Amit Kumar Email & Phone Number

Delhi, India

Gurugram, Haryana, India

Bengaluru, Karnataka, India

*Conducted end-to-end qualitative assessments of Value at Risk(VaR) models, including stressed VaR and Expected Shortfall(ES), delivering key findings to clients as part of the MRM team.*Performed in-depth validation of market risk models, comparing methodologies such as Historical Simulation, Parametric, and Monte Carlo, ensuring accuracy and robustness.

New Delhi Area, India

Serving as a subject matter expert for “Probability and Statistics” on chegg.com, solved 200 queries and problems and got rated with average 80% CF score.

New Delhi Area, India

work on developing and testing statistically-based quantitative long short market neutral portfolio's (medium-frequency equities) trading strategies in python (pandas and sklearn).completed research on 10 research papers and ideas with high sharpe ratio and abnormal returns (Perform statistical analysis of large sets of financial data.perform data.

Chennai Area, India

* Worked on Risk Metric evaluation and computation of three different portfolio performances to get close to actual performance result provided by MSCI Benchmark* India S2 Quant Model- Developed an India specific quant model with the factors used in CapIQ, which involved factor selection, ranking of assets and generating ALPHA coefficient for respective.

Noida Area, India

Analysed the past behaviour of 10 years sales/demand time series data and observed the Trend, Seasonality, and Irregularity of the given set of dataQuantitatively estimated the forecast by applying the Moving Average concept, regression analysis & Time series analysis method.