Aug 2019 – Aug 2019 · 0 mo

May 2019 – Jul 2019 · 2 mos · Mumbai Area, India

• Market Microstructure Research
• ◦ Developed algorithms to generate HFT signals by modelling the price impact of orders using TBT data
• ◦ Modeled an alpha using Order Flow Information of the magnitude of 1.5 Bips
• ◦ Tasked with in depth price-volume data analysis of executed trades to model the passive side queue dynamics
• Strategy Enhancement and Signal Visualization
• ◦ Enhanced the sharpe ratio & PnL of an intraday pairs trading strategy by learning the impact of market news
• ◦ Developed a scalable data handling infrastructure to facilitate efficient backtesting of quantitative strategies
• ◦ Devised and implemented the Return Trajectory framework to analyse the adverse mid-price movements

Mar 2019 – Sep 2019 · 6 mos

• Tier-1 Research Consultant
• Using Quantitative approach and developing Trading Algorithms (alphas) to deploy systematic investment strategies focused on market inefficiencies across US, Asia and Europe equities.
• Using advanced mathematical and statistical techniques to model and predict market movements and develop quantitative strategies for efficiently trading equities.
• Researching financial literature to seek out sources of alpha and aggregating these signals into robust models, with the objective of achieving high Sharpe ratios and significant abnormal returns.

Feb 2019 – Jul 2020 · 1 yr 5 mos

Dec 2018 – Jan 2019 · 1 mo

• Developed Credit Decisioning System using AI based technology for loan applications
• Successfully Strengthened the accuracy from 71% to 90 % for handwritten character recognition
• Built an OCR model using Capsule Networks replacing the conventionally used CNN

Jul 2018 – Present · 7 yrs 8 mos · Roorkee,India

• Aahar is inspired from the Robinhood Army which is an international organisation aimed at serving the poor and needy through waste food distribution
• Inspired and accompanied around 100 volunteers to conduct more than 200 distribution drives in 2 years of operation
• Administered the feeding of more than 6000 people, utilizing around 20 kgs of surplus food each week
• Initiated the "Neki ki Peti" campaign wherein boxes are kept in hostels to collect clothes to be distributed in slums

Jun 2018 – Aug 2018 · 2 mos

• Developed an agile Seasonal ARIMA model for robust prediction of Availability metric i.e. Lost Sales & Sales Velocity
• Formulated a predictive model using different metrics to rank products and vendors in order of COGS
• Analysed the NPS score and major KPIs contributing to the delivery operations and suggested the use of Inbound QCs

Jul 2017 – Apr 2018 · 9 mos · Roorkee,India

• Managed Social Media Marketing (Facebook ads & Instagram posts) and maintained pibit's offsite presence
• Developed brand strategy and statistics systems.
• Organised various events for brand building
• Implement marketing strategies to improve sales and marketing efficiencies

Jan 2017 – Aug 2019 · 2 yrs 7 mos · Roorkee,India

• Advanced the association of varied corporates and startups engendering to a budget of 13 million INR for Cognizance '19
• Managed a budget of 13 million INR to meet the expenses as regards to logistics and event conduction during the festival
• Organised first-ever regional level India Skills competition of Uttarakhand State in coordination with UKSDM

Aug 2016 – Apr 2017 · 8 mos · Roorkee,India