Rishabh Jain

Product Manager

Jaipur, Rajasthan, India4 yrs 4 mos experience

Most Likely To Switch

Key Highlights

Expert in quantitative research and analysis.
Proven track record in developing machine learning models.
Strong background in algorithmic trading strategies.

Stackforce AI infers this person is a Fintech expert specializing in quantitative analysis and algorithmic trading.

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Skills

Core Skills

Quantitative ResearchAlgorithmic TradingData ScienceMachine LearningQuantitative Finance

Other Skills

Data AnalysisData CleaningData ManipulationData VisualizationExcel ModelsInvestment AnalysisMicrosoft ExcelMicrosoft OfficeNumPyPandasPowerPointPythonPython (Programming Language)SeabornStatistical Data Analysis

About

A passionate Quant.

Experience

Goldman sachs

2 roles

Associate - Quantitative Investment Strategies

Promoted

Jan 2026 – Present · 2 mos · Bengaluru, Karnataka, India · On-site

Quant Analyst - Quantitative Investment Strategies

Mar 2024 – Jan 2026 · 1 yr 10 mos · Bengaluru, Karnataka, India · On-site

Quantitative Research and Portfolio Management

Dolat capital

Quantitative Analyst

Oct 2023 – Dec 2023 · 2 mos · Mumbai, Maharashtra, India · On-site

Statistical ResearchQuantitative ResearchInvestment AnalysisPython (Programming Language)Algorithmic Trading

Accenture

Data Science Senior Analyst

Jun 2022 – Oct 2023 · 1 yr 4 mos · India

Python (Programming Language)Machine LearningStatistical Data AnalysisData Science

Placement office, iit bombay

2 roles

Company Coordinator

Jun 2021 – Sep 2021 · 3 mos · Mumbai, Maharashtra, India

Internship Coordinator

Sep 2020 – Jun 2021 · 9 mos · Mumbai, Maharashtra, India

A part of a team of 36, entrusted with the task of securing internships for 2000+ students of IIT Bombay. We work at forging and maintaining relationships between Companies & Universities across the world, and the Placement Cell of IIT Bombay.

Dsp mutual fund

2 roles

Risk and Quantitative Analysis

May 2021 – Jul 2021 · 2 mos · Mumbai, Maharashtra, India

Contributed extensively in research on Factor Investing focused on maximizing alpha using rule-based smart betas strategies.
Reduced 90% runtime by automating the portfolio creation task in Python from raw data.
Developed Machine learning model, which generated 38.76% alpha above benchmark BSE200 in three years period.

Quantitative Finance