Adarsh Kumar — AI Researcher
I am an experienced Quantitative Researcher specializing in market-neutral equity strategies, statistical arbitrage, and signal development. My expertise lies in leveraging quantitative models and data-driven insights to develop and optimize trading strategies that deliver consistent outperformance. Key Expertise: Quantitative Trading: Long-short neutral strategies, alpha generation, and portfolio optimization. Statistical and Machine Learning Models: Advanced techniques for predictive modeling and signal research. Programming: Proficient in Python, C++, for algorithmic trading and backtesting. Data Engineering: Scalable ETL pipeline design and real-time analytics for financial data. I am also looking to expand expertise into other asset classes, such as fixed income, commodities, and multi-asset strategies. Let’s connect to discuss opportunities in quant research, trading, or any data-driven role at the intersection of technology and finance.
Stackforce AI infers this person is a Fintech expert specializing in quantitative research and trading strategies.
Location: New York City, New York, United States
Experience: 3 yrs 8 mos
Skills
- Quantitative Finance
- Alpha Generation
- Data Engineering
- Big Data
- Software Engineering
- Machine Learning
Career Highlights
- Expert in quantitative trading and market-neutral strategies.
- Proficient in advanced statistical and machine learning models.
- Skilled in Python and data engineering for financial analytics.
Work Experience
Magnetar
Quant Intern (2 mos)
WorldQuant
Researcher (1 yr 6 mos)
Procter & Gamble
Manager, IT (1 yr)
Société Générale
Software Engineer (1 yr 2 mos)
Summer Intern (2 mos)
SBI MUTUAL FUND
Summer Intern (2 mos)
Education
Masters in Financial Engineering at University of California, Berkeley
Bachelor's degree at Indian Institute of Technology, Kharagpur
