Anoushka C.

Director of Engineering

United States11 yrs experience

Highly Stable

Key Highlights

Expert in quantitative finance and portfolio management.
Proven track record in tactical asset allocation strategies.
Strong foundation in numerical methods and machine learning.

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

Contact

Skills

Core Skills

Portfolio ManagementQuantitative FinanceMachine Learning

Other Skills

CC++Density ApproximationEconometricsFundamental AnalysisJavaMatlabNumerical MethodsNumerical SimulationPartial momentsProgrammingPythonSPSSShiller's P/E ratioStata

Experience

Worldquant

Director, Quantitative Research

Jan 2013 – Jan 2024 · 11 yrs · United States

University of zurich and zurich insurance company ltd.

Internship

May 2012 – Jul 2012 · 2 mos · Zürich Area, Switzerland

Tactical Asset Allocation of Pension Fund Portfolio:
Formulated tactical asset allocation strategy based on Shiller's P/E ratio, VIX and partial moments for the pension fund portfolio of Zurich Insurance company

Tactical Asset AllocationShiller's P/E ratioVIXPartial momentsPortfolio ManagementQuantitative Finance

Queensland university of technology

Internship

May 2010 – Jul 2010 · 2 mos · Brisbane, Australia

Numerical Methods to solve stochastic differential equations
Estimated interest rate modelling methods using density approximation and numerical simulation methods

Numerical MethodsStochastic Differential EquationsDensity ApproximationNumerical SimulationQuantitative FinanceMachine Learning