vinod bonala

Product Manager

Mumbai, Maharashtra, India11 yrs 9 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in quantitative equity trading strategies.
Proven track record in portfolio optimization.
Strong background in financial modeling and machine learning.

Stackforce AI infers this person is a Fintech expert with strong quantitative research and investment strategy skills.

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Skills

Core Skills

Quantitative FinanceInvestment ManagementQuantitative ResearchPortfolio ManagementSoftware DevelopmentData Management

Other Skills

Algorithmic TradingAnalytical SkillsAsset ManagementC++Credit DerivativesCryptocurrencyData AnalysisData ScienceEconometricsEquitiesFactor SelectionFinancial MarketsHedge FundsInterest Rate DerivativesInterest Rate Products

About

Analyst working in developing investment strategies in global equity markets. Specialities: > Quantitative Equity Trading Strategies > Strategic and Tactical Asset Allocation > Smart Beta Research and Portfolio Optimisation > Statistical and Financial Modelling > Machine Learning

Experience

11 yrs 9 mos

Total Experience

2 yrs 4 mos

Average Tenure

4 yrs 5 mos

Current Experience

Franklin templeton india

Quantitative Researcher

Jan 2022 – Present · 4 yrs 5 mos · India · Hybrid

Aqr capital management

Research Engineer

Mar 2021 – Jan 2022 · 10 mos · Bengaluru, Karnataka, India · Hybrid

Jpmorgan chase & co.

Associate - QR Rates

Apr 2019 – Feb 2021 · 1 yr 10 mos · Mumbai Area, India

> Developed framework to price structured linear interest rate products using money market interest rate curves for intra day trading desks
> experience in pricing linear and exotic interest rate instruments

PricingInterest Rate ProductsStructured ProductsQuantitative FinanceInvestment Management

Boutique investment management firm

Quantitative Researcher - Equity Market Neutral strategy

Feb 2016 – Apr 2019 · 3 yrs 2 mos · Mumbai Area, India

> Factor Selection: Value, Momentum, Profitability, Earnings quality, Betting Against beta and Earnings Announcement related factors
> Factor portfolio construction: QRS/IC, Restricted GLS, Multi-Factor Model
> Factor timing in Multi-Factor Setting: Market Sentiment based factor return prediction
> Portfolio optimization: Constrained - MVO, Robust optimization, Risk parity
> Performance and Risk Attribution: Brinson attribution, Multi-Factor attribution

Factor SelectionPortfolio OptimizationPerformance AttributionQuantitative ResearchPortfolio Management

Forte research systems, inc.

Software Engineer

Jul 2014 – Jan 2016 · 1 yr 6 mos · Bengaluru Area, India

Actively participated in design, coding, creating test scripts, production support, documentation and maintenance/patch deployments of Allegro product.
Independently implemented an application in JAVA to copy records from an existing database to new database Using SOAP API provided by Salesforce.
Extended the application to import data from Excel to customer environment. This helped in acquiring new customers for the application.
Developed a GUI based application in Python to query the frequency of use of features implemented. This helped in tailoring the later implementations to the needs of the customers.

JavaPythonSOAP APISoftware DevelopmentData Management