Raghav Gupta

AI Researcher

New York, New York, United States3 yrs 3 mos experience

Key Highlights

  • Expert in quantitative research and algorithmic trading.
  • Proven track record in risk management and financial modeling.
  • Strong technical foundation in programming and data analysis.
Stackforce AI infers this person is a Fintech professional with strong quantitative analysis and algorithmic trading expertise.

Contact

Skills

Core Skills

Market MakingQuantitative ResearchAlgorithmic TradingRisk ManagementQuantitative Investing

Other Skills

Android DevelopmentAndroid StudioArduinoAutodesk InventorBig DataBond PricingC++Credit Risk ManagementData AnalyticsData StructuresDeep LearningETFsFinancial ModelingHyperledger FabricJava

About

Driven financial engineering student with a passion for quantitative research and trading. Currently pursuing a Master's degree at the University of California, Berkeley's Haas School of Business, specializing in Financial Engineering. With a solid foundation in Electrical and Computer Science engineering from the prestigious Indian Institute of Technology Delhi, and hands-on experience at Goldman Sachs, I bring a unique blend of technical expertise and financial acumen to the table. During my tenure at Goldman Sachs within the Global Banking & Markets Division, I served as a strategist for the Bond Portfolio/ETF Market Making Desk, covering US markets. There, I dedicated myself to refining quoting strategies, pricing models, and algorithmic trading systems for bond portfolios and ETFs. Prior to this role, I gained invaluable experience as a strategist in Goldman Sachs' Risk division, providing me with firsthand insights into risk management and Credit Valuation Adjustment (CVA)/exposure models. My academic journey at IIT Delhi, equipped me with a robust foundation in coding and quantitative analysis. Throughout my undergraduate program, I delved deeply into areas such as Machine Learning, Reinforcement Learning, Probability, Statistics, and Data Structures and Algorithms through rigorous coursework and immersive research endeavors. Beyond my technical pursuits, I enjoy exploring diverse cuisines, playing the guitar, and engaging in sports like Table-Tennis and Cricket. I am enthusiastic about connecting with like-minded professionals and contributing to innovative projects at the intersection of finance, technology, and data science. Let's connect and explore opportunities to collaborate!

Experience

Squarepoint

Quantitative Researcher

May 2025Present · 10 mos · New York, United States

Ubs

Quantitative Researcher

Oct 2024Dec 2024 · 2 mos · New York, United States · On-site

  • Systematic market making for US IG bonds

Morgan stanley

Student Researcher, AMM Options Group

Aug 2024Oct 2024 · 2 mos

Pimco

Student Researcher, Commodities Trading

Jun 2024Oct 2024 · 4 mos

Goldman sachs

3 roles

Associate

Dec 2023Jan 2024 · 1 mo

  • Strategist for bond portfolio/ETF market making desk covering US markets. Enhanced quoting strategies, pricing models and improved algorithmic trading systems.
  • Enhanced quoting strategy for bond ETFs by systematically capturing create/redeem potential in market
  • Improved bond ETFs live NAV calculation infrastructure and onboarded 50+ bond ETFs on the auto-quoting system
Market MakingQuantitative ResearchBond PricingAlgorithmic TradingRegression AnalysisETFs+1

Analyst

Promoted

Jun 2022Nov 2023 · 1 yr 5 mos

  • Strategist for bond portfolio/ETF market making desk covering US markets. Enhanced quoting strategies, pricing models and improved algorithmic trading systems.
  • Developed fill probability estimation regression model for ETF auto-quoting increasing daily hit rates
  • Optimized portfolio pricer using incremental computation through dependency graphs resulting in 65% speedup
Market MakingQuantitative ResearchBond PricingAlgorithmic TradingRegression AnalysisETFs+1

Analyst

Jun 2021Jun 2022 · 1 yr

  • Strategist for Credit Risk team; worked on Credit Valuation Adjustment (CVA) and exposure models for risk management.
  • Designed new approach to treat exposure spikes in credit risk capitalization leading to $140mm capital reduction
  • Modeled 15+ tradables and performed monte-carlo simulations for the ISDA Hypothetical Portfolio Exercise
Risk ManagementCredit Risk ManagementData AnalyticsFinancial Modeling

Torch investment group

Quantitative Strategist

Mar 2021Jun 2021 · 3 mos

  • Formulated a machine learning based strategy to identify and invest in a portfolio of top stocks
  • Leveraged gradient boosting regression models to pick top stocks and used Markowitz's portfolio optimization techniques to maximize Sharpe ratio.
Python (Programming Language)Quantitative InvestingMachine LearningDeep LearningData AnalyticsBig Data+1

Goldman sachs

Summer Analyst

May 2020Jun 2020 · 1 mo

  • Improved risk analytics infrastructure to identify and report top capital drivers saving 10 man-hours per week.
Risk ManagementData AnalyticsQuantitative AnalyticsFinancial Modeling

Education

University of California, Berkeley, Haas School of Business

Master of Financial Engineering (MFE)

Jan 2024Jan 2025

Indian Institute of Technology, Delhi

Bachelor of Technology - B.Tech.

Jan 2017Jan 2021

DC Montessori School, Chandigarh

High School

Jan 2015Jan 2017

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