May 2024 – Jul 2024 · 2 mos · Bengaluru, Karnataka, India · On-site

• Developed and implemented causal inference methodologies to address uplift attribution challenges on financial datasets within the Financial Institution wing of Fidelity Investments' AI Center of Excellence.
• Designed Market Mix Models (MMM) and causal A/B testing framework improving marketing ROI attribution accuracy by 12%.
• Enhanced MMM precision via Tweedie regression and temporal feature extraction (Prophet + TensorFlow),reducing MSE gap by 8%.
• Enhanced KPI attribution techniques to zero-inflated panel data using Tweedie regressor models, increasing the R² coefficient by 40%.

Jun 2023 – Dec 2023 · 6 mos · Mumbai, Maharashtra, India · Remote

• Developed mathematical models, alphas with a Sharpe Ratio greater than 1.5, evaluating during 2016-2021
• Using fundamental ratios, technical indicators, and price volume data, generated alphas with fitness >1.25.
• Designed alphas with a correlation of less than 0.7 for different financial securities in the US and the China markets.

May 2023 – Aug 2023 · 3 mos · Bengaluru, Karnataka, India · On-site

• Co-developed a Python-based predictive trading framework using multi-processing for data ingestion and InfluxDB for trade logging.
• Built ML models for trade signal generation using PCA on technical indicators and Monte Carlo simulations, achieving a 78% win rate.
• Implemented backtesting with distribution modeling for slippage, simulating real-world market conditions and reducing trading costs by 15%.
• Deployed the trading system on AWS, ensuring scalability and addressing challenges like drift with distributed computing (EC2, S3, Lambda).
• Helped quant traders develop a price action-based strategy using statistical arbitrage

Feb 2023 – May 2023 · 3 mos · Kharagpur, West Bengal, India · On-site

• Led Recruitment and formation of design and blog writing team, creating appealing and informative content.
• Efficiently streamlined the hiring process with structured tasks, forms, and questionnaires for potential candidates.
• Promoted awareness of malnutrition and food wastage through workshops and interviews, fostering participation.

May 2022 – Jul 2022 · 2 mos · Remote

• Produced six comprehensive articles consisting of approximately 12,000 words focusing on technical indicators.
• Implemented effective Search Engine Optimization(SEO) strategies to enhance discoverability of the articles.
• The implementation of the SEO techniques resulted in a 20% month-over-month increase in traffic to the website.

Jan 2022 – Jun 2023 · 1 yr 5 mos

• Instrumental in establishing the company from its inception.
• Developed data-driven solutions for clients, utilizing data mining techniques like Association Rule Mining.
• Identified frequently bought-together items through data analysis, enabling clients to optimize product offerings.
• Successfully pitched the business model to venture capital firms and customers to support the startup's growth.
• Played a role in pivoting the business to align with market demands and capitalize on emerging opportunities.

May 2021 – Jul 2021 · 2 mos · India

• Successfully established and skillfully managed a real-time simulated portfolio targeting BSE 500 listed companies.
• Achieved a finscore of 100% by out performing the market benchmark, with the best stock returning 13%.
• Leveraged data analysis and financial modeling techniques to identify high-potential investment opportunities.
• Competitive analysis in the Manufacturing and Technology sectors utilizing Porter's five forces and SWOT analysis.
• Portfolio Allocation to various companies based on modern portfolio theory achieved a Sharpe ratio of 1.6.