S

Saurabh Baranwal

Associate Consultant

Ghaziabad, Uttar Pradesh, India7 yrs 2 mos experience
Most Likely To Switch

Key Highlights

  • Expert in quantitative models and financial risk management.
  • Proficient in multiple programming languages including Python and C++.
  • Strong experience in developing algorithmic trading strategies.
Stackforce AI infers this person is a Fintech professional with strong quantitative and software engineering skills.

Contact

Skills

Core Skills

Private CreditFinancial Risk ManagementQuantitative AnalyticsPythonC++Data AnalysisAngularSocket Programming

Other Skills

AngularJSCCSSComputer HardwareDatabase Management System (DBMS)DjangoHTMLHigh PressureInternet Protocol Suite (TCP/IP)Jasmine FrameworkJavaJavaScriptKarmaLaTeXMathematics

Experience

7 yrs 2 mos
Total Experience
1 yr 7 mos
Average Tenure
2 yrs 7 mos
Current Experience

Goldman sachs

2 roles

Associate

Promoted

Dec 2024Present · 1 yr 6 mos · Bengaluru, Karnataka, India

  • Working within the Credit Space with bonds, loans, Credit (& Equity) Derivatives
Quantitative ModelsPrivate CreditHigh PressureFinancial Risk Management

Analyst

Nov 2023Dec 2024 · 1 yr 1 mo · Bengaluru, Karnataka, India

  • Private Credit Team - Asset & Wealth Management
StatisticsHigh PressurePrivate CreditQuantitative ModelsQuantitative AnalyticsData Analysis+2

Eightfold

Software Engineer

Aug 2023Nov 2023 · 3 mos · Bengaluru, Karnataka, India · Hybrid

Squarepoint capital

Desk Quant

Jul 2022Jun 2023 · 11 mos · Bengaluru, Karnataka, India · On-site

  • Equity Mid Frequency Trading Team
  • Wrote extensive quantitative code in Python & C++ to contribute to proprietary algorithmic strategy codebase and generate enriched beta hedged and barra-factored PnL for block trading and mid frequency trading strategies.
  • Back tested alpha signals and developed a tool for pipelining leveragable signals, improving performance by 25%
  • Used Python Dash, and SQL, to develop quantitative dashboards for quant traders to analyse trade markout returns, merger & acquisition deals and broker fee commissions being paid out.
  • Implemented C++ scripts for extensive data quality checks to maintain configurable timeseries data.
PythonC++Data AnalysisSQL

Morgan stanley

Technology Analyst Intern

May 2021Jul 2021 · 2 mos · Mumbai, Maharashtra, India

  • 1. Developed a user training Step-by-Step guided tour, using wrapper
  • library Angular Shepherd, for an application that dealt with netting
  • trade cash flows into a desirable set of payments, thereby reducing
  • transactional costs. Tour displays information about every feature of
  • the UI.
  • 2. Performed extensive testing for Angular Application using Jasmine,
  • Karma and Protractor Framework.
  • 3. Technologies Used: TypeScript, Angular, HTML, SCSS
  • Wrapper Libraries: Angular Shepherd
  • For unit testing: Jasmine , Karma
  • Fro end-to-end testing: Protractor
AngularTypeScriptHTMLSCSS

Shibaura institute of technology

Research Exchange Intern

Mar 2021May 2021 · 2 mos · Tokyo, Japan

  • Worked under Professor Isao Sasano over research themes relating to LR Parsing, Syntax Completion Techniques and Graph structures associated with them

Samsung india

Research And Development Intern

May 2020Jul 2020 · 2 mos · Bengaluru, Karnataka

  • Software Engineering, Samsung R&D Institute, Bangalore
  • TCP/UDP Connection Traffic Classifier
  • 1. Designed a tool that classifies TCP/UDP protocol based applications based on several Quality of Service (QOS) parameters like connection duration and data transfer.
  • 2. Implemented modules monitoring and storing connection behaviour of different applications and predicting their nature by analysing based on their past Connection history by following a devised mathematical technique
  • Technologies used: Socket programming, Threaded programming
  • Domains learnt: TCP/IP Connection behaviour, Data analysis and Prediction modelling
Socket ProgrammingData Analysis

Student's web committee (swc), iit guwahati

Web Developer

Jan 2020Feb 2020 · 1 mo

Debating society, iit guwahati

Manager of Events

Mar 2019Apr 2020 · 1 yr 1 mo · Guwahati Area, India

  • Represented IIT Guwahati in 10+ national parliamentary debate tournaments across India. Managed and organised debates for campus community.

Csea, iit guwahati

Branch Representative

Jan 2019Jun 2022 · 3 yrs 5 mos · Guwahati Area, India

  • Branch Representative for IITG CSE Batch 2018-22. My work included acting as a medium between administration and students, organizing events that concern the batch and acting as a voice of the entire batch on various issues and communicating it to professors/administration.

Education

Indian Institute of Technology, Guwahati

Bachelor of Technology - BTech — Computer Science

Jan 2018Jan 2022

Delhi Public School Ghaziabad Society

Schooling (Class 10th — Class12th)

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