Anmol Modi Email & Phone Number

Mumbai, Maharashtra, India

-> Work on generation of investment research for European PMs by studying their factor exposures and attributing their risk and PnL to factor models-> Study factor moves on a daily basis and figure out micro and macro economic events responisble for these moves.-> Monitor metrics like volatility, reversion risk, contribution of factors to risk and alpha risk decomposition and talk with PMs in case of adverse changes in these metrics-> Analyzed Country, Sector and Industry Exposures of factors for different regional models based on Factor Loadings of the stocks-> Created a Backtesting framework for factor models and created L/S portfolios for computing various perfromance metrics like Annualised Return, Volatility, Sharpe Ratio, Drawdowns and Information Coefficient in both Total and Alpha Space to see how factor tails are performing

Mumbai, Maharashtra, India

Quant and Derivatives Strategies, Global Research Center-> Responsible for developing quantitative factor based models and delivering trading strategies to buy-side clients-> Contributed to the development of Python based Backtesting Framework for testing Quant Strategies by comparing Long Short portfolios against historical returns-> Worked on creating Smart Activity Monitor (SAM), a tool using Macroeconomic Indicators to predict the state of US Economy including Recession Fears across Financial, Consumer and Industrial sectors-> Created a Quantitative Screen comprising of Statistical Metrics for 50 Factors using Python and SQL-> Formulated an automated process to gather and deliver FX, Commodities and Dividend Forecasts for Australian Stocks

Bengaluru, Karnataka, India

- Responsible for product management and development of Python based Cybersecurity tool - Penetration Testing Tool, assisting Cybersecurity Red Team analysts in protecting VISA applications from hacker attacks and data breaches- Managing VISA Secure Vulnerability Scoring (VSVS), a product predicting the severity of vulnerabilities via CVSS-based scores and currently used by security analysts all across VISA- Contributed to VISA Commons Security (VCS) Library to create a uniform logging mechanism for applications across VISA- Worked on API automation of Shiftleft Portal, aiming to detect hacking opportunities as early as possible- Awarded 2nd Prize among 30 teams at ‘Capture the Flag’ hacking competition organized across VISA Bangalore

Bengaluru Area, India

•Received Pre-Placement Offer for contribution to VISA Open-Source Vulnerability Management (VOVM)•Developed the end-to-end security tool to analyse applications and identify open source vulnerabilities and threats•Integrated the tool with applications across VISA to help prevent massive breaches of highly sensitive data•Got an opportunity to attend the VISA Intern Summit at San Francisco and interact with VISA corporate leaders

Bengaluru Area, India

- Worked on Network Analytics Solution (NAS)- a high-end R&D venture of Wipro- Built a Machine Learning Model with 92.85% accuracy to predict the video quality on a wireless 4G/LTE network- Developed the classification model by running algorithms on dataset containing 33 KPIs (features) - Designed an Analytics Engine to monitor the network and initiate corrective action for improving user experience

Chennai Area, India

- Reduced the changeover time of the Pad Printing Process by 53% by implementing supply chain optimization methods - Increased the overall production rate of MCBs at the plant by 6+% from 6000 to 6450 MCBs per hour for an assembly line

Dual Degree (B.Tech + M.Tech.), Electrical Engineering

Education record

Excellent Academic Performance being the overall topper for 4 consecutive years from 2008-12. Adjudged the best badminton player for 3.