Worked on Market Mix modelling for CPG company.

• Developed & deployed a Stock recommendation system & scoring model which would identify best accumulation patterns and calculate future statistics like entry, exit points, target, stop-loss & strike rate by analysing historical data.• Developed & deployed Low Volatility model with complete 11 years of end-to-end analysis & back testing models like stock selection, weight allocation, regular re-balancing & generating model performance & optimized model to get maximum Sharpe… Show more • Developed & deployed a Stock recommendation system & scoring model which would identify best accumulation patterns and calculate future statistics like entry, exit points, target, stop-loss & strike rate by analysing historical data.• Developed & deployed Low Volatility model with complete 11 years of end-to-end analysis & back testing models like stock selection, weight allocation, regular re-balancing & generating model performance & optimized model to get maximum Sharpe ratio.• Developed & deployed a short-term stock recommendation model where a walk-forward machine learning technique was used to train & test the model at specific intervals to learn more current data patterns.• Performed Data Engineering ETL tasks & scheduled jobs involving the use of API's for data gathering, data cleaning & transforming data for existing databases & various CRUD operations.• Database architecture designing for easy use of data in training models & front – end & back – end side as well.• Automated Client reports and In-house reports for the marketing team.• Deployed Data-fixes, Code-fixes, and Bug-fixes for the identified fallout in REST API. Show less

• Worked with hedge fund based out of the USA where responsibilities included research and development of Machine Learning based investment strategies for the mandates or list of symbols/markets of client’s interest.• Strategies require understanding various indicators for each mandate and choice of Machine Learning & AI techniques to go along with them and certain forecasting libraries like FbProphet.