Pratyush Upadhyay

Product Manager

London, England, United Kingdom3 yrs 3 mos experience
AI EnabledAI ML Practitioner

Key Highlights

  • 6+ years of trading experience across asset classes.
  • Winner of Bloomberg Trading Challenge, top 10% globally.
  • Expert in designing data-driven trading systems.
Stackforce AI infers this person is a Fintech professional with expertise in quantitative trading and algorithm development.

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Skills

Core Skills

Full-stack DevelopmentFinancial TechnologyAlgorithmic TradingMachine Learning

Other Skills

Amazon Web Services (AWS)Analytical SkillsAngularAngular Command Line Interface (CLI)Angular MaterialAngularJSArtificial Intelligence (AI)Attention to DetailBalance Sheet ReviewBusiness AnalyticsBusiness RequirementsBusiness-to-Business (B2B)C++Coding StandardsCommunication

About

📈 Quant & Algo Trader | MSc Financial Technology at Imperial College London | 6+ years of trading experience across asset classes I’m a quantitative developer and trader passionate about designing and deploying data-driven, statistically robust trading systems. With a strong foundation in financial econometrics, market microstructure, derivatives pricing, and systematic trading strategies, I bring both technical acumen and real-market intuition to the table. 🔧 Hands-on with real-time and live-deployed strategies: • Ultra-low latency arbitrage bot: Built for Indian equities (NSE-BSE); live deployed with a Sharpe ratio of 3+ • Crypto perpetual-forward arbitrage strategy: On-chain deployment using Kelly criterion for risk optimization • Dynamic cointegration pair trading: Kalman filter-based hedging with real-time tick data integration • Sentiment-based trading: Twitter NLP (VADER) + momentum overlays to trade FX and equities during macro shifts 💻 Technical stack: Python (Pandas, NumPy, statsmodels, scikit-learn), C++, SQL, Java, Bloomberg, Spring Boot, NLP, Azure 🏆 Achievements: • Winner, Bloomberg Trading Challenge @Imperial (Top 10% globally) • Featured on India’s leading finance podcasts for insights on derivatives and systematic strategies • Research indexed on Google Scholar | Published deep learning framework for accessibility 👨‍💻 Previously worked at Tata Consultancy Services as a full-stack developer building scalable FinTech solutions. 🔍 Actively seeking: Quantitative research, systematic trading, or algo strategy roles — where I can contribute to signal discovery, alpha generation, or model implementation in live markets. Let’s connect if you’re hiring for quant/algo roles or want to talk about market inefficiencies, strategy back testing, or low-latency execution and programming.

Experience

3 yrs 3 mos
Total Experience
2 yrs
Average Tenure
1 yr 3 mos
Current Experience

Blockhouse

2 roles

Quantitative Trader

Sep 2025Present · 9 mos · London Area, United Kingdom · Hybrid

Quantitative Researcher

Jun 2025Oct 2025 · 4 mos · London Area, United Kingdom · Hybrid

  • https://blockhouse.app/

Daler trading

Quantitative Trader

Apr 2025Jun 2025 · 2 mos · London Area, United Kingdom · On-site

  • https://dalertrading.com/

Rosa & roubini

Digital Asset Quant Advisor

Mar 2025Present · 1 yr 3 mos · London Area, United Kingdom

  • https://rosa-roubini.com/the-team/

Tata consultancy services

Full-stack Developer

Aug 2022Aug 2024 · 2 yrs · Pune, Maharashtra, India · On-site

  • https://www.tcs.com/
Full-stack DevelopmentSoftware Development Life Cycle (SDLC)Financial Technology

Indian institute of management, indore

Quantitative Analyst

Apr 2020Jul 2020 · 3 mos · Indore, Madhya Pradesh, India

  • This project develops an algorithmic trading strategy using machine learning to predict stock prices and optimize trading decisions. It involves collecting and preprocessing historical stock data, engineering features like moving averages and sentiment analysis, and using machine learning models such as Random Forest and LSTM for predictions. Trading rules are developed based on model outputs, incorporating risk management measures like stop-loss and take-profit levels. The strategy is backtested on historical data to evaluate performance using metrics like Sharpe Ratio and Maximum Drawdown. Tools and technologies include Python, Pandas, Scikit-learn, TensorFlow, and data sources like Yahoo Finance and Alpha Vantage. The project aims to produce a profitable trading strategy with thorough documentation, visualizations, and a detailed report for future reference.
  • Tools and Technologies:
  • Languages: Python, R
  • Libraries: Pandas, NumPy, Scikit-learn, TensorFlow, Keras, Matplotlib
  • Data Sources: Yahoo Finance, Alpha Vantage, Quandl
  • Environment: Jupyter Notebook, PyCharm
  • Version Control: Git, GitHub
  • Expected Outcomes:
  • A documented machine learning model for stock prediction.
  • A profitable algorithmic trading strategy verified by backtesting.
  • Visualizations and performance metrics highlighting strategy strengths.
  • A detailed project report for future reference.
Machine LearningAlgorithmic TradingData Analysis

Education

Imperial College London

Master's degree — Financial Technology

Jan 2024Sep 2025

Imperial Business School

MSc — Financial Technology

Jan 2024Sep 2025

Bharati Vidyapeeth

Bachelor of Technology - BTech — Computer Science

Jan 2018Jan 2022

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