Abhishek Verma

+91-750******* +91-953******* ac8n06@r.postjobfree.com https://www.linkedin.com/in/abhishek- vermaaab173b3

Education

Institute Qualification Major(s) Year

Birla Institute of

Technology and

Science

B.E.(hons) Chemical Engineering 2015-19

Work Experience

WorldQuant, LLC

Research Consultant (Alpha

Research) June 2017 – present

Developed Market-neutral Quantitative models using Statistical Arbitrage. Performed fundamental, technical and time series analysis to create 1800+ trading models. Designed, Back-tested and Validated quantitative models based on historical price movements. Currently working on Model Datasets, Analyst estimate, Relationship, News, Sentiment and Vector datasets for significantly increasing Sharpe ratio, lowering the turnover and henceforth significantly reducing the correlation with respect to my alpha pool.

Also worked on European region (EUR-600,EUR-400,EUR-100) and achieved Sharpe > 5 using Analyst estimate data,Price-Volume and Valuation ratios.

Mentored Research Career Services LLP,

Equity research trainee Sep 2016 – Oct 2016

I analysed a publicly traded company Harley-Davidson, performed DCF analysis and made a stock recommendation as a final project in equity research which was an online paid course by Mentored Research. Accomplishments:

Received Gold Level in both Spring Alphathon and Global Alpha building competition. Cleared FRM Level-1

Led team of research consultants to first place in alpha building mini competition. Cleared Holt Valuation Challenge by Credit Suisse and hence received access to HOLT Lens ( A proprietary tool by Credit Suisse used to make investment decisions) and also became HOLT Member. Day Trading Index Options using Short term momentum strategies to capture consistent profits. Relevant Skills / Knowledge

Name Specifics

Python NumPy, Matplotlib, Pandas

R Quantmod, Dataframes, Plotting, Machine-learning packages Risk Management VAR, Stress Testing, Factor Models, Hedging and Statistical Arbitrage