ANUPAM SHARMA

+1-423-***-**** adf0va@r.postjobfree.com www.linkedin.com/in/Anupam-Sharma-Haas EDUCATION

University of California, Berkeley – Haas School of Business Expected March 2021 Master of Financial Engineering Berkeley,CA

Relevant Coursework:Stochastic Calculus, Empirical Methods in Finance, Investments and Derivatives, Derivative Methods

Delhi Technological University 2013 – 2017

Mechanical Engineering New Delhi

Relevant Coursework:Quantitative Techniques, Numerical Techniques, Applied Mathematics, Engineering Economics Achievements:Wall Street Club-President; Sports Council-President; Common Aptitude Test(99.03 Percentile); Joint Entrance Exam (99.45 Percentile)

SKILLS

Programming:Python, C++, MS Office, CRM,SQL, Spark Mathematics:Stochastic Calculus, Time-Series Analysis, Probability Theory, Multivariate Calculus, Linear Algebra Interests:Basketball, HKL Sports Foundation (NGO)-Director PROFESSIONAL EXPERIENCE

Worldquant LLC August 2016 – July 2019

Quantitative Research Consultant New Delhi

● Developed algorithms to identify signals and indicators that predict market movements and aggregated these into robust models with the objective of achieving high sharpe ratios and significant abnormal returns.

● Used technical indicators like Bollinger Bands, Simple and Exponential Moving Averages, Stochastic Oscillator and fundamental filters like liquidity, profitability and leverage ratios to create momentum and mean reversion based alpha signals.

● Incorporated ‘Volume Precedes Price’ approach for early detection of market signals and accelerate returns

● The role of accruals in predicting future cash flows and stock returns: Researched and implemented long-short algorithmic trading signals or alphas by aggregating Cashflow, Accruals, and Earnings data, achieving a sharpe ratio of 2.1 on US Top 200 stocks. Worldquant LLC June 2016 – July 2016

Summer Trainee New Delhi

● Involved in building fully automated high sharpe and diverse long-short Algorithmic Trading Strategies through pattern recognition and extensive reading of financial literature.

● Formulated tactical asset allocation strategies based on Price Volume data and technical indicators. ACADEMIC PROJECTS

Anduril partners August 2019 –Present

Dynamic Factor Selection Berkeley,CA

● Implemented the data pipeline using Pandas for accessing and processing various financial datasets for Russell 5000 stocks

● Built a predictive model to estimate the revenue of US Consumer stocks using alternative data Kayross August 2019 – Present

Tourism Restart Berkeley,CA

● Implemented the data pipeline using Pandas for accessing and processing various datasets for assets affected by regions affected by Coronavirus, Hurricane Michael and recent California Wildfires

● Implemented a Deep learning model in python to predict the returns of Boyd Entertainment group.