SHARATH CHANDRA MALKANI

+1-424-***-**** adhbh2@r.postjobfree.com

EDUCATION

UCLA ANDERSON SCHOOL OF MANAGEMENT Los Angeles, CA Master of Financial Engineering, GPA:3.82/4 Expected December 2020 Recipient of merit scholarship

Courses: Computational Methods, Quant Asset management, Risk Management, Statistical Arbitrage(Pursuing), Behavioral Finance(Pursuing), Econometrics, Empirical Methods, Stochastic Calculus, Fixed Income, Derivatives, Machine Learning, Applied Finance Project: Multi-Factor models in Global Equity Markets - O’Neil Capital Management

• Researching different innovative ways to combine various event and continuous signals to achieve best risk-adj returns INDIAN INSTITUTE OF TECHNOLOGY (IIT)-ROORKEE Roorkee, India M.B.A., GPA:8.283/10 (dual degree program) May 2014 Bachelors of Technology, Process Engineering

Honors: Recipient of merit scholarship for academic excellence for all years.

• Leadership: Secretary, Web designing club (2011-12)

• Membership: Information Management Group (2010-14); Core team of Tarang cultural festival (2011-12) SKILLS AND CERTIFICATIONS

• Software: Python, Q(KDB), R, SQL, VBA, Unix, Matlab,

• Certifications: Passed CFA Level II examination, Bloomberg Market Concepts, Data Scientist’s Toolbox (Coursera), Practical Machine Learning (Coursera), Deep Learning (deeplearning.ai)

• Computer Packages: Excel, Datawatch, I Python, R Studio, Git, JIRA, Putty, AWS, Tableau, Selenium

• Data Sources: Bloomberg, Thomson Reuters, Capital IQ, Factset, Barra, Axioma, Quandl,

• Machine learning: XGBoost, Catboost, RF, ANN, Clustering, NLP, Fast.ai, Optuna(Hyperparameter tuning), Pytorch EXPERIENCE

Quantbot Technologies LP New York, US

Quant Research Intern Jun 2020-Present

• Deep-diving into IBES analyst estimates dataset to extract alpha signals for equity asset classes (Mid-Frequency)

• Backtesting the generated alpha signals (event based and continuous) and combining them using innovative Machine Learning techniques like XGBoost, CatBoost, Random Forests

• Developing high-reliability production code in python for systematically generating the signals for live trading in global markets HSBC Bangalore, India

Associate, Quant and Portfolio Strategies (Cash Equities), Global Markets Front Office Nov 2017-Jul 2019

• Worked with the Central Risk Book team on conceptualization and back testing of various systematic trading strategies for Global Cash Equities, and devising unwinding strategies by analyzing risk trades and client alpha profiles, reducing the overall client toxicity.

• Conduct Transaction Cost analysis/Market Impact of the risk trades as a part of Central Risk Book team

• Developed a Deal probability model with an accuracy of ~85% for Merger Arbitrage Strategy and back-tested various Event based (Special Situation) strategies such as IPOs, Spinoffs.

• Developed an automated S&P ASX 200 projection model for predicting additions and deletions with ~95% accuracy

• Worked with the Index Strategies team to calculate the Index impact due to corporate events in various passive indexes and predicting the supply/demand due to index events used by the execution strategies to predict auction volumes on index rebalance days

Sys Two Analytics and Research India Pvt. Ltd Chennai, India Analyst, Quant Research Jan 2016-Sep 2017

• Filtering and brainstorming on alpha generation ideas from academic and in-house research papers

• Built a centralized factor library of ~100 fundamental and ~150 technical factors sourced from various academic literature

• Researched factors (Fundamental + Technical) for different developed and emerging markets to revamp the models in production with a dynamic factor model (using ML) suited for the respective region (US, Asia ex JP, JP and Europe)

• Conceptualization of innovative mid frequency strategies and smart beta products from academic literature using Machine Learning techniques (XGBoost, ANN, SVM and Random Forests) with robust out-sample performance

• Conducted rigorous back tests, risk-return attributions, model validation, and statistical analysis of investment signals and strategies, and setting them up in the production environment for execution ZS Associates India Pvt. Ltd. Pune, India

Technology Analyst Aug 2014-Jan 2016

• Designed a Business Intelligence project to monitor the performance of different brands and provide insights to US pharma industries

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