VINEEL YELLAPANTULA

adg6n4@r.postjobfree.com *** Prospect Street, Ithaca, NY 14850 cell: 607-***-****

EDUCATION

Cornell University, College of Engineering, New York, NY Master of Engineering in Financial Engineering, Financial Data Science Certificate Candidate, GPA: 3.94/4.0 December 2020 Selected Coursework: Advances in Financial Machine Learning, Quantitative Trading Strategies, Applied Time Series Analysis, Stochastic Calculus, Learning with Big Data, Optimization Modelling in Finance, Monte-Carlo Simulation, Big Data Technologies Birla Institute of Technology and Science Pilani, Hyderabad, India Master of Science (Hons.) in Mathematics

Bachelor of Engineering (Hons.) in Electronics & Communication Engineering, GPA: 3.7/4.0 June 2018 SKILLS

Technical: R, Python, SQL, C++, Excel, VBA

Certificates: Passed Level II of the CFA Program.

PROJECTS

Deep Reinforcement Learning (RL): Making vs Taking Strategies - Sponsor: UBS, Cornell University, New York In Progress

• Developed deep reinforcement learning based market-making and taking trading agents in a controlled limit order book environment and analysed their performance on real time data and against each other. Dynamic Asset Allocation in a Regime Switching Model, Cornell University, Ithaca, New York Spring 2020

• Developed a Markov-based Regime Switching model to identify market regimes using macroeconomic indicators.

• Constructed a multi-asset investment strategy applying Mean-CVaR optimization and achieved market outperformance. Betting on 2020 US elections - IAQF 2020 Annual Academic Competition (Winning Submission). Spring 2020

• Winners of the IAQF Annual Student Academic Competition among 40 participating MFE schools across the country.

• Constructed Stock portfolios with differentiated payoffs depending on the outcome of the election using XGBoost in R. Ride Sharing Pricing - Big Messy Data ML project. Sponsor: MoveInSync, Cornell University, Ithaca, New York Fall 2019

• Developed a pricing strategy for on demand ride sharing service after analyzing the data for ~1 million trips using various feature engineering techniques in Python achieving a price range of 17% of mean price (relative to 22% for Uber). EXPERIENCE

Alternative Data Analyst - Intern, AbleMarkets, New York, NY June 2020 - August 2020

• Developed a long-short strategy on Russell 1000 stocks based on the sentiment of web-scraped MD&A text from SEC filings in Python using various NLP techniques achieving a Sharpe of 0.7. Quantitative Risk Analyst, Credit Suisse, Mumbai, India July 2018 - June 2019

• Performed stress loss calculations for illiquid products to estimate the capital requirements under UK regulations.

• Formulated ‘Scenarios Catalogue’ of past Global Market Risk-off events in Excel using VBA, SQL, and Bloomberg data, to calculate various statistics to be used for shock calibrations in future macro-economic events Ex: Italy elections, Brexit.

• Liaised with cluster counterparts globally for streamlined implementation of Regulatory priorities for EMEA. Equity & Derivatives Desk - Intern, Credit Suisse, Mumbai, India January 2018 - June 2018

• Performed validation and analysis of risk metrics for trading books of derivatives in Switzerland, APAC and EMEA.

• Automated an Excel based tool to find breached risk limits enabling the team to work faster on regular reporting needs. Quantitative Researcher - Intern, Edelweiss Financial Services, Mumbai, India July 2017 - December 2017

• Built a factor based on ~20 financial ratios to rank the stocks in the National Stock exchange of India to develop a monthly rebalancing market-neutral strategy using R. Identified alpha of over 0.9% against Fama-French 5 factor returns.

• Tested the performance of Internal Bar Strength (IBS) effect on mean reverting trading strategies based on daily moving averages and Relative Strength Index (RSI).

• Built a portfolio attribution system to provide sector/style-based risk/return characteristics for portfolios in China. ACTIVITIES/INTERESTS

• Volunteered to teach high school mathematics for under privileged local students. (Nirmaan Organization, NGO)

• Core Committee Member, Axiom, Mathematics Department, BITS Pilani, Hyderabad.

• Trekked to a 12500ft peak in the Himalayas. Travelled solo in Europe for one month. Cornell Photo Society member.

Contact this candidate