Ayushi Garg

Associate Consultant

New York City, New York, United States5 yrs 10 mos experience

Highly Stable

Key Highlights

Expert in quantitative research and financial modeling.
Proven track record in developing investment decision tools.
Strong analytical skills with experience in private equity.

Stackforce AI infers this person is a Fintech professional with expertise in quantitative research and investment analysis.

Contact

ayushigarg4598@gmail.com LinkedIn

Skills

Other Skills

Alternative InvestmentsAngularJSC (Programming Language)C++Data AnalysisGitHTMLJavaMatlabMicrosoft ExcelMicrosoft OfficeMicrosoft PowerPointPrivate EquityPython (Programming Language)R

About

As a Masters in Financial Engineering student at UC Berkeley, I'm passionate about using data to generate insights and solve complex problems, particularly in the field of finance. With a keen interest in quantitative research, I'm always looking to expand my skillset and develop a deeper understanding of investment decisions. During my time at Goldman Sach's Asset Management Division, I gained extensive experience in analyzing private & public markets' returns and valuations data, building models and creating visualization tools to inform investment decisions. I'm a quick learner and always looking to take on new challenges that help me grow. I'm actively seeking a role in Quantitative Research and Trading, where I can contribute to a dynamic team. If you're interested in connecting or discussing potential opportunities, please don't hesitate to reach out at ayushigarg4598@berkeley.edu. Also looking for recommendations for good restaurants to check out in Berkeley. If you have any suggestions, would love to hear them.

Experience

5 yrs 10 mos

Total Experience

3 yrs 9 mos

Average Tenure

2 yrs 1 mo

Current Experience

Point72

2 roles

Quantitative Researcher

May 2024 – Present · 2 yrs 1 mo · New York, United States · On-site

IAC Quantitative Researcher

Oct 2023 – Jan 2024 · 3 mos · United States · On-site

Research on internal fundamental estimates to generate long-short portfolios for US equities based on surprise from market expectations
Explored factor neutralization & contextualisation techniques to boost IR. Achieved backtesting sharpe of 1.96 contributing to improvement of 6 basis points in sharpe on combining with existing book.

Goldman sachs

2 roles

Associate

Promoted

Dec 2021 – Feb 2023 · 1 yr 2 mos

Developed lagged regression model to estimate private market returns using public indices.
Built visualization tools for FX hedging, leverage usage, commitment pacing, portfolio diversification
Analyzed performance persistence of companies in private equity funds
Developed automated estimated capital statements for private equity funds and clients

Analyst

May 2019 – Dec 2021 · 2 yrs 7 mos

Alternative Investments and Manager Selection
Built web tools, PDFs used by Investment Team to do real-time analysis of funds and construct portfolios for clients with customised requirements and do several optimizations for both public & private markets businesses