Mrityunjai Singh

AI Researcher

India6 mos experience

Key Highlights

  • Expert in quantitative research and machine learning applications.
  • Proven track record in developing advanced financial models.
  • Strong foundation in statistics and econometrics.
Stackforce AI infers this person is a Fintech expert with strong quantitative and machine learning capabilities.

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Skills

Other Skills

AlgorithmsAnalytical SkillsApplied MathematicsC (Programming Language)C++Chartered Financial AnalystCloud FirestoreCommunicationComplex AnalysisComputer ProgrammingComputer VisionCritical ThinkingData AnalysisData ScienceData Structures

About

I’m a Software Engineer with a strong academic foundation in Statistics, Econometrics, and Machine Learning. My professional experience spans infrastructure engineering at a proprietary trading firm and full-stack development for a CRM platform. I have a particular interest in Artificial Intelligence, with hands-on work in applied machine learning for healthcare, large language model retrieval, and Retrieval-Augmented Generation (RAG). My background combines rigorous technical problem-solving with practical engineering, enabling me to build systems that are both scalable and intelligent. statistical analysis, quantitative analytics, machine learning, time series modelling, deep learning, large datasets, reinforcement learning Languages: C++, Python, Rust Frameworks: pandas, numpy, pytorch, scikit-learn, quantlib Technologies: git, docker, bloomberg, excel, linux, bash scripting Areas: Concurrency, Multithreading, Operating Systems, financial markets, instruments, trading, large language models Programming: OOP, Code Design with SOLID principles, Design Patterns SQL Coursework: Asset Management, Derivative Securities, Bond Math, Trading Protocols, Investment & Portfolio Management, Reinforcement Learning, Statistical Data Mining, Stochastic Calculus, Statistics for Financial Engineering, Probability & Statistics, Monte Carlo, Optimization, Learning with Big Messy Data, Python for Finance, Big Data

Experience

6 mos
Total Experience
6 mos
Average Tenure
--
Current Experience

Hivemind capital

Quantitative Researcher

Nov 2024Jan 2025 · 2 mos

  • Researched a dynamic regime-aware, technicals-focused trading strategy for the top 20 cryptocurrency tokens in spot markets
  • Designed a framework to dynamically and implicitly identify market regimes (using Hidden Markov Models) and explored advanced portfolio construction techniques tailored to these regimes

Blackrock

Quantitative Researcher

Jun 2024Aug 2024 · 2 mos · San Francisco, California, United States

  • Developed superior forecast models for market return skew using implied skew methodologies, outperforming traditional baselines based on historical skew and Fama-French factor returns
  • Calibrated market-implied risk-neutral probability density functions (MPDs) for the S&P500 index by applying the Breeden-Litzenberger approach to interpolated option price curves
  • Applied a factor model to decompose risk and explain portfolio performance by clustering the residual returns instead of using the factor loadings to explain the portfolio returns
  • Explained the comovement in the clusters using an LLM augmented with chunked text data from 10-K SEC filings and unscheduled news from yahoo finance’s RSS for Blackrock’s LTCU portfolio

Tensorfox

Quantitative Developer

Aug 2023Mar 2024 · 7 mos

  • Implemented advanced statistical techniques like two-scale realized volatility to enhance market-making strategies.
  • Built a Rust-based research library with a Python interface for efficient model calibration and data analysis workflows.

Salesforce

Software Engineering Intern

Jun 2022Jul 2022 · 1 mo

  • Optimized utilities billing using Linear Programming to meet the demands of customers wanting a better calibration of the billing with rebates received; presented a demo to management winning our team job offers

Education

University of California, Berkeley

Master's in Financial Engineering

Jan 2024Jan 2025

University of California, Berkeley, Haas School of Business

Master's in Financial Engineering (MFE)

Indian Institute of Technology, Delhi

Bachelor of Technology - BTech — Mathematics and Computer Science

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