Krishna Yogi Kolluru
***, ******** ******, ****** ****** road, Hounslow Central-TW31NN
Mobile: 074******** Email: email@example.com
Work Status - Legally Eligible to Work in UK (TIER II - ICT Dependent Visa
Valid Till Nov- 2015) -No Sponsorship Required
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
. Hands on Experience with Excel, VBA, Matlab, R, Java, Mahout, OneTick &
. Knowledge of Big data Tools like Hadooop, Hive, PIG (Cloudera Certified),
. 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
. Developed and back tested different trading strategies on Stocks
. Sprint Management and End-to-end Implementation of Projects
Feb 13 - Sep 13
. 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
. Validated the model with Support Vector Machine Model to predict and
control performance for the
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
Sep 12- Feb 13
. Worked on implementing different Sell-side strategies like VWAP, TWAP, IS
. Worked on Statistical Arbitrage used Co-integration Model for Pairs
. Ownership of this project from end to end, liaising with Software teams
. 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 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
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
. 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
. Handled huge data sets with Macros, Pivot tables, SQL, VBA & UNIX Shell
Equity Research Associate, Team Leader
Aug 2006 -Nov 08
. Covered 10 different Mid-Cap Semi-conductor Equipment & Biotechnology
. 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
. Cloudera Certified Developer for Apache Hadoop
. Certified Google Analytics Platform Principles which involves Core Data
. Certified Professional Risk Manager (PRM) which involves Financial Risk
. Invited speaker at Association of Technical Market Analysts, Mumbai on
'Co-integration based Pairs Trading for- Indian Stock Futures'
National University of Singapore (NUS)
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
Bachelor of Technology, Biotechnology
. Branch Secretary for Biotechnology Dept - 2002-2003
. Energy Conservation, Solar Energy and Other latest Alternative Energy
. Rock Climbing ( Climbed a 5'8 Near Ramnagar), Rappelling, Meditation &