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Analyst Data

Location:
Portstewart, CLR, United Kingdom
Posted:
April 25, 2014

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Resume:

Krishna Yogi Kolluru

***, ******** ******, ****** ****** road, Hounslow Central-TW31NN

Mobile: 074******** Email: acduvt@r.postjobfree.com

Work Status - Legally Eligible to Work in UK (TIER II - ICT Dependent Visa

Valid Till Nov- 2015) -No Sponsorship Required

Summary

An accomplished Quantitative Analyst with sharp analytical skills and

expertise in Statistics and Machine Learning techniques. Have over 6 years

of experience in hard Quantitative modeling working on various techniques.

Have extensive experience in handling huge Tick data in implementing

various Trading strategies.

I am a very Quant oriented person with great team working spirit. I am

happy playing with large data sets and have an ability to grind down big

problems into simple ones and solve them with ease.

Love learning new things and exploring different ideas and enjoy taking up

challenges.

Skills

. Hands on Experience with Excel, VBA, Matlab, R, Java, Mahout, OneTick &

SQL

. Knowledge of Big data Tools like Hadooop, Hive, PIG (Cloudera Certified),

AWS (EC2/EMR/S3)

. Statistical Techniques : Logistic Regression, Support Vector Machine,

Factor Analysis, PCA, Clustering, Multiple Linear Regression, ARIMA etc

. Knowledge of SAS, SPSS, Google Adwords, Google Analytics(Certified) and

Market Mix Modeling

. Experience in Time Series analysis and handling High Frequency Tick data

for TCA.

. Developed and back tested different trading strategies on Stocks

& Futures.

. Sprint Management and End-to-end Implementation of Projects

Work Experience

ALTISOURCE

Feb 13 - Sep 13

Lead Analyst

Auction Automation

. Implemented the Fraud detection engine end-to-end starting from Business

use case, Solution

roadmap and Sprint management.

. Built an Logistic Regression Model to predict Fallout of properties and

to control them.

. Achieved a 8% reduction in Fallout rate with 95% accuracy well above the

target.

. Validated the model with Support Vector Machine Model to predict and

control performance for the

Fallout model.

Chat Text Classification

. Built a Mahout based tool to analyze chat text to figure out the most

prevalent problems in over 10,000

chats per month.

. Identified the most frequent problems using K-Means Clustering algorithm.

Market Mix Modeling

. Worked on market mix modeling collecting campaign data from Different

Sources like Google Adwords, Facebook and Email Campaign and analyzing

the ROI.

Estee Advisors

Sep 12- Feb 13

Quantitative Analyst

. Worked on implementing different Sell-side strategies like VWAP, TWAP, IS

etc.

. Worked on Statistical Arbitrage used Co-integration Model for Pairs

Trading

. Ownership of this project from end to end, liaising with Software teams

etc

. Worked on C# .net to implement this project

. Handled database connectivity issues from SQL Server using VBA and C#

. Worked with a Team of two people and guided them on making different

Quantitative strategies

Credit Suisse

Mumbai, India

Quantitative Analyst - Algorithmic Trading

Apr 10- Apr 12

. Part of Advanced Execution Strategies, Credit Suisse Europe Team, which

developed 'Cross Finder' the market leader in Alternate Execution.

. Help Develop Algorithmic Execution strategies using different

quantitative techniques and by understanding Market Micro Structure and

Market Impact Modeling for Equities and FX.

. In-depth analysis of the interrelationship of Price and Volume on Major

European Indices and MTFs like Chi-X, Turquoise, BATS etc. using

Multiple Linear Regression Model

. High Frequency Tick data analysis using VBA, SQL, One Tick Display and

Matlab.

Deutsche Bank

Singapore

Business Analyst (Contract Role)

Dec 08-Dec 09

. Developed and analyzed the KPIs (Key Performance Indicators) to track the

Capacity for different applications used for achieving optimum resource

utilization.

. Applied Statistical Techniques like Multiple Linear Regression, Time

Series Techniques to predict the KPIs.

. Worked on End-to-End mapping of different applications to improve overall

efficiency.

. Handled huge data sets with Macros, Pivot tables, SQL, VBA & UNIX Shell

Scripts.

ThinkEquity India

Chennai, India

Equity Research Associate, Team Leader

Aug 2006 -Nov 08

. Covered 10 different Mid-Cap Semi-conductor Equipment & Biotechnology

Companies.

. Used P/E, DCF Valuations for coming up with Price Targets.

. Worked on data sources like CAPIQ and Street Events.

Certifications and Conferences

. Certified Google Analytics Individual Qualification (GAIQ) which involves

web Analytics

. Cloudera Certified Developer for Apache Hadoop

. Certified Google Analytics Platform Principles which involves Core Data

Collection Concepts

. Certified Professional Risk Manager (PRM) which involves Financial Risk

Management

. Invited speaker at Association of Technical Market Analysts, Mumbai on

'Co-integration based Pairs Trading for- Indian Stock Futures'

http://www.atma-

india.net/component/option,com_phocagallery/Itemid,209/id,11/view,category

/

Education

National University of Singapore (NUS)

Singapore

Masters of Financial Engineering

Aug 08-Apr 2010

. Derivatives Models and Pricing, Option Modeling, VAR-Models, Back

Testing, Stress Testing etc using SAS and SPSS

Indian Institute of Technology (IIT), Madras

Chennai, India

Bachelor of Technology, Biotechnology

2002- 2006

. Branch Secretary for Biotechnology Dept - 2002-2003

Interests

. Energy Conservation, Solar Energy and Other latest Alternative Energy

technologies

. Rock Climbing ( Climbed a 5'8 Near Ramnagar), Rappelling, Meditation &

Spirituality



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