Gaurav Kumar — Associate Consultant

Currently I am working at State Street as Fixed Income Quant. Primarily dealing in Systematic Credit Space and supporting Portfolio Managers in systematically evolving strategies. My Projects include High Yield Bond Strategy and MBS Investing Strategies. My projects also include Building Systematic Strategies Emerging Markets Bond space. Previously I've worked as a Quant Researcher and Dev in managing HNI and AIF funds in Indian Equity and Derivative Market. Here're couple of projects I've done:- 1. Forming hypothesis for markets strategies, backtesting and deploy it on live accounts 2. Use Machine Learning and Deep Learning algorithms to generate edge in the trading signals (sentiment analysis, reinforcement learning) 3. Multi Level Risk Management Framework (Strategy Level, Account Level and Firm level) 4. Build systems for automating strategies following robust risk management systems. 5. Building Dashboards and indicators for information edge. 6. And couple of more products in pipeline. I work with Python for most of the tasks, Sqlite3 and MongoDB for database applications, Apache Spark for big data and AWS for cloud services. Well versed in Financial Engineering and quantitative analysis. Working on the intersection of Finance (includes Fixed Income, Equity, Derivatives and Crypto) and Machine Learning. I closely track advancements in Financial Machine Learning and Deep Learning. A udemy, youtube and github - taught programmer. Also good with data generation, modelling, pipelining big data, automation and web frameworks on cloud. Prior, I used to work as Proto-build at Ashok Leyland Defence Systems (ALDS) , where I supervised proto-assembly of Defence Vehicles (for India ) and other related projects. Having a good experience of two different worlds 🌎.

Stackforce AI infers this person is a Fintech professional with expertise in quantitative analysis and machine learning.

Location: Bengaluru, Karnataka, India

Experience: 7 yrs