Sanskriti Jain

Operations Associate

Faridabad, Haryana, India1 yr 4 mos experience

Most Likely To Switch

Key Highlights

Proficient in Machine Learning and Quant Finance.
Developed an ML-based trading model with 77% accuracy.
Selected for JP Morgan's Quantitative Research Mentorship Programme.

Stackforce AI infers this person is a Fintech professional with strong expertise in quantitative finance and machine learning.

Contact

sanskriti.jain@aexp.com LinkedIn

Skills

Core Skills

Quantitative FinanceFinancial MarketsMachine LearningQuantitative ResearchMentoring

Other Skills

AlgorithmsAnalytical SkillsC (Programming Language)C++CommunicationData AnalysisData ModelingData StructuresData VisualizationDeep LearningDerivativesEconometricsEnglishExcelFutures

About

A final year undergraduate at IIT Delhi pursuing five-year Integrated B.Tech and M.Tech in Mathematics and Computing. Previously interned at JPMorgan Chase & Co. and QuantInsti Quantitative Learning Pvt Ltd. Also been a mentee as a part of JP Morgan Chase Quantitative Research Mentorship Programme. Interested in Machine Learning and Quant Finance. Proficient in Java, Python and DSA.

Experience

1 yr 4 mos

Total Experience

8 mos

Average Tenure

11 mos

Current Experience

American express

Analyst - Data Analytics

Jul 2025 – Present · 11 mos · Gurugram, Haryana, India · Hybrid

Lcx

Quant Trader Intern

Jan 2025 – Mar 2025 · 2 mos · Hybrid

Jpmorgan chase & co.

Quant Modeling Intern

May 2024 – Jul 2024 · 2 mos · Mumbai, Maharashtra, India · On-site

Independently implemented and validated a model for volatility smile interpolation for pegged FX currency pairs in Excel.
Developed benchmark model for comparison and validation purposes in the Model Risk Governance and Review (MRGR) department.

DerivativesFinancial MarketsPython (Programming Language)Quantitative FinanceMicrosoft Excel

Stealth mode

Machine Learning Engineer

Feb 2024 – May 2024 · 3 mos · Remote

Engineered an ML-based swing trading model (77% accuracy) to predict market movements for the ^NSEBANK index.
Implemented a multilayer perceptron model for signal prediction and enhanced model performance across key metrics.

Financial MarketsPython (Programming Language)Machine LearningQuantitative Finance

Quantinsti

Quant Intern

Mar 2023 – Jul 2023 · 4 mos · Mumbai, Maharashtra, India · Remote

Worked on developing quant-related content, focusing on machine learning, momentum strategies and options.
Authored technical blogs on Cholesky decomposition, reinforcement learning, and cross-sectional momentum trading.

DerivativesQuantitative ResearchQuantitative FinanceFinancial MarketsPython (Programming Language)