Krish Valecha

Associate Consultant

Mumbai, India10 mos experience

Key Highlights

  • Expert in quantitative modeling and backtesting.
  • Hands-on experience with reinforcement learning in trading.
  • Strong foundation in data science and financial engineering.
Stackforce AI infers this person is a Fintech Quantitative Analyst with expertise in systematic trading strategies.

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Skills

Core Skills

Quantitative ResearchPython (quantitative Modeling)Reinforcement Learning

Other Skills

Data ScienceMachine LearningTime Series AnalysisPredictive ModelingStatistical ModelingTrading Signal Generation & BacktestingBacktestingData AnalysisStatistical LearningFinancial Markets & Risk MetricsPython (NumPy, Pandas, PyTorch)C++

About

Junior Quantitative Analyst at AlphaBots Analytics, working on systematic strategy research and backtesting across Indian equity and derivatives markets — building data pipelines, prototyping signals, and developing backtesting frameworks. Previously interned at Motilal Oswal Financial Services on RL-based trading agents, ML signal generation, and time-series analysis. B.Tech in CSE (Data Science) with Honors in Computational Finance; pursuing IIQF's Certificate in Financial Engineering and CFA Level I. My technical focus is Python-based quantitative modeling, time-series analysis, and statistical learning, with an emphasis on reproducible research.

Experience

10 mos
Total Experience
5 mos
Average Tenure
5 mos
Current Experience

Alphabots

Junior Quantitative Analyst

Jan 2026Present · 5 mos · Bengaluru · On-site

  • Researching, building, and backtesting quantitative trading strategies across Indian equity and derivatives markets
  • Building data pipelines, signal generation logic, and backtesting frameworks
  • Working with tick data, OHLCV, and order book snapshots to extract and validate signals
  • Supporting monitoring of live deployed models and performance metrics
Quantitative ResearchData ScienceMachine LearningTime Series AnalysisPredictive ModelingStatistical Modeling+2

Motilal oswal financial services ltd

Data Science Intern

Dec 2024May 2025 · 5 mos · Mumbai, Maharashtra, India · On-site

  • Worked on a reinforcement learning–based research project focused on modeling short-horizon alpha signals in equity markets. Designed and tested algorithms that generated Buy, Sell, and Hold signals for individual stocks using predefined decision logic and market features. The work emphasized signal validation, backtesting, and risk-aware evaluation, with the objective of understanding how data-driven models can support systematic trading decisions under realistic market conditions.
Reinforcement LearningQuantitative ResearchMachine LearningTime Series Analysis

Education

Dwarkadas J. Sanghvi College of Engineering

B.Tech — Computer Science and Data Science Engineering with honors in Computational Finance

Dec 2021Jun 2025

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