Jun 2020 – Oct 2022 · 2 yrs 4 mos · Greater Chicago Area

• Building systematic investment strategies on stocks and derivatives using Machine Learning and Statistics.

Oct 2019 – Dec 2019 · 2 mos · San Francisco Bay Area

• Developed equity strategies using macro based style factor timing and NLP based stock selection
• Developed signals for bonds using Machine Learning

Jan 2016 – Feb 2019 · 3 yrs 1 mo · Mumbai Area, India

• Worked in the Model Risk Management team on a diverse range of pricing and risk models, working on projects across different equity and credit derivative products. Deep dived and challenged models based on mathematical soundness and performance. Developed codes to simulate underlying processes, calculate derivative pricing and perform Monte Carlo simulations. Worked on projects such as-
• Equity Option modelling analysis-Simulation of Stock option price and Credit Exposure for Equity options
• Data mining using Latent-factor analysis for firm-wide Credit risk modelling
• CDS Pricing and Credit exposure assessment
• Statistical analysis of firm capital and risk aggregation framework
• Firm-wide Value at Risk(VaR) based internal Market Risk Assessment