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

• 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

• 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.