• Responsible for conducting quantitative research with a focus on statistical and predictive alpha models for equity markets• Handle all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, performance monitoring and backtesting• Developed infrastructure to deploy and manage strategies in production for real time trading• Primary focus on long-short market and industry neutral, medium frequency strategies with average holding period of 2 weeks• Monitoring real time execution and overall performance• Everyday performing pre and post trade analysis of trades to continuously improve upon market impact and execution slippage

• Quantitative analyst conducting research in the area of factor risk modelling, portfolio optimization, hedging, portfolio trade scheduling, market micro structure research, market impact modelling, liquidity prediction

Quantitative AnalystEquity risk modeling

• Research and development projects on portfolio construction, risk modelling, strategy back-testing and hedging• Managed the complete risk modelling and analytics infrastructure• Worked on various clients custom projects primarily related to portfolio optimization and historical back-testing