Rahul Kumar Mandal — Co-Founder
Quantitative results: ● Ranked 36 in the National Mathematics Olympiad ● Sectional topper in Chemistry in IIT JEE (one of the world's toughest engineering entrance exams) ● National Qualifier in the Global Quant. challenge - Alphathon which led me secure an offer from WorldQuant. Here I have designed Alphas for the top 2000 NASDAQ equities and achieved results such as sharpness of 3.06, fitness 1.34 and returns/drawdown ratio of 3.09 ● Built a causal research algorithm that identifies and ranks confounding variables. This algorithm acts as a precursor to any prediction or classification or neural network model to enhance the subsequent predictions. Results obtained : The same has been successfully implemented by me at a Big 4 over a Random Forest classifier (improved accuracy by 1000) as well as recently over OLS and Facebook's famous prophet model (reduced the error factors by > 67%) Quant. experiences: ● Macro Research / Geo political risk (from an exclusive background in International Economics and International Trade from IIFT Delhi - India's most premier trade B school) Relevant work: One of my most comprehensive research till date is for Bridgewater Associates Forecasting challenging to model modern mercantilistic behaviour of global economies ● Equity derivative (vol) models (from a brief stint at WorldQuant & elective during Master's in Quant) Relevant work: Built Equity Alphas (with one SuperAlpha for USA NASDAQ markets with sharpness 4.38, fitness of 6.13, RoMaD of 11.08) ● Fixed income (from electives during Master's) Relevant work: Incorporated certain fixed income concepts as part of my overall Macro research for Bridgewater Associates forecasting challenge Overall background: Apart from Quantitative Research, I have also worked in Strategy Consulting & Product Management roles with a cumulative experience of about 9+ years across 7 different industries : Hedge Fund/Quant Trading, Consulting - Retail, Automotive, Internet product, Manufacturing & IT in eclectic roles. Product Management: ● ETark Social : An Instant messaging app that delivers "Full Spam Control" & data democratisation ● ETark : An Instant consumer complaint analysis tool ● LAO : An Intra-city food delivery startup successfully ran and sold to a Hotel chain Strategy Consulting : ● Corporate Strategy ● Go-To-Market Strategy ● Pricing Strategy ● Turn-around Management ● Digital Transformation ● Mergers & Acquisitions
Stackforce AI infers this person is a Quantitative Finance expert with extensive experience in Strategy Consulting and Product Management.
Location: New York, New York, United States
Experience: 9 yrs 1 mo
Skills
- Portfolio Management
- Applied Statistics
- Quantitative Research
- Equity Trading
- Product Management
- Go-to-market Strategy
- Strategy Consulting
- Causal Analysis
- Legal Technology
- Operations Management
- Business Development
- Project Management
Career Highlights
- Ranked 36 in National Mathematics Olympiad.
- Designed Alphas for top 2000 NASDAQ equities.
- Built a causal research algorithm improving prediction accuracy.
Work Experience
NYU Courant Institute of Mathematical Sciences
Mathematics Grader (4 mos)
WorldQuant
Brain User (6 mos)
ETark Social
Founder (1 yr 6 mos)
EY
Senior Consultant (1 yr 5 mos)
ETark (a Microsoft Partnered Venture)
Head of Product & Business (1 yr 7 mos)
WorldQuant
Quantitative Researcher (6 mos)
Steel Authority of India Limited
Operations, Planning, Business Development Manager (3 yrs 5 mos)
IBM
Software Developer (1 yr 2 mos)
Education
Master's degree at NYU Courant Institute School of Mathematics, Computing, and Data Science
Master of Business Administration - MBA at Indian Institute of Foreign Trade
Bachelor of Engineering - BE at Indian Institute of Engineering Science and Technology (IIEST), Shibpur
