Aboobacker Pullat

Data Scientist

United Arab Emirates7 yrs 3 mos experience

Key Highlights

Developed machine learning-driven alpha signals for trading.
Achieved 32%+ annualized returns with systematic strategies.
Built quant research infrastructure reducing deployment time significantly.

Stackforce AI infers this person is a Fintech professional specializing in quantitative trading and data science.

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Skills

Core Skills

Machine LearningQuantitative ResearchData EngineeringQuantitative TradingRisk ManagementQuantitative Analysis

Other Skills

.NET FrameworkAPI DesignAdapting Your Market Analysis to Changing Market ConditionsAlgorithmic StrategiesAlgorithmic TradingAlgorithmsAlpha Signal DevelopmentAnalytical SkillsAndroid DevelopmentBacktestingC (Programming Language)C#C++Capital AllocationCascading Style Sheets (CSS)

About

I’m a results-driven Data Scientist and Quantitative Trading Enthusiast, passionate about building algorithmic strategies and leveraging machine learning for alpha generation and risk management. With expertise in Python, time series analysis, statistics, and backtesting, I’ve worked on multiple projects in strategy development, portfolio optimization, and financial data modeling. 🔧 Core Skills: Python, Pandas, NumPy, Scikit-learn, SQL Machine Learning, Time Series Forecasting, Risk Modeling Strategy Backtesting, Performance Analysis, Data Engineering I am actively seeking full-time or contract roles worldwide in quant research, data science in finance, or algorithmic trading, and am open to relocation or remote work. Let’s connect if you're hiring for roles at the intersection of finance, data science, and innovation, in cities like London, New York, Dubai, Singapore, Australia or beyond.

Experience

7 yrs 3 mos

Total Experience

1 yr 9 mos

Average Tenure

Current Experience

Worldquant

Data Scientist

Nov 2023 – Oct 2025 · 1 yr 11 mos · India · On-site

Quantitative Researcher | ML-Driven Alpha Signals | Systematic Multi-Asset Strategies
Developing machine learning–driven alpha signals and research infrastructure for systematic multi-asset strategies. Engineered alpha-ready datasets from structured, semi-structured, and unstructured sources, creating clean schemas, robust documentation, and intelligence layers. Delivered time-series features, cross-sectional factors, and knowledge graphs to enhance model explainability and signal persistence.
Designed, developed, and backtested systematic trading signals using statistical models and ML techniques (e.g., volatility regime classifiers, funding-rate spreads, cross-sectional predictors), improving Sharpe ratio, drawdown control, and signal robustness. Built quant research infrastructure—dashboards, modular notebooks, and internal APIs—reducing research-to-deployment time from hours to under 30 minutes.
Applied transformer-based LLMs and NLP pipelines to automate quant research tasks, including semantic retrieval, news-based alpha signal extraction, and report summarization, cutting manual research time by 50%. Partnered with PMs and quant researchers to operationalize hypotheses into scalable pipelines, increasing signal throughput by 30% and enhancing out-of-sample performance stability.

PythonMachine LearningTime Series AnalysisStatistical ModelsBacktestingQuantitative Research

Independent angel one

Quantitative Trader

Apr 2021 – Oct 2023 · 2 yrs 6 mos · Kerala, India · Remote

Independently traded Indian derivatives markets, specializing in NIFTY and BankNIFTY options, with a focus on quantitative and systematic trading strategies.
Developed and executed algorithm-inspired strategies such as delta-neutral, straddles, credit spreads, and volatility-based trades.
Built and backtested a $50M systematic strategy on 1-minute data over 5+ years, achieving 32%+ annualized returns with a Sharpe ratio above 2.0.
Implemented automated trade execution, position sizing, and risk management systems to optimize portfolio exposure and limit drawdowns.
Managed dual broker accounts with segregated capital strategies: one discretionary and one fully data-driven.
Achieved consistent profitability by applying statistical models and key performance metrics such as Sharpe ratio, win-loss ratio, and maximum drawdown.
Monitored macroeconomic indicators, earnings events, and implied volatility to dynamically adjust trade exposure.
Maintained detailed PnL logs, trade journals, and post-trade analytics for continual performance refinement.
Designed pre-market screeners and real-time dashboards to identify high-probability setups and manage intraday exposure dynamically.

Quantitative TradingAlgorithmic StrategiesRisk ManagementStatistical ModelsBacktesting

Independent zerodha

Quantitative Analyst

Nov 2018 – Mar 2021 · 2 yrs 4 mos · Kerala, India · Remote

Conducted independent quantitative research on the Indian derivatives market, focusing on NIFTY and BankNIFTY options.
Designed and backtested rule-based trading strategies using Python, Excel, and historical market data.
Performed time-series analysis, volatility modeling, and technical indicator development to generate systematic signals.
Built risk models incorporating drawdown, VaR, Sharpe ratio, and scenario analysis to improve capital efficiency.
Explored statistical arbitrage, mean-reversion, and momentum-based frameworks using structured and unstructured data.
Analyzed performance metrics, optimized parameters using grid search techniques, and performed walk-forward testing.
Integrated insights from macroeconomic events into quantitative models for adaptive strategy tuning.
Collaborated informally with other traders to validate strategies and benchmark returns.

Quantitative AnalysisTime Series AnalysisRisk ModelingStatistical ArbitrageRisk Management

Kentz - now a part of kent

Document Controller

Jan 2018 – Jul 2018 · 6 mos · Doha, Qatar · On-site

Managed and maintained project-related documents, including technical drawings and reports
Ensured proper version control and document distribution among project stakeholders
Coordinated with engineers and site supervisors to track documentation flow
Supported internal audits by organizing and retrieving documents efficiently
Gained experience working in a fast-paced, multinational environment

Document ManagementProject Coordination