Monil Kataria

CEO

London, United Kingdom10 yrs 10 mos experience

AI EnabledHighly Stable

Key Highlights

14 years of experience in quantitative finance.
Expert in machine learning applications in finance.
Proven track record in index research and trading strategies.

Stackforce AI infers this person is a Fintech expert specializing in quantitative research and algorithmic trading.

Contact

Skills

Core Skills

Quantitative ResearchIndex ResearchEquity Risk ModelingTrading Strategies

Other Skills

BacktestingArtificial IntelligenceEquity Risk ModelEquitiesFuturesHierarchical Risk ParityRisk ParityPortfolio OptimizationStatistical ArbitrageFinancial MarketsComputer ScienceMathematical ModelingMathematicsQuantitative FinanceQuantitative Analytics

About

Quantitative researcher with over 14 years of experience, **hold full Right to Work in the UK**, offering broad expertise across multiple domains in finance, spanning index research, equity risk factor models, and algorithmic trading. Demonstrated expertise in developing and optimizing index solutions and trading strategies, building robust backtesting, risk management, and performance analysis frameworks. Adept at leveraging machine learning techniques to enhance decision-making and research workflows. Deeply passionate about machine learning and AI, and its transformative potential in quantitative finance, with a strong commitment to continuous learning and innovation. Actively seeking quantitative research roles in Index research/systematic investing domains.

Experience

10 yrs 10 mos

Total Experience

2 yrs 8 mos

Average Tenure

Current Experience

Msci inc.

2 roles

Vice President - Quantitative Index Research (Private Capital and Real Assets)

Feb 2024 – Oct 2024 · 8 mos · Mumbai, Maharashtra, India

Designed and developed Pre-IPO Secondary Market Index for a major banking client aiming to launch a USD 200M passive fund capturing secondary market liquidity
Spearheaded AI adoption as a member of firmwide AI Champions program, exploring LLM applications in index research

BacktestingArtificial IntelligenceQuantitative ResearchIndex Research

Vice President - Quantitative Index Research (Public Equities)

Jun 2022 – Feb 2024 · 1 yr 8 mos · Mumbai, Maharashtra, India

Conducted research and backtests on new ML Factor, existing Enhanced Value and updated results of Min-Vol indices
Played a key role in building firm-wide Index Validation framework, covering majority indices in production
Analysed impact of ESG rating changes on stock returns for internal legal team evaluating trading restrictions on ESG events
Developed a GPT-4 powered tool to identify public firms involved in private equity investment from 10K business descriptions

BacktestingArtificial IntelligenceQuantitative ResearchIndex Research

Equity data science

Vice President - Product & Quant

Feb 2021 – Jun 2021 · 4 mos · Mumbai, Maharashtra, India

Web-based modules catering to multiple hedge-fund clients :
Factor Risk-Return attribution of portfolios using MSCI/Wolfe Factor Models
Stock Screening using MSCI Factor Lab and Hedge-fund Crowding data

Equity Risk ModelEquitiesQuantitative ResearchEquity Risk Modeling

Zeyo.io

Co-Founder - Product & Tech

Oct 2017 – Dec 2019 · 2 yrs 2 mos · Mumbai

Aimed at building SaaS based Sales Analytics solutions for subscription based SaaS companies
Developed MVP to automate Sales Commission Payout process to win 3 anchor clients

Msci inc.

Senior Associate - Model Engineering (Factor Analytics)

Oct 2013 – Oct 2017 · 4 yrs · Mumbai Area, India

Managed proprietary Equity Risk Factor Modelling framework (ERP), collaborated cross-functionally to integrate methodology enhancements to the framework, conducted training sessions on Barra Factor Model methodology to internal teams
Replicated high-revenue factor models (EUE4, GEM3) from SAS to MATLAB and launched the South Africa model (SAE4)

Equity Risk ModelEquitiesQuantitative ResearchEquity Risk Modeling

Alphagrep securities

2 roles

Senior Associate - Quantitative Research and Trading

Promoted

Jan 2011 – Oct 2013 · 2 yrs 9 mos

Backtest and Live implementation of mid-frequency intraday Momentum trading strategies discovered using Genetic Algorithms on technical indicators
Implemented TWAP/VWAP execution strategies to minimize market impact

BacktestingFuturesQuantitative ResearchTrading Strategies

Associate - Quantitative Research and Trading

Aug 2009 – Jan 2011 · 1 yr 5 mos

Backtest and Live implementation of Pairs Trading Strategy on NSE Equity derivatives.
Development of various in-house frameworks for various Portfolio Management tasks; trade consolidation, risk management and performance analysis

BacktestingFuturesQuantitative ResearchTrading Strategies