand Merchant Bank as a Quantitative Analyst, primarily associated with pricing and risk valuations of bespoke derivative instruments spanning various asset classes. Nipun earned his Bachelor of Technology (B. Tech) from Indian Institute of Technology, Delhi (IIT Delhi) in 2020.

Experience

Blackrock

Associate

May 2023Present · 2 yrs 10 mos · Gurugram, Haryana, India · On-site

Rand merchant bank

Quantitative Analyst

Jun 2022Feb 2023 · 8 mos · Mumbai Metropolitan Region

  • Involved in independent review of complex valuation models spanning various derivatives classes.
Model ValidationPython (Programming Language)Monte Carlo Simulation

Societe generale

Software Engineer

Aug 2020Jun 2022 · 1 yr 10 mos · Bengaluru

  • Developed risk model in python for Forex, Fixed Income, and Credit instruments under an audit recommendation by ECB
  • Developed microservices for SocGen’s primary cross-asset trading platform in .NET(C#)
  • Worked on complete trade lifecycle from booking to settlement for various instruments
  • Managed and worked on trading databases in SQL for different entities within the group
Trading SystemsRisk AssessmentDatabase Management System (DBMS)

The university of edinburgh

Summer Research Associate

May 2019Jul 2019 · 2 mos · Greater Edinburgh Area

  • Research in a nutshell:
  • 1) Performed pattern detection in complex biological datasets generated by RNA sequencing using PCA and t-SNE
  • 2) Developed a deep learning model for the classification of fluorescence microscopy cell nuclei images
  • 3) Implemented a pipeline for chromosome detection in fluorescent cell images using WND (Weighted Neighbour Distance)

Igbmc

Summer Research Student

Jun 2018Jul 2018 · 1 mo · Greater Strasbourg Metropolitan Area

  • Resolved the 3-D structure of RNA polymerase of Thermus thermophilus under paused state using cryo-Electron Microscopy. Optimized the freezing conditions of the cryo-EM grids and collected data on a 300 kV electron microscope.

Igem competition

Researcher

May 2017Nov 2017 · 6 mos · MIT, Boston

  • 1) Designed a novel square wave generating circuit, which is analogous to a square wave generator found in electrical circuits, by transforming the sinusoidally oscillating repressilator.
  • 2) Used near digital high cooperativity repressors with a time delay at each node, to tune the shape of the oscillations and make them square.
  • 3) Made the system noise free by removing deg tags on genes and titration sponges, and placing the reporter on a low copy backbone

Education

Indian Institute of Technology, Delhi

Bachelor of Technology

Jan 2016Jan 2020

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