Jul 2018 – May 2019 · 10 mos · Bangalore

• Lead Desk Strat in FICC Systematic Trading Strategies in Securities Division.
• Ideation and Execution of fully systematic, algorithmic trading strategies for the FICC Desk in the Securities Division.

Oct 2016 – Jul 2018 · 1 yr 9 mos · Mumbai Metropolitan Region

• Quant Researcher @ MSCI Research
• Responsible for creation of Smart Beta Investment strategies as a bespoke solution for large institutional asset managers. Each of the investment strategies had AUM running upwards of $B.

Nov 2015 – Oct 2016 · 11 mos · Mumbai

• Lead Model Validation Quant for Gr3 Models
• Worked closely with the Global Head in London to lead the model validation efforts from Mumbai.
• Have done independent quantitative analysis of the following models:
•  HOLT : Credit Suisse Equity Research & Valuation Model
•  LAB : Hedge Fund Replicating Strategies - Long/Short, CTA, Global Macro
•  Barra GEM3 : Multi-factor Risk Model used for Portfolio Construction and Performance Attribution
•  Risk Models : Market Risk, Credit Risk, Scenario analysis

Jul 2011 – Aug 2015 · 4 yrs 1 mo · Mumbai

• Research Quant in multi-billion $ AUM Hedge Fund with offices in NY & MUM.
•  Amongst the first 5 members of the Hedge Fund set up in India
•  Designed and developed a Quantitative Investment Strategy – Managed Futures(CTA) from scratch.
•  Managed LIVE portfolio for the Fund.
•  Managed daily trading in Futures across asset classes - Commodities, Equities, Fixed Income & Currencies and across 23 exchanges in APAC, EMEA & NA .
•  Did Literature review and back-tested new research ideas to improve performance
•  Have experience in the following:
• + HF Strategies: CTA, Global Macro
• + Data processes, Relational Database
• + Alpha Signals
• + Factors & Factor themes
• + Factor Investing Models
• + Regime Indicators
• + Asset Allocation (SAA & TAA)
• + Risk Management
• + Portfolio Construction
• + Performance Analysis & Attribution
• + Fund Management
• + Client Relations

Sep 2010 – Jul 2011 · 10 mos · Mumbai / Abu Dhabi

• Client: Leading Food & Beverages manufacturer based in UAE
•  Carried out a Time-and-Motion study to identify inefficiencies in the client’s logistics
•  Recommended ‘Dynamic Routing’ of sales routes and a complete restructuring of sales process in certain formats
•  Worked with the client at all levels in implementation from Board meetings to on-ground delivery process
•  Assisted the client in increasing its profitability by making it sales process and logistics more efficient
• Client: leading lab-equipment manufacturer based in Switzerland
•  Identified key ‘Decision Points’ in the customers’ purchasing behavioural path through market research
•  Identified the opportunities and threats vis-à-vis its competitors across different market segments
•  Estimated present market size, future growth potential and business opportunities of different segments in India

Apr 2010 – Sep 2010 · 5 mos

•  Systematically analysed data of millions of existing customers to identify Business Opportunities for Cross-Sell
•  Worked with channel partners and cross-functional teams to create a ‘Product Propensity Model‘
•  Developed the ‘Next 30’ forecasting model for cross-sell opportunities in the next 30 months
•  Worked with channel partners to develop a need-Based ‘Insurance Life-Cover Model’

Apr 2009 – Jun 2009 · 2 mos

•  Gained consumer insights through FGD and Market Survey in Traditional and Modern Trade
•  Coordinated with Cross Functional Teams to ensure smooth execution of ‘Product Launch’
•  Suggested changes in sales process and information gathering to improve sales in Modern and Traditional Trade

Jun 2006 – Nov 2007 · 1 yr 5 mos

• Early Detection of Cancer using Polarized Laser Light- A Mueller Matrix Approach