Anjali Jha

CEO

New York, New York, United States7 yrs 1 mo experience

Key Highlights

Expert in quantitative research and statistical modeling.
Proven track record in risk management and financial analysis.
Strong background in machine learning applications in finance.

Stackforce AI infers this person is a Fintech expert specializing in quantitative research and risk management.

Contact

Skills

Core Skills

Quantitative ResearchStatistical Data AnalysisSignal ResearchPortfolio ManagementRisk ManagementModel RiskData ScienceStatistical ModelingMacroeconomics

Other Skills

AnalyticsCC++Cascading Style Sheets (CSS)Convex OptimizationData VisualizationHTMLInterest Rate HedgingJavaMachine LearningMatlabNatural Language Processing (NLP)Portfolio OptimizationProgrammingPython

About

I am currently pursuing a Masters in Financial Engineering at UC Berkeley Haas School of Business. I am passionate about solving problems through data-driven insights. I have extensively worked on building statistical and machine learning models in the field of finance during my 2.5 years of experience at Goldman Sachs, where I worked in the Model Risk Management team and earned expertise in data and quantitative analysis, financial markets and risk management. I am also pursuing a fellowship in Actuaries from the Institute of Actuaries India, and have successfully completed courses pertaining to Probability and Statistics, Stochastic Processes, Business Economics and Business Management. I'm actively looking for Quantitative Researcher roles where I can contribute to a dynamic team and can be reached out at anjalijha167@gmail.com or anjali_jha@berkeley.edu Always available to discuss about puzzles or statistics :-)

Experience

7 yrs 1 mo

Total Experience

2 yrs

Average Tenure

10 mos

Current Experience

J.p. morgan asset management

Vice President

Aug 2025 – Present · 10 mos · New York, United States · On-site

Woodline partners lp

2 roles

Quantitative Research Associate

Apr 2024 – Aug 2025 · 1 yr 4 mos · On-site

Quantitative Researcher

Oct 2023 – Apr 2024 · 6 mos · On-site

Analysed order management system dataset via active panel sampling, outlier analysis, rolling
regression and QTD forecasting; resulting in ~2% decrease in L4Q MAPE with key KPIs for Healthcare firms as compared to existing methodology.
Designed a framework for dataset-specific analysis, productionized row-level data analysis such as panelling methodologies, outlier detection and implemented strategies for fill-rate delays

SDAQuantitative DataStatistical Data AnalysisNatural Language Processing (NLP)SQLPython (Programming Language)+1

Temasek

Quantitative Researcher

Aug 2023 – Oct 2023 · 2 mos · United States · Remote

Conducting alpha research on proprietary jobs data & stock MSCI factors to identify long-short trading opportunities in Chinese markets;

Signal ResearchRegression AnalysisQuantitative Research

Bank of america

Graduate Student Researcher

May 2023 – Jul 2023 · 2 mos · United States · Remote

Implemented covariance estimators and evaluated the performance of Mean-Variance Optimization, Hierarchical Risk Parity and HERC.

Machine LearningPortfolio OptimizationQuantitative ResearchPortfolio Management

Goldman sachs

3 roles

Risk Associate

Dec 2022 – Feb 2023 · 2 mos

Collated exposure in GS's banking and trading book, worked extensively on beta sensitivity across various products and identified hedging inconsistencies.
Backtested contingent outflows in case of disputes, sleepers, substitution, initial margin and downgrade risk for OTC derivatives to capture the COVID-19 market dynamics.
Supervised 2 interns and spearheaded benchmark behavioural models for retail deposits.

Model RiskTime Series AnalysisRisk ManagementMachine LearningInterest Rate Hedging

Risk Analyst

Promoted

Aug 2020 – Dec 2022 · 2 yrs 4 mos

Validated fair-valuation pricing model, backtested balance runoff and interest rate projections models for institutional and retail fixed-income deposits and analyzed the dollar duration (DV01) and IR risks
Benchmarked using statistical models including multi-variate least squares regression, error correction, ARIMA, machine learning models such as random forest and tightened IR risk estimates
Assessed the impact of client attributes on the portfolio using hypothesis testing and regression analysis
Quantified the impact of rate flooring on the portfolio and early termination optionality in deposits by leveraging the backward induction option pricing engine and computed the DV01 and EVE risks

Data ScienceStatistical Data AnalysisStatistical ModelingModel RiskTime Series AnalysisMachine Learning

Risk Analyst

May 2019 – Jul 2019 · 2 mos

Conceptualized microeconomic liquidity preference theory in institutional clients and developed an autoregressive process to model growth in GDP and account profile for institutional clients.
Formulated balance projection for non-maturity deposits of PWM clients under liquidity stress scenario using a convex optimization function of market rates and macroeconomic market variables.

Data ScienceStatistical Data AnalysisStatistical Modeling

Kharagpur data analytics group

Analyst

Nov 2017 – Jun 2020 · 2 yrs 7 mos · Kharagpur Area, India

Supervised and won accolades in various Data Science Competitions & Challenges.
Captain of the gold-winning Soft-Bank Forex Challenge.
Winner of Techgig Data Analytics Competition
Winner of the Inter-IIT Data Analytics Competition amongst teams from all premier institutions, organised by Bitgrit

Statistical Data AnalysisStatistical ModelingMacroeconomicsConvex Optimization

Indian institute of management, lucknow

Quantitative Analyst

Jun 2017 – Jul 2017 · 1 mo · Remote

Formulated a regression model to differentiate the factors influencing airline prices of various classes.
Developed logistic regression models to analyze key factors influencing the remuneration of employees