Yash Verma, CFA

Associate Consultant

Los Angeles, California, United States8 yrs 5 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

5+ years in Quantitative Research and Trading.
Developed mid-frequency trading strategies using ML models.
Expertise in Statistical Arbitrage and Options Trading.

Stackforce AI infers this person is a Fintech Quantitative Researcher with expertise in trading strategies and financial analysis.

Contact

yverma26@gmail.com LinkedIn

Skills

Core Skills

Python (programming Language)Financial AnalysisOptions StrategiesStatistical ArbitrageEquity DerivativesIndex Derivatives

Other Skills

C#SQLAzure DatabricksPythonRBloombergProbabilistic ModelsVBACadenceOption Pricing ModelsMicrosoft ExcelData AnalysisTechnical AnalysisFutures TradingJava Certified Programmer

About

5+ years of experience in Quantitative Research on Derivatives and cash. Developed mid-frequency trading strategies using predictive ML models and models to capture Arbitrage in Options and Futures on high-frequency data. Built successful Statistical Arbitrage trading algorithms and deployed them for real time trading. Proficient in Python, R, C# and SQL In my free time I play soccer and tennis.

Experience

8 yrs 5 mos

Total Experience

1 yr 8 mos

Average Tenure

3 yrs 2 mos

Current Experience

Dimensional fund advisors

2 roles

Senior Associate, Portfolio Analytics

Promoted

Jan 2026 – Present · 4 mos · Los Angeles, California, United States · Hybrid

Python (Programming Language)C#SQLFinancial Analysis

Associate, Research

Feb 2023 – Dec 2025 · 2 yrs 10 mos · Los Angeles, California, United States · Hybrid

Python (Programming Language)C#SQLFinancial Analysis

Yayati

Quantitative Researcher

Sep 2022 – Dec 2022 · 3 mos · Remote

Options StrategiesPython (Programming Language)Azure Databricks

Dimensional fund advisors

Research Intern

Jun 2022 – Aug 2022 · 2 mos · Charlotte, North Carolina, United States

Python (Programming Language)C#SQLFinancial Analysis

Aakraya research llp

Quantitative Researcher

Feb 2019 – Jul 2021 · 2 yrs 5 mos · Mumbai, Maharashtra, India

Built a net beta-neutral framework for mid-frequency stat-arb strategies and produced a portfolio optimizer, for all futures and cash market strategies, using MVO to optimize allocation.
Created successful overnight market-neutral strategies and intraday directional trading strategies for equity derivatives. Used R and python for back-testing and Bloomberg for data cumulation.
Invented 3 mid-frequency strategies on Cash segment of Indian Equity Markets. Back-tested on daily OHLC and volume data using R.
Used Probabilistic Models for optimizing exit strategies for all the in-house stat-arb trading models.

Crimson financial services pvt. ltd.

Quantitative Researcher

Aug 2017 – Jan 2019 · 1 yr 5 mos · New Delhi Area, India

Generated multiple strategies based on a combination of momentum indicators such as RSI, Slope, Moving averages on 1-minute and 5-minute candlestick patterns. Used R for back-testing on a period of 5 years.
Researched effects of FIIs inflows and outflows on Index derivatives. Applied results to develop a stat-arb directional strategy on Index derivatives giving >70% accuracy on all trades; generated return of 7%+ over the average Index return.
Formulated statistical-arbitrage strategies on fundamental and price-volume data for trading signal generation on Index and Stock Futures deployed in derivatives segment using Greek-Excel. Back-tested on 1-minute candles using Python and VBA.

Edelweiss financial services limited

Quantitative Research - Intern

Jan 2017 – Jun 2017 · 5 mos · Mumbai Area, India

Explored various portfolio optimizers on all low-frequency trading strategies and deployed a combination of 2 optimizers that beat the in-house portfolio optimizer by 3% annually.
Developed directional trading strategies on price-volume data, based on Z-score breakout of various stock parameters, and back-tested it on R for a period of 5 years.
Maintained and prepared time & sales data, minute data, and daily data using Bloomberg for scrapping and VBA for cleaning.

Worldquant llc

Research Consultant

Jan 2016 – Jan 2017 · 1 yr · Remote

Tier 1 Consultant
Developed statistical arbitrage strategies based on technicals, fundamentals and analyst estimates with a goal to achieve maximum risk-adjusted returns