Manager

Ashwani Gupta

Mumbai, India

+91-819******* *******.*********@*****.*** https://github.com/ashwani2708 Summary

Quantitative analyst with work experience of 5 years in Quantitative strategy (both buy & sell side) specializing systematic research and investing using concepts of statistics, machine learning, programming and finance. I am highly motivated to work in a fast-paced environment with interest in Financial markets and machine learning. Work Experience

Research & Trading Abans Securities Pvt. Ltd,Mumbai Manager-Quant Research (Systematic Trading systems) Jul’18-Present Working as Senior Quantitative strategist for an Indian Quant trading team delivering long short systematic strategies

Responsible for developing long/short systematic strategies trading systems and structured products through extensive research and back-testing using python and to supervise developers to create strategy market execution models.

Developed strategies on arbitrage, statistical arbitrage, trend following, swing, breakouts and various other long short strategies with high Sharpe ratio post transaction costs and slippages on highly leveraged diversified market neutral book. Quantitative & Derivative Strategy(QDS) J.P. Morgan India Pvt. Ltd., Mumbai Worked as a part of Global QDS team with onshore analyst delivering trade ideas, in-depth research and analytical tools Projects & Infrastructure Jan’16-Jun’18

Developed research infrastructure for 360 view of stocks including quantitative trends and fundamental research for our coverage universe (3600 stocks), published as a part of all JP Morgan research reports using Python

Created Quant model to explain the influence of macroeconomic, quant styles, market and idiosyncratic factors for stocks

Responsible for research on JPM ETF Handbook (covering ~8000 ETFs globally) for data collection, verification, identification of styles and commentary on ETF flows and themes

Revamped and formulated derivatives infrastructure using various JPM Internal Pricing databases on R and Athena platforms

Responsible for periodic research on Quant products like EPS Revision, Quantitative scores, Quant style performance, Seasonality, Revenue exposure, Country selection models and Quantitative factors back testing Data Sciences & Advanced Analytics Fidelity Investments, Bangalore Management Trainee Jun’15-Jan16

Developed automated model manager for modelling web-stream data(~10TB) for customer service transformation data

Developed latest open source Big Data capabilities using H2O and for modeling with huge volume of data strategy Conference Publication

An SVM based approach for Indian benchmark index prediction using economic and technical Indicators’ at the “Third International Conference on Global Business, Economics, Finance & Social Sciences”, Mumbai Internships and projects

Absolutdata Analytics Ltd, Gurgaon

Predictive & Big Data Analytics Intern May-Jul’14

Developed an Engine using 8GB of monthly sales data for the SKU prioritization for different kind of stores on Hadoop

Delivered predictive model on huge customer data using SVM to align sales & marketing with an accuracy of 67.34%. Hedge Quants Capital Advisory, Kolkata

Predictive analytics Intern Dec’13-Jan’14

Prediction accuracy of 60.71% with Win/Loss ratio of 1.04 on training set of 4 years of Nifty daily historic data

Implemented Nifty closing trend Prediction ML program using SVM on technical and economic indicator Accenture Technology Services Pvt Ltd, Pune May’13-Jul’13 SAP Consulting & SI Services Intern

Strategized School Solution for SAP Multicounty rollouts with Appropriate Staffing in SDLC Phase Developed an Automated Risk review tool in VBA for review of Process, compliance, delivery complexity and staffing Deep Learning For Gesture & Face Recognition Jul’13-Apr’15

Implemented Deep learning NN for pose recognition to recognize the message decoded in various videos (M.Tech thesis)

Implemented Bag of Visual Words for face detection using machine learning techniques with asift descriptors (B.Tech thesis) Academic qualifications

Degree / Certificate Institute/ School, City Year CGPA B.Tech+M.Tech Electrical Engineering & Signal Processing IIT Kharagpur 2015 8.1/10 Class XII(CBSE AISSCE) Bonnie-Foi School, Bhopal 2009 83.2% Software skills/databases

Python, R,Excel (Advanced),VBA, SQL, Matlab, Bloomberg, MSCI Barra, FactSet Bash scripting, Analytics & Machine Learning.

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