About Me
Quantitative Portfolio Manager with experience building and designing investment strategy for a $2B hedge fund. Focused across all asset classes including equities, currencies, commodities and fixed income. Previously led a 12-person engineering team delivering software solutions used by 2,500+ organizations worldwide.
Contact
Technical Skills
Programming & Analytics
- Python (Primary)
- Java
- R
- MATLAB
- SQL
Technologies & Tools
- Bloomberg Terminal
- Git/Hg/SVN
- Kafka & Redis
- GCP
- AWS
Areas of Expertise
Systematic TradingMachine LearningQuantitative AnalysisStatistical ArbitrageAlpha ResearchRisk ManagementFinancial EngineeringData Pipeline Development
Personal Interests
⚽Soccer🎾Tennis🥋Martial Arts🏎️Car Racing⌚Watches🎬Horror Movies🎮Video Games
Experience
QMS Capital Management
Associate (Alpha Quant Researcher) • Feb 2023 – Present
Senior Analyst • Jul 2021 - Jan 2023
Durham, NC
- Directed alpha research across FX, commodity, equity, and fixed income futures resulting in 11 production ready trading strategies
- oCreated ML-driven trading strategies (Neural Nets, XGBoost, Affinity Propagation, Kalman Filter, Lasso)
- oInnovated proprietary macro indexes (e.g. bond risk premia, country sentiment) for economic-based signals
- oIncorporated higher frequency metrics like order flow data to enhance predictive signals
- Introduced Emerging Markets FX trading at the firm
- oManaged the universe selection, portfolio construction, signal weighting and risk management
- Built the firm's Python-based infrastructure from scratch, significantly improving robustness and research velocity
GIC (Singapore Sovereign Wealth Fund)
AFP • Mar 2020 – Dec 2020
San Francisco, CA
- Developed an NLP-driven trading strategy on U.S. equities by analyzing 10-K filings to uncover peer mispricings
UCLA (Federal Reserve Bank)
Researcher • Jun 2020 – Jun 2021
Los Angeles, CA
- Applied NLP techniques to quantify the effect of COVID-19 policies on households by analyzing state and local government documents across the U.S.
- Analyzed the effect of world events on trends in equity, debt, and real estate
WeInvest
Software Engineer • Mar 2019 – Jul 2019
Bangalore, India
- Implemented and deployed a white-labeled robo-advisory platform for banks across Singapore and the Middle East
Zoho ManageEngine
Software Engineer/Product Lead • Jun 2017 – Mar 2019
Chennai, India
- Built product Zoho Zeptomail from inception to product launch, now being used by 2.5k+ organizations
- Spearheaded feature ideation, technical design, and execution to create a competitive product
- Led a cross-functional team of 12 developers, designers, testers, marketing and content writers
Education
UCLA ANDERSON SCHOOL OF MANAGEMENT
Los Angeles, CAMaster of Financial Engineering
- Represented UCLA at the Chicago Booth Investment Competition-Quant track
- Represented UCLA at CFA IRC and performed financial analysis on Snapchat
VELLORE INSTITUTE OF TECHNOLOGY
Vellore, IndiaBachelor of Technology, Computer Science and Engineering
Research & Selected Projects
Automated Nifty Stocks Strategy
Researched, developed, and deployed a multiple stat arb trading strategy on the top 100 NSE stocks (Nifty 50 + Next 50) over Google Cloud, with dynamic universe selection in backtesting to avoid survivorship bias.
- Sharpe Ratio 3.52 on 10% daily turnover
Entrepreneurial & Platform Initiatives
- Founded and built an invoicing software startup (end-to-end ownership; ultimately shut down)
- Initiated a student-led quantitative investment fund framework at UCLA
Competitions
- Booth Investment Competition: Represented UCLA at the Chicago Booth Investment Competition-Quant track
- CFA IRC: Represented UCLA at CFA IRC and performed financial analysis on Snapchat