Quant trader

Animesh Kumar

Quantitative Researcher Data Analytics

Gurgaon, India +91-958******* *********.***@*****.*** Summary

I am a Quant with more than 9 years of experience in the field of Quantitative trading and fintech, working with different financial institutions. I have a history of developing, testing and implementing profitable predictive trading models, time-series based data analytics along with contributing towards Quantitative research infrastructure, coordinating with different teams for making trading and other processes more efficient and cost-effective. I have a software background in education which enables me to quickly learn and use new technologies and tools for much better and updated research. I am looking forward to work in an analytics-based position where I can very well contribute through my current skillset and keep on updating the same.

Skills

Scripting

Python, R, Shell

Programming

C++, Elanguage

Research

Quantitative research, Trading Analytics, Transaction Cost Analysis, Data Science, Machine Learning, Predictive Modellling. Environments

MS Office Suite, Linux, AWS cloud architecture, Trade Station, Multicharts, SQL

2005 - 2009

Education

Govt Engineering College, Punjab

Bachelor of Technology - Computer Science and Engineering 10-2016 - 05-2019

Work experience

Acceletrade Technologies Pvt Ltd

Quantitative Analyst

Worked for India's top High-frequency trading firm, in their research team as a senior quantitative analyst. Role and Responsibilities -

To work closely with the team of quantitative researchers for time-series historical data, Data analytics, backtesting and stress testing of trading models.

Achievements -

1) Worked on large volume datasets coming from the exchange and deriving insightful feature set for quantitative research. 2) Worked on predictive trading models for continuous improvement and using data science and machine learning techniques to make them dynamic in nature (GLMs,(linear, logistic), Decision trees, Reinforcement learning). 3) Analysing historical market data for deriving and backtesting patterns. 4) Worked on the regression model for trading Indian stocks and futures. 5) Trade life cycle Analysis, Transaction cost analysis and optimization. 6) Designed and implemented the whole flow for data generation and storage to be consumed for Quantitative research. 7) Designing of pipelines for the generation of historical data by sampling tick by tick data into per minute time-series data on AWS cloud. 8) Time-series data sanity checks.

10-2010 - 10-2016

07-2009 - 08-2010

9) End-user testing for the trading platform developed for quantitative research, looking for bugs and implementing solutions to rectify them. 10) Code optimisation using standard template library in C++ for improving the run time of the application with optimum memory utilisation. Marketopper Securities Pvt Ltd

Research Analyst

Worked as Research Analyst within the research team of Marketopper Securities, one of the pioneers of algorithmic trading in India. Role and Responsibilities -

To work closely with research, trading and operations team for implementing new trading models, trading cost optimisation, improvement of existing research infrastructure and testing of applications. Achievements -

1) Researching huge time series data sets in python and backtesting models based on pattern matching, correlation analysis, data mining, time series analysis and hypothesis testing.

2) Regular checks on the performance of trading algorithms to ensure profitability and high Sharpe. 3) Analysing post-trade data to ensure trading costs are optimised. 4) Design and development of trading algorithms to automate the process of systematic trading over Indian stock markets( Financial instruments ranging from Equities, Derivatives, Indices, Commodities and forex). 5) Analysis and backtesting of the performance of the trading algorithms by running historical simulations over several years of stock market data in SQL.

6) Designing, development and maintenance of more than 600 technical trading indicators library and its timely update. 7) Requirement gathering from the manager related to new trading algorithms required to optimise the trading performance of the company's fund. Designing and implementing those solutions as algorithms and testing for any bug related to the software. 8) Maintaining the documentation of all the additions to the technical indicator library and the trading algorithms developed and their performance reporting to the manager.

9) Successfully implemented and executed portfolio asset allocation along with risk minimization using monte Carlo simulations. 10) Collaborated with professors from prestigious institutions, implementing new ideas and research. Prophecis Technologies Pvt Ltd

Quant Programmer Analyst

Worked as Quant programmer analyst with Prophecies technologies, a subsidiary of SGFC Geneva fund. Role and Responsibilities -

To assist researchers in coding and testing trading strategies and models, improving them and playing an active role in building the team's infrastructure.

Achievements -

1) Coding and backtesting the trading literature, improving the models based on own research and observations. 2) Implemented Portfolio optimization using a basket of trading strategies in excel with crystal ball oracle plug-in. 3) Developed and tested trading models using pattern matching and market direction. 4) Worked on walk forward optimisation of portfolio in Excel.

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