Hi, I'm Shashwat, a final-year B.Tech student in Engineering Physics at IIT Guwahati, India, with a strong passion for Quantitative Finance & Trading.I have worked as a Quant & Algo Intern at Futures First Pvt. Ltd. and as a Quantitative Research Consultant Intern at WorldQuant Brain. Currently, I am a Quantitative Researcher at Blockhouse Labs, where I build models to estimate the market impact of trades and reduce transaction costs by creating optimal execution schedules using an ML framework.Previously, I worked as a Research Intern under Prof. Bhavya Sighvi at IIM Udaipur and Prof. Mrityunjay at IIM Lucknow.I am driven by a constant desire to learn about the latest tech and products. Outside of work, you can find me on the football ground or in the gym.
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Quantitative ResearcherBlockhouse Jul 2024 - Oct 2024New York, United States- Minimising transaction costs in trading by implementing models to capture price impact and execution costs in equities and options.- Utilising a machine learning framework to optimize trade execution strategies. -
Quant & Algo InternFutures First May 2024 - Jul 2024Bengaluru, Karnataka, India-Developed an instrument analysis pipeline using .NET and C#, calculating correlation, beta, ADF statistics, and DCW values for pairs of energy Future Contracts.-Implemented an Autospreader on the Trading Technologies (TT) platform, optimizing trading strategies for energy commodity pairs based on quantitative analysis.-Automated trade execution with a Rangetrader Algorithm on the TT platform, monitoring and managing trades over a two-day period to ensure optimal performance. -
Quantitative Research - Consultant InternWorldquant Oct 2022 - Jul 2024Mumbai, Maharashtra, India-Developed trading algorithms (alphas) using a quantitative approach, targeting market inefficiencies across US Equity, China, Europe, Hong Kong, and Asia markets. Analyzed BARRA risk factors using ADF, PCA, & assessed factor exposure in Alpha & SuperAlpha level.-Utilized options and fundamental datasets with Brain API and machine learning techniques to generate alphas.-Backtested strategies on 10-year US market data, computing metrics such as Sharpe ratio, Turnover, Returns, and… Show more -Developed trading algorithms (alphas) using a quantitative approach, targeting market inefficiencies across US Equity, China, Europe, Hong Kong, and Asia markets. Analyzed BARRA risk factors using ADF, PCA, & assessed factor exposure in Alpha & SuperAlpha level.-Utilized options and fundamental datasets with Brain API and machine learning techniques to generate alphas.-Backtested strategies on 10-year US market data, computing metrics such as Sharpe ratio, Turnover, Returns, and Correlation with other alphas. Show less -
Institute SecretaryFinance & Economics Club - Iit Guwahati Mar 2023 - Apr 2024Guwahati, Assam, India -
AssociateFinance & Economics Club - Iit Guwahati Jul 2022 - Mar 2023Guwahati, Assam, India -
Wagmi AmbassadorMudrex Nov 2022 - Jun 2023- Contributing in the Creation of WAGMI: A Student-Led Web 3.0 Community.- Collaborating with Mudrex and conducting various events focused on Web 3.0 to boost interest among IIT Guwahati students. -
Strategic Marketing Partnership InternIndian Institute Of Management, Lucknow Dec 2022 - Jan 2023 -
Data Management And Analysis InternIndian Institute Of Management Udaipur Dec 2022 - Jan 2023 -
AssociateConsulting And Analytics Club, Iit Guwahati Jun 2022 - Dec 2022 -
Organizer, NexusTechniche, Iit Guwahati Feb 2022 - Sep 2022 -
Associate Manager, Team DisruptUdgam (The Annual Entrepreneurship Summit Of Iit Guwahati) Dec 2021 - Feb 2022
Shashwat Pandey Education Details
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Engineering Physics
Frequently Asked Questions about Shashwat Pandey
What is Shashwat Pandey's role at the current company?
Shashwat Pandey's current role is Final Year Student at IIT Guwahati | Incoming Data Scientist at HiLabs | Quant Intern at Futures First | Ex- Institute Secretary, Finance & Economics Club, IIT Guwahati.
What schools did Shashwat Pandey attend?
Shashwat Pandey attended Indian Institute Of Technology, Guwahati, Ryan International School, Noida.
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Shashwat Pandey
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