Raghav Somani

CEO

7 yrs 7 mos experience
Highly Stable

Key Highlights

  • Expert in quantitative finance and machine learning.
  • Proven track record in developing predictive algorithms.
  • Strong academic background with a Ph.D. in Computer Science.
Stackforce AI infers this person is a Fintech expert with strong quantitative analysis and machine learning capabilities.

Contact

Skills

Core Skills

Quantitative ResearchPortfolio ConstructionMachine LearningOptimizationAlgorithm DesignMathematicsQuantitative FinanceRecommender SystemsEconometrics

Other Skills

Research CollaborationScholarly ResearchApplied ProbabilityMathematical StatisticsAlgorithmsComputational MathematicsMathematical AnalysisComputer ScienceData SciencePythonRMatlabTeamworkC++C

About

As a Quantitative Analyst at The D. E. Shaw Group, I contributed to the Active Equities group within D. E. Shaw Investment Management. My focus lies in portfolio construction/optimization, modelling risk and developing medium to long-term equity return forecasts using technical and systematic approaches. I leverage my expertise in mathematical analysis, machine and statistical learning algorithms, and quantitative research to enhance the portfolio management pipeline. Over the past years and prior to my last role, my research has spanned intersections of machine learning, proving guarantees for large scale iterative optimization algorithms, high dimensional robust statistics and applied analytical probability.

Experience

7 yrs 7 mos
Total Experience
2 yrs 11 mos
Average Tenure
1 yr 8 mos
Current Experience

The d. e. shaw group

3 roles

Gardening Leave

Apr 2026Present · 1 mo

Quantitative Analyst

Promoted

Sep 2024Apr 2026 · 1 yr 7 mos

  • Quant analyst in the Active Equities group at D. E. Shaw Investment Management LLC. My work focuses on portfolio construction/optimization, modelling risk and developing technical medium to long term long-short equity return forecasts.
Quantitative ResearchPortfolio Construction

Quantitative Researcher

Jun 2023Sep 2023 · 3 mos · New York City Metropolitan Area · On-site

  • Quantitative Research, PhD intern at the Equities group. Identified unique properties of financial
  • time series data and used concepts from geometry and statistics to formulate predictive algorithms for an important problem. Demonstrated their efficacy across broad range of tasks, enhancing the pipeline of systematic quantitative analysis.
Mathematical StatisticsQuantitative ResearchAlgorithm DesignApplied Probability

Paul g. allen school of computer science & engineering

Graduate Research Assistant

Sep 2019Aug 2024 · 4 yrs 11 mos · Greater Seattle Area

  • Scaling limits of Algorithms on Large Matrices
Machine LearningResearch CollaborationOptimizationScholarly ResearchApplied Probability

Microsoft research india

2 roles

Research Fellow

Jul 2017Jul 2019 · 2 yrs · Bengaluru Area, India

  • During my Research Fellowship in the Machine Learning and Optimization theory group at Microsoft Research Lab - India, I explored streaming and offline PCA, Deterministic and Stochastic Optimization of convex and non-convex functions and understanding complexity and error bounds of certain optimization algorithms. I have worked on sparse regression algorithms like hard thresholding and matching pursuit, understanding their generalization and support recovery guarantees. I also explored the theoretical aspects of practical Deep Learning, understanding the dynamics of well-known optimization algorithms and their generalization capabilities, along with several phenomena.
Machine LearningResearch CollaborationOptimizationScholarly ResearchAlgorithms

Research Intern

May 2016Jul 2016 · 2 mos · Bengaluru Area, India

  • Worked on Recommendation Systems, re-targeting Matrix factorization with restricted monotonicity.
  • This work had been extended after the internship and has been published at WSDM 2019.
Recommender SystemsResearch CollaborationOptimizationScholarly Research

Centre for advanced financial research and learning (cafral), rbi

Summer Research Intern

Jun 2015Jul 2015 · 1 mo · Mumbai Area, India

  • Worked on modelling a Policy Uncertainty Index for India using newspaper media. Used Machine Learning tools like Soft Margin Support Vector Machines and Kernel methods. Came up with an index that had correlations of 0.61 with Indian VIX just using text articles. We also were able to detect important national events like terrorism, political elections, economic crisis, etc.
Mathematical StatisticsMachine LearningEconometricsResearch CollaborationScholarly Research

Indian institute of technology guwahati

B.Tech. Mathematics and Computing

Jul 2013Jun 2017 · 3 yrs 11 mos · Guwahati Area, India

  • Team member at Technothlon, managed Technopedia at national level, worked for an online event for qualifying participants.
  • Participated in Kriti (inter-hostel technical competition) and Manthan (inter-hostel cultural competition).
  • Mentored freshmen as a part of the Student Mentorship program of the institute.
MathematicsQuantitative FinanceComputational MathematicsAlgorithms

Education

University of Washington

Doctor of Philosophy - PhD — Computer Science and Engineering

Jan 2019Jan 2024

University of Washington

Master's degree — Computer Science and Engineering

Sep 2019Mar 2022

Indian Institute of Technology, Guwahati

Bachelor’s Degree — Mathematics and Computing

Jan 2013Jan 2017

TECHNO INDIA, HOOGHLY 188

Higher Secondary — Science

Jan 2011Jan 2013

Hind Motor Education Centre

Secondary Education — General

Jan 2004Jan 2011

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