Anmol Modi

Anmol Modi Email and Phone Number

Portfolio Researcher at Millennium | IIT Madras @ Millennium
Anmol Modi's Location
Mumbai, Maharashtra, India, India
Anmol Modi's Contact Details

Anmol Modi work email

Anmol Modi personal email

n/a
About Anmol Modi

I am Anmol, passionate about Finance. Skilled in Microsoft Excel, and programming languages - Python,R, Javascript. Successfully graduated with a Dual Degree (B.Tech + M.Tech.) focused in Electrical Engineering and Operations Research from IIT Madras. I have experience working in the information technology and financial industry. I have recently made a switch to Buy-Side and currently working as a Portfolio Researcher at Millennium Management, one of world’s biggest hedge funds.

Anmol Modi's Current Company Details
Millennium

Millennium

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Portfolio Researcher at Millennium | IIT Madras
Employees:
1
Anmol Modi Work Experience Details
  • Millennium
    Portfolio Researcher
    Millennium Oct 2022 - Present
    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
  • Jpmorgan Chase & Co.
    Financial Research Analyst
    Jpmorgan Chase & Co. Oct 2021 - Oct 2022
    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
  • Visa
    Analyst
    Visa Jul 2019 - Oct 2021
    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
  • Visa
    Intern
    Visa May 2018 - Jul 2018
    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
  • Wipro Limited
    Data Science Intern
    Wipro Limited May 2017 - Jul 2017
    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
  • Schneider Electric
    Supply Chain Optimization
    Schneider Electric May 2016 - Jun 2016
    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

Anmol Modi Education Details

Frequently Asked Questions about Anmol Modi

What company does Anmol Modi work for?

Anmol Modi works for Millennium

What is Anmol Modi's role at the current company?

Anmol Modi's current role is Portfolio Researcher at Millennium | IIT Madras.

What is Anmol Modi's email address?

Anmol Modi's email address is an****@****mlp.com

What schools did Anmol Modi attend?

Anmol Modi attended Indian Institute Of Technology, Madras, Choithram School, Indore.

Who are Anmol Modi's colleagues?

Anmol Modi's colleagues are Andrew Parnes, Petra Servanska, Eric Lin, Abel Damergi, Pradip Parajuli, Michele Compagnone, Cameron Mclean.

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