About Me
Quantitative Researcher at QMS Capital Management specializing in systematic trading strategies, machine learning, and research infrastructure development. I led the firm’s expansion into Emerging Markets FX by developing a dynamic universe selection framework and identifying 10+ exploitable alpha strategies in this space. My broader research covers FX, Commodities, Equities, and Fixed-Income futures.
With a background in financial engineering and computer science, I build robust research infrastructure and predictive models that integrate macro, fundamental, and high-frequency signals to deliver scalable alpha.
Contact
Technical Skills
Programming & Analytics
- Python (Primary)
- Java
- R
- MATLAB
- SQL
Technologies & Tools
- Bloomberg Terminal
- GCP
- AWS
- Git/Hg/SVN
- Kafka & Redis
Areas of Expertise
Personal Interests
Experience
QMS Capital Management
- Led firm's expansion into Emerging Markets by developing systematic framework for tradable currencies
- Researched and implemented 10 successful alpha strategies for EM FX universe
- Developed alpha models using ML techniques including Neural Nets(TFT), XGBoost, Affinity Propagation
- Designed Python-based infrastructure for research workflows and data pipelines
- Created predictive signals for forecasting higher frequency metrics
- Constructed proprietary macro indexes for enhanced model inputs
- Incorporated fundamental factors into alpha models
- Researched statistical arbitrage strategy for global commodity and equity futures
- Conducted peer code reviews and model validations
GIC (Singapore Sovereign Wealth Fund)
- Generated an efficient trading strategy that exploits mispricing in stock returns due to categorization bias between a stock’s official industry classification and its fundamental industry peers identified using Hoberg NLP text-based network industry classification on 10K filings. The firm considered investing $100 million in the strategy
UCLA
- Partnered with Federal Reserve Bank of Philadelphia to quantify COVID policies' impact by using NLP to analyze all US state and local government policy documents
- Analyzed trends and diversification in equity, debt, and real estate across countries
WeInvest
- Managed implementation and deployment of Wealth Management Robo Advisory product for Singapore and Middle East banks
Zoho ManageEngine
- Developed core features of Zoho Zeptomail used by 2.5k+ organisations
- Led team of dozen developers in developing key modules and features
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
Projects
Indian Stock Market Trading Strategy
PresentResearched, developed and deployed multi factor automated trading strategy over Google Cloud for Nifty futures traded on the NSE to achieve a Sharpe ratio of 3.52 with a daily turnover of 10%. View Live Performance