Soutrik Roy Chowdhury

Road no ***/**, ITI Road, Ward no-41, Jyotinagar, 2nd Mile

Siliguri 734001 – India

Æ +91-755******* Q ac2bkl@r.postjobfree.com

https://www.linkedin.com/in/soutrik-roy-chowdhury-42904395/ Key skills: Statistical arbitrage; Moving average; Stochastic process; Derivatives; Quantitative trading strategies; Hedge fund; Predictive modeling; C; C++; Python; MAPLE; Statistical and mathematical modeling; Topological data analysis; Research.

Work Experience

+ Freelance Junior Quantitative Trader and Researcher, 2017-ongoing I work on moving average, mean reversion in statistical arbitrage strategies. Using the historical data available from Quantiacs I backtest some above strategies using python and C++

(low latency market situation).

Apart from that I am actively looking for various applications of Black-Scholes-Merton model, stochastic control theory, stochastic topology, predictive modeling and topological data analysis (TDA) in quantitative and high frequency trading (HFT).

+ Freelance Market Investment Risk and Hedge Fund Analyst, 2016-ongoing I analyze the current and past market and using advanced statistical tools (eg predictive model, hypothesis testing, design of experiments, clusters and VBA) predict the future and risks in stock market and mutual fund investments. Especially focusing on Nasdaq, BSE and Nikkei 225. I also study the behavior of various funds using hedging strategies on future and option derivatives.

+ Strategic Games Developer and Researcher, 2011-ongoing

- Some Winning Strategies in Dots and Boxes, 2017:The project elaborates certain mathematical strategies needed by players to win the popular ‘Dots and Boxes’ game. To make the game more interesting I am involving various gambling ideas in it to maximize the output by taking various strategies.

- Variants in Single File Hat Execution Problem, 2014-2016:In this project I discuss some variants in

‘Hats on a line’ game such as how to maximize the winning chances if di erent colors of hats are used, if there are arbitrary calling order and if the hearing and visibility radius are limited due to large number of prisoners. The project was selected for poster presentation in ‘Optimization and Control Theory’ section of International Congress of Mathematicians held in Seoul 2014.

- Nash Equilibrium and Oligopoly, 2011, 2016-2017: In this project I deal with interaction of Nash equilibrium with a football match, a football tournament where the matches and tournament represent di erent theoretical situation in oligopoly market structure.

+ Teaching and Research Assistant, Trinity College Dublin, 2014-2015 I worked on computational topology and homology topics and their links with higher homotopy structure and e cient processing of data. I produced three journal papers. I was a teaching assistant of undergraduate linear algebra course between October 2014–January 2015.

+ Mathematical and Statistical Model Analyst, St Xavier’s College Kolkata, 2011-2013 I constructed various ordinary and partial di erential equation using MAPLE. I also constructed di erent fractal sets using MAPLE and prepare a list of it with their Hausdro dimension. I also worked on linear regression analysis and hypothesis testing in MAPLE. 1/3

Original financial articles in LinkedIn

+ The Roles of Mathematics in Quantitative Trading.

+ SENSEX reaches 32k mark, is this the right time to invest?

+ When should I invest in market?

+ Understand your mutual fund through SIP: Some steps for better profit Education

Academic Qualifications. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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Trinity College Dublin Dublin

MSc in Mathematics by Research. Thesis advisor: Prof. Vladimir Dotsenko. 2014–2016 Thesis: Gröbner Bases in Linear and Homological Algebra.

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St Xavier’s College, University of Calcutta Kolkata BSc (Hons) in Mathematics, Specialization in mathematics with statistics and economics. 2010–2013 CGPA 6.05 out of 10. Completed 2 summer projects in 2011 and 2012.

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Siliguri Boys High School Siliguri

High School Leaving Certificate Exam (class 12), Obtained 94.25 percentage marks. 2001–2009 Scored 100 out of 100 in mathematics.

Awards and Achievements. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

+ Selected for prestigious Math in Moscow program in 2016.

+ Awarded a School of Mathematics, Trinity College Dublin and Science Foundation of Ireland scholarship to study MSc in 2014.

+ Awarded INSPIRE SHE Scholarship for 2010-2013 by Department of Science and Technology, Govt. of India.

+ Obtained an overall 9th rank in High School Leaving Certificate Examination in West Bengal in 2009 out of seven hundred thousand students.

Publications and preprints. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

+ Gröbner Bases: Connecting Linear Algebra with Homological and Homotopical Algebra, arXiv:1510.01542.

+ Constructing a free resolution and few remarks on bar homology of the Temperley-Lieb algebra TL3, arXiv:1609.01141. Accepted at Journal of Mathematics and System Science, 2017.

+ Anick’s resolution and Koszul algebras of finite global dimension, with Vladimir Dotsenko, arXiv:1605.06983. Communications in Algebra vol 45, pg 1280-1283, 2017. Technical and Personal skills

+ Programming Languages: C, C++, python for data science, MySQL.

+ Software Skills: LaTeX, MAPLE (for mathematical and statistical modeling), GAP (for applied topology tools). Most MS O ce products including advanced Excel.

+ Other Computer Skills: Online courses on cryptography and ethical hacking and cyber security.

+ Statistics and Data Set Handling Experience: Regression analysis and testing of hypothesis; Predictive modeling; Using MAPLE code to solve di erential equations and construct fractal sets; Studying data set and its properties using computational homology packages GAP and CHomP; Studying numerical analysis methods (root finding, integration, di erential equation solving) using C programming.

+ Other: Can write well organised and structured reports, some theoretical and computational working knowledge in dealing with data sets using computational topology and computer science methods. 2/3

Interests and extra-curricular activity

Painting: Completed a 5th year diploma certificate in painting from Bangiya Sangeet Parisad a liated to Viswa Bharati University; Reading and writing stories; Photography; Traveling; Playing chess, basketball, football.

References

Available on request.

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