Divya S.

Business Analyst

United States8 yrs 3 mos experience

Most Likely To Switch

Key Highlights

Expert in Quantitative Finance and Algorithmic Trading.
Proven experience in portfolio optimization and statistical modeling.
Strong programming skills in Python, R, and MATLAB.

Stackforce AI infers this person is a Quantitative Finance expert with strong analytical and programming skills in the Fintech industry.

Contact

Skills

Core Skills

Portfolio OptimizationEconometrics

Other Skills

AlgorithmsAnalysisBusiness Intelligence (BI)Business StrategyCCollateralized Loan Obligations (CLO)Data AnalysisDerivativesEconomicsMATLABMacroEconomicsMatlabMicrosoft ExcelMicrosoft OfficePredictive Modelling

About

A postgraduate in Economics from IIT Kharagpur with experience in Quantitative research and portfolio management.Have a combination of financial, statistical and programming background with acumen of an economist.Currently working on developing and implementation of trading ideas. Specialties: Quantitative Finance, MacroEconomics, Systematic and Algorithmic Trading Strategies,Tactical Asset Allocation,Technical Analysis, Predictive Modelling,Programming in Python, R and MATLAB

Experience

Allspring global investments

Portfolio Analyst

Jul 2023 – Present · 2 yrs 8 mos · San Francisco, California, United States

Systematic fixed income

Nuveen, a tiaa company

Summer Intern

Jun 2023 – Jul 2023 · 1 mo · San Francisco, California, United States

Worked on optimization algorithm of CLOs portfolios

Portfolio OptimizationCollateralized Loan Obligations (CLO)Matlab

Blackstone

Fall Intern, Systematic Credit Strategies

Oct 2022 – Jan 2023 · 3 mos · San Francisco, California, United States

Developed statistical model to identify multiple industry exposure to firms using a pre-assigned industry

EconometricsStatisticsPython (Programming Language)factor model

Barclays corporate & investment bank

Analyst, Quantitative Portfolio Strategies

Jan 2021 – Jan 2022 · 1 yr · Mumbai, Maharashtra, India

Implemented momentum and reversal signals for equity portfolios in SAS and Python. Developed and automated centralized database for equity returns, benchmark portfolios, etc. This increased efficacy of research by reducing time to calculate the values and ensuring harmony among teams regarding the values used. Increased client outreach of QPS Equity white papers by examining pattern of interests among clients.

Reserve bank of india (rbi)

Research Assistant, Strategic Research Unit

Feb 2019 – Aug 2020 · 1 yr 6 mos · Mumbai, Maharashtra, India

Examined the ripple effect of a shock on a financial institution to other financial institutions, at global level. The study was done using R and Python by employing tools like LASSO regression, structured VAR and variance decomposition. I also assisted in a project on Financial Condition Index for seven countries.

Versor investments

Quantitative Researcher, Global Macro Portfolio (GTAA)

Jun 2015 – Jul 2018 · 3 yrs 1 mo · Mumbai, Maharashtra, India

As part of inception team (team size = 3) of GTAA, managed data research and design independently, signal as well as portfolio research and implementation in Python. I also worked on developing report infrastructure, automating portfolio checkpoints and managing the investment management process of the client's investment. While managing the investment process, faced challenges of the live market and learned to mitigate their impact on portfolio performance within a short period of time. I was also responsible to examine customized portfolio for clients.
In addition to GTAA, I got the opportunity to work on dynamic asset allocation of Multistrategy portfolio based on macroeconomic and shadow banking variables.

Lares softech pvt. ltd.

Intern

May 2014 – Jul 2014 · 2 mos · Noida

Devised high frequency trading strategies covering Mean Reverting Markets and Breakout Trading System. Evaluated Artificial Nifty and predicted its accuracy using ratio transformation on tick by tick data. Worked on Technical analysis, Statistical Arbitrage, PCA, Long Horizon Regression, tick-level data.