Aug 2024 – Present · 1 yr 7 mos · Pune · On-site

• Equity Research Analyst | US Market | Quantitative Finance | AI/ML | Risk Management | Algo Trading
• As an Equity Research Analyst specializing in the US Nasdaq index, I bridge global macroeconomic trends, interest rate dynamics, and market data to deliver actionable investment insights. My work is grounded in data-driven strategies, combining traditional financial analysis with cutting-edge technologies in Python, AI/ML, and statistical modeling.
• 📊 I develop long-term and short-term investment strategies by leveraging mathematical and statistical models, backtested rigorously for performance and robustness. My forecasting toolkit includes ARIMA for stock price prediction and GARCH models to estimate volatility under varying market conditions.
• 🛡️ A strong advocate for risk management, I employ Value-at-Risk (VaR) models—including historical simulation, Monte Carlo, and Delta-Normal approaches—to quantify exposure. I also conduct stress testing and scenario analysis to ensure portfolio resilience under adverse market conditions.
• 📈 In derivatives research, I use Black-Scholes, binomial models, and assess option Greeks (Delta, Gamma, Theta, Vega, Rho) for precise pricing and risk sensitivity. I also work with interest rate models and interpolation techniques to price fixed-income instruments and manage duration risk.
• Technical Proficiencies:
• Programming: Python, R
• Quantitative Modeling: ARIMA, GARCH, Monte Carlo Simulations
• AI/ML: Supervised & Unsupervised Learning for Market Prediction
• Tools: Bloomberg, Excel , Jupyter, SQL
• Risk Models: VaR, Stress Testing, Backtesting
• Derivatives: Black-Scholes, Binomial Models, Options Greeks
• Fixed Income: Interest Rate Curve Interpolation, Duration, Convexity