VINAY ARUN BHARATH

adk9ca@r.postjobfree.com 718-***-**** https://www.linkedin.com/in/vinay-bharath-frm/

EDUCATION

NEW YORK UNIVERSITY, TANDON SCHOOL OF ENGINEERING Brooklyn, NY Master of Science in Financial Engineering Expected 05/21 GPA: 3.8/4.0

NATIONAL INSTITUTE OF TECHNOLOGY KARNATAKA Surathkal, India Bachelor of Technology in Mechanical Engineering

GPA: 8.5/10.0

05/15

TECHNICAL SKILLS / CERTIFICATIONS

• Skills: R, Python, Excel VBA, SQL, SAS

• Certifications: FRM, WorldQuant University Data Science Modules (Scientific Computing & Python for Data Science, Machine Learning & Statistical Analysis), Executive Program in Algorthmic Trading (QuantInsti). COURSEWORK HIGHLIGHTS

• Mathematics & Statistics: Probability Theory, Quantitative Methods, Time Series Analysis

• Finance & Economics: Intro to Derivatives, Risk Management in Finance, Fixed Income Trading, Event-Driven Finance

• Programming: Machine Learning for Finance, Applied Machine Learning EXPERIENCE

ACADIAN ASSET MANAGEMENT, Boston, MA 06/20 - 08/20 Investment Research Intern, Managed Volatility

• Explore fundamental security characteristics that affect its interest rate sensitivity.

• Analyze the performance of risk model by looking at ex ante vs realized beta during crisis periods for different industry groups. WILLIAM O'NEIL INDIA, Bangalore, India

04/16 - 05/19

Quant Analyst, Algo Trading

• Created allocation strategy for stocks picked by in-house analysts by incorporating IBES data into Black-Litterman model. Resulting portfolio outperformed its equal weighted counterpart by more than 15 percentage points.

• Developed market timing strategy for Nasdaq Composite and Nifty 50 indices in line with the firm's flagship CAN SLIM model of investing.

• Built low volatility portfolio of value stocks for Indian equity markets using the Markowitz framework in R. Risk reward characteristics were enhanced by incorporating Kelly criteria.

• Deployed all strategies in Python with $25 Million in AUM at time of departure. EXL SERVICE, Gurgaon, India 07/15 - 12/15

Business Analyst, Corporate Legal Services

• Produced aggregate revenue reports consolidating sales from various businesses and geographies along with KPIs to senior managers using SAS and Excel.

• Gathered and analyzed data on company’s growth drivers and efficacy of new initiatives. WORLDQUANT RESEARCH, Remote Work 10/14 - 03/16

Part-time Research Consultant

• Backtested statistical arbitrage strategies for US equity markets with price-volume, fundamental and analyst data using Websim

(Proprietary web based financial markets simulation tool) and Python.

• Generated technical and fundamental trading signals by applying academic papers in statistical arbitrage and mean reversion. ACADEMIC PROJECTS

NEW YORK UNIVERSITY, TANDON SCHOOL OF ENGINEERING 10/19 - 12/19 Enhancing time series momentum using LSTM

• Incorporated a custom loss function to directly optimize for portfolio Sharpe within Keras framework.

• Optimized and backtested the time series momentum strategy for US sector ETFs. AWARDS & COMPETITIONS

• IAQF paper competition 2020 winning team captain. (Team Bobcat)

• UBS Quant Hackathon 2019 finalists.

• Ranked 8th globally in WorldQuant Websim Contest 2014.

• National top 1%, National Standard Examination in Physics 2011.

Contact this candidate