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Work Background
Open Street Trading, IncFounder
Mar. 2021
BarclaysAVP, Quantitative Trading
Mar. 2018 - Mar. 2021New York, New York- Led research on Algorithmic trading strategies based on statistical and machine learning models. - Algorithms are developed to make semi/ fully discretionary decisions on the micro/millisecond level to trade using market microstructure information. Achieved a 20% uptick in Algo performance with the help of an enhanced probability of fill model. - Developed a pre-trade market impact model using non-linear regression. Managed the development process all the way to production.
BarclaysQuantitative Trading Summer Analyst
Jun. 2017 - Aug. 2017Greater New York City Area- A 10-week rotation program across three trading desks: Equities Central Risk Book, Electronic Quantitative Trading, and Exotic Rates Options. - Worked on the creation of portfolio-level factor allocation and alpha signal generation. Convolutional Neural Nets to understand trading behavior to predict price movements.
Exceed Investments LLCIntern: Quantitative Research
Jul. 2016 - Dec. 2016Greater New York City Area- Work closely with the research team to develop derivatives-based investment strategies for Exceed's funds using MATLAB and Excel. - Simulate and stress test strategies using Monte Carlo simulation and historical backtesting in MATLAB. Perform sensitivity analysis on the risk/return profile of the strategy.
MSCI Inc.Intern: Quantitative Equity Research
Jul. 2014 - Jun. 2015Mumbai Area, India- The core responsibility was to build indexes based on risk premia computed from fundamental and factor data and convex portfolio optimization that ETF providers can use.
Bharat Dynamics LimitedIntern: LRSAM (Long Range Surface to Air Missile) Department
May. 2012 - Jul. 2012Hyderabad Area, India-Designing an interface for algorithmically monitoring and assigning inputs in the assembly process of LRSA Missile. -Building a custom network design for supply chain information processing.
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