Mar 2023 – Sep 2024 · 1 yr 6 mos

Aug 2022 – Feb 2023 · 6 mos

• Fixed Income Quantitative Strategist (Desk Strats), Global Banking and Markets Division

Aug 2021 – Jul 2022 · 11 mos · Mumbai, Maharashtra, India

• Fixed Income Research & Equity Exotics Trading desk

Oct 2020 – Dec 2020 · 2 mos · New Delhi, Delhi, India

Apr 2020 – Jun 2020 · 2 mos · Hyderabad, Telangana

• Devised algorithmic trading models for the Indian equity market by replicating seminal research papers. Worked on a number of models including value, growth and arbitrage strategies, such as Piotroski’s F-Score, Mohanram’s G-Score and Momentum. This was done using financial information of all listed Indian firms and back-tested the models using the last 20 years of trading history.
• Optimized a time series model for predicting firms' future EPS using Machine Learning techniques with fundamentals of over 5000 US-based companies. The model performed better than equity analyst estimates in over 37% cases.
• Co-led an effort to coordinate with 15 fellow interns and consolidate loan-level information for over 400,000 secured loans lent to more than 30,000 Indian firms. The work involved web-scrapping and bypassing a standard 'captcha' to obtain information for each firm.

Jan 2020 – Apr 2020 · 3 mos

• Assisting the faculty in setting and evaluating assignments, and helping the students whenever they have any difficulty with the course.

Aug 2019 – Nov 2019 · 3 mos

Aug 2019 – Apr 2020 · 8 mos

• Lead a 3-tier team of 63 members, responsible for conducting keynote speeches on campus. Some noteworthy mentions include Dr Subramanian Swamy, Member of Parliament, Mr Vicky Kaushal, Bollywood Actor and Mr Kalyan Krishnamurthy, CEO Flipkart. Apart from this, I also worked as an HR for the organisation, inducting new members in various teams as and when required.

Aug 2017 – Jul 2019 · 1 yr 11 mos

Oct 2018 – Sep 2019 · 11 mos · Hyderabad, Telangana, India

• I was responsible for building mathematical models (Alphas) to predict trends in the stock market and primarily worked in the ASIA region. These were created using proprietary data which included Price-Volume and Fundamental data sets.