Oct 2024 – Dec 2024 · 2 mos · Malvern, Pennsylvania, United States · On-site

• Investment Management FinTech Strategies
• Worked on building trading strategies for FTSE index rebalances.
• Forecasted 30-day returns and created confidence scores for index additions and deletions using benchmark intensity indicator.

Aug 2024 – Sep 2024 · 1 mo · Berkeley, California, United States · Remote

• Designed a dynamic smart beta portfolio strategy by forecasting business cycle phases using macroeconomic indicators such as US Treasury yields, LEI, and jobless claims.
• Adjusted factor weights dynamically based on Sharpe ratios of factor portfolios, significantly outperforming an equally weighted benchmark.

Dec 2023 – Feb 2024 · 2 mos

• Custom Baskets and QSAR ( Quant Signal Alpha Research):
• As a key member of the Custom Baskets team in the equities division, we managed the entire pipeline for clients creating and managing their portfolios on our Marquee platform. This included everything from rebalancing and handling corporate actions like dividends and mergers to real-time performance publishing (backtest, backcast) EOD levels and real-time prices on these portfolios. We ensured seamless integration with external sources such as Bloomberg and Reuters, working closely with structurers and traders to develop theme-based portfolios or client-specific strategies.
• Additionally, I contributed to the QSAR team, responsible for acquiring diverse data from external vendors such as FactSet and IBES, which served as signals for alpha research. We utilized risk model data from Axioma and Barra to deliver comprehensive risk and return attribution, leveraging factor analysis to drive informed decisions and create long-short portfolios for hedging specific factors of risk.

Jun 2021 – Dec 2023 · 2 yrs 6 mos

May 2020 – Jun 2020 · 1 mo · Bangalore Urban, Karnataka, India

• Executed a systematic equal-weighted rebalance strategy on clients' portfolios in Python, successfully backtesting over 5 years, enabling faster calculations and increased user flexibility.
• Reconciled performance across two distinct implementations of strategy for risk management.

Jun 2019 – Jul 2020 · 1 yr 1 mo

• Coordinated outreach efforts to invite esteemed companies to participate in internship and placement processes for students at IIT Guwahati, ensuring diverse opportunities for professional growth.
• Orchestrated a comprehensive 10-day placement process, catering to the needs of over 1000 students, facilitating their transition into promising career paths.

Jun 2017 – May 2021 · 3 yrs 11 mos

• Facilitated communication between classmates and faculty as a dedicated class representative
• Arranged informative sessions featuring senior students to guide peers in preparing for placements, optimizing their LinkedIn profiles, and enhancing academic performance
• Organized both freshmen orientation events and farewell gatherings, cultivating a sense of belonging and unity within the class

Oct 2018 – May 2019 · 7 mos

Feb 2018 – Feb 2019 · 1 yr