Harsh Mishra

Product Engineer

New York, New York, United States5 yrs 4 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in developing quantitative trading strategies.
Proficient in statistical modeling and machine learning.
Strong background in financial markets and trading systems.

Stackforce AI infers this person is a Fintech professional specializing in quantitative trading and algorithmic strategies.

Contact

Skills

Core Skills

Quantitative TradingExecution ResearchQuantitative AnalysisStatistical ModelingSoftware DevelopmentAlgorithmic Trading

Other Skills

Alpha GenerationAnalytical SkillsAsset AllocationAutomated TradingCC++Computer ScienceCost ReductionData AnalysisData MiningData ScienceDeep LearningDerivativesDynamic Order SlicingElectronic Trading

About

My work deals with developing mathematical and statistical models to identify trends and inefficiencies in the markets and finding ways to capitalize on them. I also work on finding optimal methods of trade execution. My academic interests are Quantitative Trading and Research, High Performance Computing, and Machine Learning. At my leisure, I like to read non-fiction, participate in a few rounds of poker, and play the guitar badly.

Experience

5 yrs 4 mos

Total Experience

1 yr 4 mos

Average Tenure

2 yrs 10 mos

Current Experience

Untl

2 roles

Quantitative Trader

Aug 2023 – Present · 2 yrs 10 mos · New York, New York, United States · On-site

Quantitative Trader

Apr 2021 – Jan 2023 · 1 yr 9 mos · New York, New York, United States

Develop, test and maintain mathematical models for market making, market forecasting and transaction cost analysis.
Use statistical, mathematical, and machine learning approaches to model intraday behavior.
Perform advanced computerized quantitative analysis, involving the use of quantitative methodologies including linear and non-linear optimization, Monte Carlo simulations, statistics, and numerical methods, to aid in the development and maintenance of additional execution optimization and alpha seeking strategies.
Analyze large datasets to identify market trends and inefficiencies.
Employ programming languages and technologies, including C, C++, R, SQL, Python, Perl, and VBA, to ensure the accurate implementation of the models on various analytical platforms.
Communicate with internal PMs and traders to explain the workings of the models.
Lead in-house development of software focused on risk management, transaction cost analysis, market monitoring, and more.

Mathematical ModelsStatistical AnalysisMachine LearningOptimizationData AnalysisProgramming+2

Alphagrep

Quantitative Trader

Jan 2023 – Jul 2023 · 6 mos · New York, New York, United States · On-site

Developed short term intraday quantitative trading strategies for futures on the CME.
Conducted extensive execution research on limit order book (LOB) based execution, pegging frequency, optimal participation rate and dynamic order slicing to reduce costs and market impact.

Quantitative TradingExecution ResearchLimit Order BookDynamic Order SlicingCost Reduction

Nvidia

Software Engineering Intern

Mar 2019 – Jun 2019 · 3 mos · Bengaluru Area, India

Worked on the Thermal driver for the autonomous driving team of Nvidia. Wrote scalable C and C++ code that was integrated into the codebase.

CC++Scalable CodeThermal DriverSoftware Development

Evermore stock brokers pvt ltd

Algorithmic Trading Summer Intern

Jun 2017 – Jul 2017 · 1 mo · Gurugram

Building and Testing Quantitative Trading Strategies for different equities and derivatives, both intra and inter day while using options to hedge exposure.

Quantitative Trading StrategiesTestingOptions HedgingAlgorithmic Trading