Anmol Modi

Product Manager

Mumbai, Maharashtra, India6 yrs 9 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Dual degree from IIT Madras in Engineering and Operations Research.
Experience in both IT and financial sectors.
Currently a Portfolio Researcher at a leading hedge fund.

Stackforce AI infers this person is a Finance and Cybersecurity professional with strong quantitative analysis skills.

Contact

Skills

Core Skills

Quantitative Investment StrategiesFinancial ModelingProduct ManagementData Science

Other Skills

C++LeadershipMachine LearningMicrosoft ExcelMicrosoft OfficeProduct DevelopmentPublic SpeakingPythonRSQLTeamwork

About

I am Anmol, passionate about Finance. Skilled in Microsoft Excel, and programming languages - Python,R, Javascript. Successfully graduated with a Dual Degree (B.Tech + M.Tech.) focused in Electrical Engineering and Operations Research from IIT Madras. I have experience working in the information technology and financial industry. I have recently made a switch to Buy-Side and currently working as a Portfolio Researcher at Millennium Management, one of world’s biggest hedge funds.

Experience

Millennium

Portfolio Researcher

Oct 2022 – Present · 3 yrs 5 mos · Mumbai, Maharashtra, India

> Work on generation of investment research for European PMs by studying their factor exposures and attributing their risk and PnL to factor models
> Study factor moves on a daily basis and figure out micro and macro economic events responisble for these moves.
> Monitor metrics like volatility, reversion risk, contribution of factors to risk and alpha risk decomposition and talk with PMs in case of adverse changes in these metrics
> Analyzed Country, Sector and Industry Exposures of factors for different regional models based on Factor Loadings of the stocks
> Created a Backtesting framework for factor models and created L/S portfolios for computing various perfromance metrics like Annualised Return, Volatility, Sharpe Ratio, Drawdowns and Information Coefficient in both Total and Alpha Space to see how factor tails are performing

Financial ModelingQuantitative Investment StrategiesMicrosoft ExcelPythonR

Jpmorgan chase & co.

Financial Research Analyst

Oct 2021 – Oct 2022 · 1 yr · Mumbai, Maharashtra, India

Quant and Derivatives Strategies, Global Research Center
> Responsible for developing quantitative factor based models and delivering trading strategies to buy-side clients
> Contributed to the development of Python based Backtesting Framework for testing Quant Strategies by comparing Long Short portfolios against historical returns
> Worked on creating Smart Activity Monitor (SAM), a tool using Macroeconomic Indicators to predict the state of US Economy including Recession Fears across Financial, Consumer and Industrial sectors
> Created a Quantitative Screen comprising of Statistical Metrics for 50 Factors using Python and SQL
> Formulated an automated process to gather and deliver FX, Commodities and Dividend Forecasts for Australian Stocks

Financial ModelingQuantitative Investment StrategiesPythonSQL

Visa

2 roles

Analyst

Jul 2019 – Oct 2021 · 2 yrs 3 mos · Bengaluru, Karnataka, India

Responsible for product management and development of Python based Cybersecurity tool - Penetration Testing Tool, assisting Cybersecurity Red Team analysts in protecting VISA applications from hacker attacks and data breaches
Managing VISA Secure Vulnerability Scoring (VSVS), a product predicting the severity of vulnerabilities via CVSS-based scores and currently used by security analysts all across VISA
Contributed to VISA Commons Security (VCS) Library to create a uniform logging mechanism for applications across VISA
Worked on API automation of Shiftleft Portal, aiming to detect hacking opportunities as early as possible
Awarded 2nd Prize among 30 teams at ‘Capture the Flag’ hacking competition organized across VISA Bangalore

PythonProduct Management

Intern

May 2018 – Jul 2018 · 2 mos · Bengaluru Area, India

Received Pre-Placement Offer for contribution to VISA Open-Source Vulnerability Management (VOVM)
Developed the end-to-end security tool to analyse applications and identify open source vulnerabilities and threats
Integrated the tool with applications across VISA to help prevent massive breaches of highly sensitive data
Got an opportunity to attend the VISA Intern Summit at San Francisco and interact with VISA corporate leaders

Wipro limited

Data Science Intern

May 2017 – Jul 2017 · 2 mos · Bengaluru Area, India

Worked on Network Analytics Solution (NAS)- a high-end R&D venture of Wipro
Built a Machine Learning Model with 92.85% accuracy to predict the video quality on a wireless 4G/LTE network
Developed the classification model by running algorithms on dataset containing 33 KPIs (features)
Designed an Analytics Engine to monitor the network and initiate corrective action for improving user experience

Schneider electric

Supply Chain Optimization

May 2016 – Jun 2016 · 1 mo · Chennai Area, India

Reduced the changeover time of the Pad Printing Process by 53% by implementing supply chain optimization methods
Increased the overall production rate of MCBs at the plant by 6+% from 6000 to 6450 MCBs per hour for an assembly line

Machine LearningRData Science