QUANT RESEARCHER & ML ENGINEER
Building systematic strategies across Fixed Income, Equities & Derivatives with a first-principles, scalable approach.
I'm a dedicated Quant Researcher and Machine Learning Engineer based in Bangalore, with a history of meeting company goals through consistent and organized practices.
Skilled in Financial Engineering, Machine Learning, Python, SQL, and Big Data, I adopt a scalable, first-principles approach to deliver efficient results under time constraints and fast-paced environments.
I'm well-versed in multiple financial asset classes including Fixed Income, Equities, and Derivatives. Currently working at State Street Investment Management on systematic active Fixed Income strategies.
A systematic framework to model, decompose, and stress test rate curves as a macro risk factor across asset classes. Includes NSS yield curve estimation.
Working paper: "Decoding Nifty 50 Factors" — Implementing the Carhart 4-factor model on Indian equities with Fama-French methodology for the Indian market.
Comprehensive data and code for research on options strategies — pricing models, Greeks analysis, and systematic strategy development.
Research studies related to the crypto domain — on-chain analytics, market microstructure, and quantitative strategies for digital assets.
Portfolio of quantitative research: Markowitz optimization, ML in finance, technical indicators, Monte Carlo simulations, and backtesting frameworks.
Collection of machine learning and deep learning projects including classification, regression, NLP, and neural network architectures.
Factor Models, Alpha Generation, Risk Attribution, Performance Attribution, Portfolio Construction, Optimization
Deep Learning, TensorFlow, Markov Models, GARCH, Time Series Forecasting, Feature Engineering
NumPy, pandas, scikit-learn, SciPy, Statsmodels, Production-grade pipelines, Low-latency systems
Data Lake Architecture, Pipeline Design, Data Validation, Cleaning, Storage, Big Data
GCP, Cloud Deployment, Scalable System Design, Monitoring & Alerting, CI/CD
Fixed Income, Equities, Derivatives, MBS, Commodities, Emerging Markets, Options Pricing
WorldQuant University
Oct 2020 — Sep 2022SVNIT Surat, Gujarat
Jul 2014 — May 2018Interested in collaborating or discussing quant research? Feel free to reach out.