Oct 2021 – Feb 2022 · 4 mos · India

• MFT and Quant research role in Crypto derivatives

Sep 2019 – Oct 2020 · 1 yr 1 mo · Gurugram, Haryana, India

Jan 2019 – Jul 2022 · 3 yrs 6 mos

• 1. Working with Mid and Low frequency strategies, both directional and non directional on Index & Equity derivatives
• 2. Realized portfolio CALMAR of 10+

Jun 2017 – Apr 2018 · 10 mos · Mumbai Area, India

• 1. Merey k Factor prediction model:
• Built a two factor regression model for predicting Merey k factor; a discount to market price of heavy Merey crude oil which constitutes twenty percent of Reliance’s import basket for the supply and trading team of Reliance
• 2. Maya k factor prediction model:
• Built a time series model for predicting Maya k factor, a discount to market price of heavy Maya crude which constitutes significant portion of Reliance’s import basket
• 3. Investor relations:
• Build a scrapper for extracting news from financial websites and gauging the sentiment of the markets for investments in Reliance
• 4. Delta Below Dubai:
• Built a bottom up model for predicting the three month ahead Delta below Dubai, a metric used by supply and trading team of Reliance to evaluate procurement decisions in annual plan and estimate market sentiment going ahead
• 5. Brent Dubai spread:
• Built a threshold model to predict the spread between Brent and Dubai crude oil markers, a figure used to estimate the difference between light and heavy crude oils going ahead for supply and trading team of Reliance
• 6. Arab Official Selling price:
• Deployed the prediction model using Rshiny & CSS for the supply and trading team of Reliance\
• 7. Storage Valuation model:
• Conceptualized Discounted Cash flow model for valuing the product storage terminals at different locations

Mar 2017 – Mar 2017 · 0 mo · Kharagpur Area, India

• 1. Led a 50+ membered team from IIT Kharagpur to second place in Inter IIT Tech meet 2017.
• 2. Also part of silver winning Stock market Analysis team of IIT Kharagpur
• 3. PS demanded extraction of relevant news article that best explain stock movements in a day
• 4. Used Natural Language Processing and financial methods for solving the problem statement

Mar 2017 – Mar 2017 · 0 mo · London, United Kingdom

• 1. Qualified for World Regional Finals at London, only team from India at London
• 2. Built a business model for white coal business using innovative supply chain solutions
• 3. Contributions include building the financial & logistical model and the final presentation

May 2016 – Jul 2016 · 2 mos · Reliance Corporate Park, Mumbai

• Two projects that I worked on:
• 1) Modelling for prediction of official selling price of crude oil imported, reduced the error in predictions
• 2) Forecasted demand of crude oil products, developed a model within acceptable error limits as demanded by the trading team of RIL
• 3) Used OLS regression, time series, Lasso and ridge regression for econometric modelling
• 4) Used tests for autocorrelation, homoscedastcity, Multicollinerity, Non normality, Outlier detection and also used remedial measures if such issues were found in data

Jan 2016 – Apr 2016 · 3 mos

• 1. Co led an election campaign to secure 3300 out of 6400 votes
• 2. Responsible for PR, Online publicity, policy formulation of the campaign process

Jan 2016 – Jan 2016 · 0 mo · Kharagpur Area, India

• 1. Generated Cardinality constrained efficient frontier for five different stock markets
• 2. Used heuristic methods like Tabu Search, Genetic algorithm, PSO & Simulated Annealing

Dec 2015 – Dec 2015 · 0 mo · Mumbai Area, India

• 1) Back testing of Option strategy Finder on MATLAB
• 2) RSS news feed analysis to generate signals for the market

Oct 2014 – Apr 2015 · 6 mos · IIT Kharagpur

• 1. Prepared and managed a budget of 6 lakhs and managed 4 events
• 2. Conducted talks by dignitaries - Sam Pitroda, Saloni Malhotra and Hina Shah

Jul 2014 – Apr 2015 · 9 mos · IIT Kharagpur

• Awarded Best General Secretary, Led a three tier team of 80 members for 10 Technology General Championship events

Aug 2013 – Apr 2014 · 8 mos · IIT Kharagpur

• Managed events under Technology General Championship and bagged the Application Cup

Jun 2013 – Jun 2013 · 0 mo

• Social Media marketing

Jul 2012 – Jul 2013 · 1 yr · IIT Kharagpur

• Finance & Consultancy Club of IIT Kharagpur; Part of publicity team of the flagship event of B-Club.

Oct 2011 – Jun 2013 · 1 yr 8 mos · Dhanbad Area, India

• Teacher & marketing head at Focus, a coaching institute affliated to Resonance, Kota