Sujay Prasad Srivastava

Director of Engineering

New York, New York, United States20 yrs experience

Most Likely To SwitchHighly Stable

Key Highlights

Director of Research at Trexquant Investment LP.
Expertise in quantitative analysis and risk management.
Developed innovative financial models in emerging markets.

Stackforce AI infers this person is a Fintech expert with strong quantitative analysis and risk management skills.

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Skills

Core Skills

Risk AnalysisQuantitative AnalysisSovereign Debt ManagementFinancial Analysis

Other Skills

AlgorithmsCC++CDS spreadsCredit Allocation ModelMatlabMicrosoft OfficeMonte Carlo SimulationPerlProgrammingSQLSovereign Ratings modelSovereign Sustainability modelTradingUnix Shell Scripting

Experience

Trexquant investment lp

Director of Research

Jan 2016 – Present · 10 yrs 2 mos

Trexquant (statistical arbitrage equity fund)

Trading Strategist

Jan 2013 – Present · 13 yrs 2 mos

Blackrock, risk and quantitative analysis (fixed income)

Summer Intern

Jun 2012 – Aug 2012 · 2 mos · New York

Examined and improved a Credit Allocation Model, involving macroeconomic, fundamental and statistical factors
Worked on a portfolio strategy bench marked on difference in Emerging Market and Corporate Option Adjusted Spread (OAS)
Studied the behavior of ‘Fallen Angels’ (bonds downgraded from Investment Grade to High Yield) OAS
Created a better way of generating trading activity reports in various funds using Perl and SQL

Columbia university

MS in Financial Engineering Candidate 2012

Jul 2011 – Dec 2012 · 1 yr 5 mos · New York

Vision finance bvi, emerging markets brokerage house

Sovereign Intern

Jan 2011 – Jun 2011 · 5 mos · Chennai

Was in charge of developing the Sovereign Sector in this start up, which included
Generic presentations on origination of Sovereign transactions
Debt restructurings of sovereign debt
Creation of Vision Finance Implied Emerging Market CDS spreads and Vision Finance Sovereign Ratings model
Development of Sovereign Sustainability to Hyperinflation Risk Index model
Actively participated in the origination of deals in Emerging Markets in Africa, South America and Asia