Anshul Singhal Email & Phone Number

Durham, North Carolina, United States

New York City Metropolitan Area

Atlanta, Georgia, United States

Researching on glide paths for Target Date Funds under the guidance of program director, Dr. Sudheer Chava

Gurgaon, Haryana, India

• Played a pivotal part in research and development of Long-Short (Delta-neutral) strategy in Indian and Brazil markets with AUM of more than $50M and minimizing drawdowns; 35% annualized returns contributing to 30% of the overall revenue in Algo trading• Built signals based on mean-reversion and momentum using technical and fundamental indicators for trading equity, commodity futures• Carried out TCA for different strategies using the historical transactions and post-trading data;… Show more • Played a pivotal part in research and development of Long-Short (Delta-neutral) strategy in Indian and Brazil markets with AUM of more than $50M and minimizing drawdowns; 35% annualized returns contributing to 30% of the overall revenue in Algo trading• Built signals based on mean-reversion and momentum using technical and fundamental indicators for trading equity, commodity futures• Carried out TCA for different strategies using the historical transactions and post-trading data; analyzed the VaR and ES for portfolios• Created alphas for low-frequency momentum-based strategy for the Indian Market; AUM ~$14M and 28% annualized returns• Analyzed tick level data to build a directional strategy based on pressure in the order book and filtered trades based on VWAP etc.• Spearheaded customized portfolio goal-based advisory for Indian and US HNI clients based on risk profiling using MFs and ETFs; optimized the Debt-Equity allocation using Efficient Frontier methodology with automated monthly rebalancing on the AWS server• Devised Transition Optimization algorithms by maximizing utility function for US sectoral ETF portfolios; collaborated with Interactive Brokers and drove the company’s business in Robo Advisory space by 2x, coming in top 5% amongst 30 people in the strategy team• Created synthetic debt portfolios using different duration debt MFs; studied the impact of interest rates and calculated credit rating• Benchmarked custom-created portfolios against the generic debt and equity benchmarks improving the overall analysis of the portfolio• Researched and launched Stocks, Debt, and Factor-based ETFs portfolios on India’s largest brokerage firm platform (Zerodha) Show less

Pune, Maharashtra, India

• Devised an in-house OCR engine from scratch to automate the document processing task and increase efficiency by more than 30%• Handled scanned image data relating to invoices, bank schedules, and demand drafts from 350 financial institutions over 6 months• Employed Tesseract to obtain key-value pairs data after applying image processing techniques like Erosion, Contour Detection, etc.

Masters, Financial Engineering, 3.72/4.0

Key Coursework: Stochastic Processes in Finance Numerical Methods Derivative Securities Financial Optimization Time Series Analysis.

Pgdba, Business Analytics

Key Coursework: Marketing Management Organizational Behaviour Financial Reporting and Analysis Corporate Finance Game Theory Computational.

Pgdba, Business Analytics

Key Coursework : Foundations Of Algorithm Design & Machine Learning Regression and Time Series Models Complex Network Data Science Lab.

Pgdba, Business Analytics

Key Coursework: Stochastic Processes and Applications Statistical Structures in Data Inference Computational For Data Sciences Fundamental.

Bachelor Of Technology (B.Tech.), Electronic And Communications Engineering Technology

Education record