Rupan Saharoy

Associate Consultant

Bengaluru, Karnataka, India12 yrs 8 mos experience

Highly Stable

Key Highlights

Over 10 years of experience in quantitative finance.
Expertise in portfolio optimization and risk analytics.
Proven leadership in cross-functional environments.

Stackforce AI infers this person is a Quantitative Finance expert with a strong focus on risk management and financial modeling.

Contact

Skills

Core Skills

Risk ManagementFinancial ModelingQuantitative ResearchPortfolio OptimizationQuantitative InvestingAnalytical SkillsFinancial Markets

Other Skills

Risk ControlModel DevelopmentTeam LeadershipPython (Programming Language)Quantitative ModelsProbabilityRisk AnalyticsGreekLogistic RegressionQuantitative AnalyticsOptionsLeadershipFinancial AnalysisResearch ProjectsQuantitative Risk Analysis

About

Results-driven quantitative strategist with over 10 years of experience at Goldman Sachs, specialising in systematic equity index products, risk premia strategies and financial modelling. Proven expertise in portfolio optimisation and risk analytics, complemented by strong communication skills and leadership exposure in a cross-functional environment.

Experience

12 yrs 8 mos

Total Experience

10 yrs 6 mos

Average Tenure

2 yrs 2 mos

Current Experience

Freelance

Independent Consultant

Apr 2024 – Present · 2 yrs 2 mos · Bengaluru, Karnataka, India

Worked on a small number of independent, part-time consulting projects across product strategy and financial modelling.
E-commerce (Sports): Advised on user segmentation and product discovery for an amateur badminton platform; helped structure a curated learning pathway to improve engagement and inform personalised equipment recommendations.
Healthcare: Built a bottom-up Excel-based financial model to assess the feasibility of rural clinic and hospital expansion, analysing capacity, operating costs, and capital requirements; supported identification and setup of two viable centres.
Personal Finance: Developed a lightweight analytical tool to parse heterogeneous expense statements and generate category-level expense summaries.

Goldman sachs

4 roles

Vice President

May 2021 – Mar 2024 · 2 yrs 10 mos · Bengaluru, Karnataka, India · On-site

Team : Equity Core Quants
Collaborated with various trading desks to design a new marking model and launched the model impacting US and Canadian stocks, helping the desks earn PnL and better pricing capabilities
Engineered a one-stop solution to shift the forward backbone rate from LIBOR to RFRs and spearheaded the migration of major currencies with by coordinating across multiple teams in Equity desk

Risk ManagementFinancial ModelingRisk ControlModel DevelopmentQuantitative ResearchTeam Leadership+14

Vice President

Promoted

Jan 2018 – Apr 2022 · 4 yrs 3 mos · Bengaluru, Karnataka, India · On-site

Team: Systematic Trading Strategies (Single Stocks)
Developed a novel product 'Single Stock ISelect Basket', empowering clients to manage exposure to diverse risk premias and facilitating API-based portfolio submissions
Established in-house capabilities by developing a comprehensive system for creating Stock portfolios independently, cutting costs, speeding up the rebalance and aiding the design and launch of innovative strategies
Improved existing risk premias to align with market dynamics which enabled us to create over 60 upgraded indices in months, significantly enriching the product offerings and driving sales
Collaborated with external partners Axioma, S&P and Solactive to forge robust systems which successfully reconciled over 300 indices daily and published index levels essential for pricing, trading and valuations

StatisticsEquity IndexPerformance AppraisalTrading StrategiesQuantitative ResearchAutomation+9

Associate

Promoted

Jan 2016 – Dec 2017 · 1 yr 11 mos · Bengaluru, Karnataka, India · On-site

Team: Systematic Trading Strategies (Single Stocks)
Integral member of the team which conceived the flagship Equity Factor Index (EFI), assimilating multiple risk premia strategies into a single product
Enhanced EFI to support 4x notional capacity and created 10 new variants, resulting in threefold business growth in a year
Implemented the Tactical Factor Suite, consisting of 72 indices focused on individual risk premia, effectively tapping into the hedge fund market and capturing new business

Quantitative InvestingQuantitative ResearchMicrosoft ExcelQuantitative FinanceQuantitative ModelsFinancial Services+6

Analyst

Jul 2013 – Dec 2015 · 2 yrs 5 mos · Bengaluru, Karnataka, India · On-site

Team: Equity Exotics
Migrated the products priced using Warp to Local Volatility model and recalibrated the correlation marks
Developed features for in-house tradables in C++, improving the range of products offered by the desk

Attention to DetailAnalytical SkillsFinancial MarketsPython (Programming Language)Quantitative ModelsTableau+1