Shaan Lehal
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Shaan Lehal Email & Phone Number

Carnegie Mellon University | Double Majoring in Statistics and Machine Learning & Computer Science at Mariner Investment Group, LLC
Location: Pittsburgh, Pennsylvania, United States 2 work roles 2 schools
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Role
Carnegie Mellon University | Double Majoring in Statistics and Machine Learning & Computer Science
Location
Pittsburgh, Pennsylvania, United States
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Who is Shaan Lehal? Overview

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Shaan Lehal is listed as Carnegie Mellon University | Double Majoring in Statistics and Machine Learning & Computer Science at Mariner Investment Group, LLC, a company with 114 employees, based in Pittsburgh, Pennsylvania, United States. AeroLeads shows a matched LinkedIn profile for Shaan Lehal.

Shaan Lehal previously worked as Quantitative Trading Intern, Fixed Income Relative Value at Mariner Investment Group, Llc and Intern at Gen Ii Fund Services. Shaan Lehal holds Majoring In Statistics & Machine Learning And Computer Science from Carnegie Mellon University.

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Mariner Investment Group, LLC

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Profile bio

About Shaan Lehal

I am currently pursuing a double major in Statistics and Machine Learning and Computer Science at Carnegie Mellon University. I am passionate about capital markets and applying my mathematical and technical skillset to find opportunities for increasing alpha. In addition to my rigorous coursework in these fields, I have had significant internships at financial firms in which I have contributed value. I have an insatiable curiosity and I am actively looking for new challenges that push my intellectual boundaries and build on my past experiences.

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Shaan Lehal's current company

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Mariner Investment Group, LLC
Mariner Investment Group, Llc
Carnegie Mellon University | Double Majoring in Statistics and Machine Learning & Computer Science
new york, new york, united states
Employees
114
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2 roles

Shaan Lehal work experience

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Quantitative Trading Intern, Fixed Income Relative Value

Current

New York City Metropolitan Area

  • Ideated, implemented, and back-tested statistical arbitrage strategies—interest rate butterfly mean reversion trading models for US Treasuries and British Gilts factoring for repo rates and slippage from the bid-ask.
  • Deployed a grid search algorithm to fine-tune parameters, continually adjusting for new market dynamics.
  • Built a custom Python library to back test and validate proprietary strategies over a large dataset dating back to 1994, ensuring optimal historical… Show more
  • Built a custom Python library to back test and validate proprietary strategies over a large dataset dating back to 1994, ensuring optimal historical performance through various economic cycles and maximizing future.
  • Created a real-time forward rate model using the Quantlib library to optimize repo agreements—eliminating the current Excel spreadsheet model.
  • Automated large data set collection for testing models to optimize algorithms using the Bloomberg BLP API. Show less
Jun 2024 - Present

Intern

New York, United States

  • Harnessed OCR-based AI to transform unstructured data into structured formats, slashing data sourcing time from 2 days to mere minutes.
  • Interviewed SMEs to analyze data and business process flows, identifying opportunities for automation.
  • Managed the end-to-end machine learning data lifecycle using the Azure Open AI stack.
  • Regularly briefed senior executives, including the C-suite, on the progress and impact of the machine learning solution, highlighting its strategic value… Show more
  • Regularly briefed senior executives, including the C-suite, on the progress and impact of the machine learning solution, highlighting its strategic value and business benefits.
  • My internship was extended so that I could continue advancing the commercialization of the ML-powered automation tool, demonstrating significant value creation for the business. Show less
Jun 2023 - May 2024
Team & coworkers

Colleagues at Mariner Investment Group, LLC

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2 education records

Shaan Lehal education

FAQ

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What company does Shaan Lehal work for?

Shaan Lehal works for Mariner Investment Group, LLC.

What is Shaan Lehal's role at Mariner Investment Group, LLC?

Shaan Lehal is listed as Carnegie Mellon University | Double Majoring in Statistics and Machine Learning & Computer Science at Mariner Investment Group, LLC.

Where is Shaan Lehal based?

Shaan Lehal is based in Pittsburgh, Pennsylvania, United States while working with Mariner Investment Group, LLC.

What companies has Shaan Lehal worked for?

Shaan Lehal has worked for Mariner Investment Group, Llc and Gen Ii Fund Services.

Who are Shaan Lehal's colleagues at Mariner Investment Group, LLC?

Shaan Lehal's colleagues at Mariner Investment Group, LLC include Ron Brunner, William Michaelcheck, Paul Rutherford, Joseph Ivaszuk, and Kyle King.

How can I contact Shaan Lehal?

You can use AeroLeads to view verified contact signals for Shaan Lehal at Mariner Investment Group, LLC, including work email, phone, and LinkedIn data when available.

What schools did Shaan Lehal attend?

Shaan Lehal holds Majoring In Statistics & Machine Learning And Computer Science from Carnegie Mellon University.

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