Jan 2026 – Present · 4 mos

• Driving quantitative research and innovation across regions, delays and assets classes by fostering collaboration amongst teams, advising new researchers and managing domain specific skills and interests.

Jan 2022 – Jan 2026 · 4 yrs

• Developing, combining and back-testing algorithms for forecasting price and market behavior across regions, delays and asset classes.
• Demonstrating leadership in quant growth areas and acquiring expertise in those areas.
• Disseminating knowledge across the company to help people be aware of existing solutions to problems and fixing them.
• Advising researchers for more quality and innovative research.

Jul 2019 – Dec 2021 · 2 yrs 5 mos

• Developing and combining algorithms for forecasting price and market behaviour across regions and asset classes.
• Disseminating knowledge across the company to help people be aware of existing solutions to problems and fixing them.
• Advising newer researchers for more quality and innovative research

Jan 2018 – Jun 2019 · 1 yr 5 mos

• Developing and back-testing algorithms that generate signals to predict the movement of various financial instruments in various regions, intraday as well as daily.
• Combining these signals to create tradable strategies in various regions across various asset classes, intraday as well as daily.
• Researching mathematical techniques to optimally create a tradable portfolio from available predictions.

Jul 2016 – Dec 2017 · 1 yr 5 mos

• Developing models for various financial instruments to be used as strategies by portfolio managers.
• These models are fundamentally signals used for hedging across various stocks and exchanges. Typically, these signals also known as alphas have to satisfy strict requirements before being accepted in a strategy.
• Some of the most basic things include higher sharpe ratio and abnormally high returns supported by historical evidences.
• Working across various markets including Asia, Europe and Japan.