Sagun Pai

CEO

Mumbai, Maharashtra, India10 yrs 3 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in quantitative research and financial modeling.
Led innovative data journalism projects at IIT Bombay.
Developed algorithmic trading strategies using machine learning.

Stackforce AI infers this person is a Fintech professional with strong quantitative research and data analysis skills.

Contact

Skills

Core Skills

Quantitative ResearchInvestment BankingAlgorithmic TradingData JournalismFinanceFinancial TechnologyRisk ManagementWeb Development

Other Skills

Assembly LanguageC++Data AnalysisDjangoFinancial ModelingHTMLHadoopJavaMicrosoft WordProgrammingPythonResearch

About

Sagun is currently working as a Quant at Mathisys Advisors. He was a Investment Banking analyst with Rates and FX Exotics trading team in Deutsche Bank. He completed his integrated Bachelors plus Masters in Electrical Engineering along with Double Minor in Computer Science and Operations Research from Indian Institute of Technology Bombay in 2017. His previous experience includes corporate internships at Citi, Deloitte and research work at University of Toulouse, SJM School of Management. He aims to work on a diverse set of real life challenging problems and in the process use his knowledge and skills to contribute to the development of our society.

Experience

Mathisys

Quantitative Researcher

Jan 2018 – Present · 8 yrs 2 mos

Managed and improved automated investment strategies in different asset classes across multiple exchanges

Data AnalysisFinancial ModelingQuantitative Research

Deutsche bank

Investment Banking Analyst

Jan 2017 – Jan 2018 · 1 yr · Mumbai, Tokyo, London

Part of Rates FX Hybrids Trading desk making markets in Structured notes business across locations from Asia to Europe
Assisted in pricing and and risk management of a range of Rates and FX exotic products for Japanese clients
Developed a framework to monitor live P&L and risks for the desk’s portfolio to facilitate hedging decisions
Created a long-short algorithmic trading strategy based on FX movement predictions using ANN, SVM, RF

Financial ModelingData AnalysisC++PythonInvestment Banking

Insight, student media body of iit bombay

2 roles

Overall Coordinator, Data Analytics Division

Promoted

Jan 2016 – Jan 2017 · 1 yr · IIT Bombay

Led a team of 7 data analysts to foster data journalism through IITB’s student media body
Spearheaded “Datagiri”, the first datablog run by any student media body to focus on data-centric articles pertaining to IIT Bombay (Link: http://data.insightiitb.org/)
Highlighted multiple issues through 10 data intensive R projects; 3x growth in data visualisations
Received national media coverage for two articles; one discussed in IITB Senate proceedings
10k+ blog hits within 5 months of launch helping Insight to register 30% increase in online reach

Data AnalysisResearchData Journalism

Editorial Board Member

Jan 2015 – Jan 2016 · 1 yr · IIT Bombay

Insight is the official campus media body of IIT Bombay, which has a readership of 10,000+ institute residents and over 0.4 million yearly web views (80,000+ Facebook likes), making it the most followed student media body all over the world.
Part of the core Editorial Board (consisting of 15 people), responsible for leading a 150+ student journalist team to raise important campus related issues and deliver news from time to time
Sole point of contact for entire technical coverage done within IITB; 3x increase in tech articles
Initiated “Research Series” along with media cell to explain ongoing research to general audience
Integral part of web projects such as Summer Internship blog, Career Series

Citi

Finance & Technology Intern

Jan 2015 – Jan 2015 · 0 mo · Pune Area, India

Received Pre Placement Offer (PPO) for excellent work within Rates & Commodities Department
Designed a liquidity stress testing pipeline for market scenarios with Hadoop big data framework
Achieved 90% time reduction; Created a GUI to generate custom reports for front desk traders
Researched on Open Source Technologies for efficient computation methods via OLAP cube

Financial ModelingFinance

Deloitte

Risk Management Intern

Jan 2014 – Jan 2014 · 0 mo · Mumbai Metropolitan Region

Worked in Enterprise Risk Services Team on a live financial modelling project for a major client
Analyzed pricing & risk management strategies for Credit Default Swaps (focus on ISDA model)
Automated model calibration and validation based on a dynamic set of market risk factors
Deployed a C++ model to improve model precision with non-linear interpolation techniques

C++Financial ModelingRisk Management

Institute de recherche en informatique de toulouse (irit)

Research Scholar

Jan 2014 – Jan 2014 · 0 mo · Greater Toulouse Metropolitan Area

Formulated a novel method for query predictions using large textual datasets
Deployed Python scripts to analyze query patterns and compute features from session logs

Python

Aasaanjobs.com

Technical Lead

Jan 2013 – Jan 2013 · 0 mo · Mumbai Metropolitan Region

Created a dynamic backend database system for the site using Django MVC framework
Built a variety of Django based web apps for registration, signup, data entry, data display

DjangoWeb Development