Vice President ( Quantitative Research )

RAJEEV RANJAN

Sector **, Gurgaon, Haryana -******; +91-870*******,888-***-****, adl699@r.postjobfree.com

SUMMARY:

Have 5.5 Years of experience in Algorithmic Trading and Quantitative Research and 7.5 Years of experience in IT consulting. Experienced in creating and developing trading strategies, creating Alpha signals, creating a portfolio of Alphas, model validation, risk analysis. I work on Medium/Low frequency strategies having average trade length >1 min.

Apply knowledge of Mathematics, Statistics, Econometrics and Machine Learning in developing Trading strategies. My main philosophy in creating trading strategies is reducing the risk as much as possible and then focus on profit by making sure that the signals are genuine by extensive testing.

EXPERIENCE:

Graphnile

Vice President, Quantitative Research (Data Science), (03/2018 – till date)

Roles & Responsibilities:

Lead a team of Quantitative Researchers ( Data Scientists )

Research and implement trading strategies. This includes developing, implementing and updating the portfolio of trading strategies for a range of markets, with primary specification of Annual profit > 30%, Risk < 10% and Maximum Leverage < 5

Researched on many different kinds of Structured and Unstructured financial data sets

Ensured that the research content is hypothesis driven research design and translated the research hypothesis into logical and well constructed Quantitative models

Use Python (NumPy, SciPy, Pandas and Matplotlib), Econometrics, Statistics, Mathematics, Machine Learning and Deep Learning (with PyTorch, TensorFlow and Keras Frameworks) to build and test the Trading Strategies for Equities and Derivatives

Use multiple risk measurement techniques to measure and minimize risk associate with the Trading strategies and accordingly create the portfolio

Do proper back testing using multiple techniques and fine tune the Trading Strategies to make sure that the performance of the Trading strategies do not diminish in the actual market scenario

AlphaCrest Capital Management LLC

Quantitative Researcher, (08/2017 – 02/2018)

Roles & Responsibilities:

Researched on “Market Neutral” Trading Strategies across different Financial Instruments within different Geographies ( US, UK, JP)

Researched on many different kinds of Structured and Unstructured financial data sets

Built predictive Quantitative models with new ideas to produce Trading Signals (Alphas) with high Return, high Sharpe and less Transaction Cost for the performance of Financial Instruments

Used Python (NumPy, SciPy, Pandas and Matplotlib), Econometrics, Statistics, Mathematics and Machine Learning to build and test the Quantitative models for Equities and Derivatives

Use multiple risk measurement techniques to measure and minimize risk associate with the Trading strategies

Did extensive back testing of the created Alphas using multiple techniques

Developed Systematic Investment strategies using the built Alphas and generated profit from market inefficiency

WorldQuant LLC

Research Consultant, (11/2015 – 08/2017)

Roles & Responsibilities:

Researched on “Market Neutral” Trading Strategies across different Financial Instruments within different Geographies (US, UK, APAC)

Researched on many different kinds of Structured and Unstructured financial data sets

Built predictive Quantitative models with new ideas to produce Trading Signals (Alphas) with high Return, high Sharpe and less Transaction Cost for the performance of Financial Instruments

Used Python, Econometrics, Statistics, Mathematics and Machine Learning to build and test the Quantitative models for Equities and Derivatives

Did extensive back testing of the created Alphas using multiple techniques

Developed Systematic Investment strategies using the built Alphas and generated profit from market inefficiency

Microsoft India (R&D) Pvt. LTD., Bangalore, KA (IND)

Support Engineer, (08/2012 – 04/2016)

Roles & Responsibilities:

Handled multiple projects of different domains and ensured seamless service delivery

Provided Technical Consulting for messaging solutions and cloud computing to the Microsoft’s clients Worked with presales team to provide IT Infrastructure Architecture Design solutions and project valuation to the clients

Assisted Microsoft’s clients in smooth transitioning of IT Infrastructure solutions and Cloud Computing.

Provided training to the IT staff on messaging IT technologies and Cloud Computing.

Identified and resolved Messaging related issues including performance and email traffic on worldwide basis.

DELL SERVICES, NOIDA, UP (IND):

Messaging Services Analyst, (12/2008 –05/2012)

Roles & Responsibilities:

Handled multiple projects of different domains and ensured seamless service delivery

Provided Technical Consulting for messaging solutions to Dell Clients

Handled Microsoft and other related messaging technologies

Identified and resolved Messaging related issues including performance and email traffic on worldwide basis.

EDUCATION:

WorldQuant University

Masters of Science in Financial Engineering, 2021

Manipal Institute of Technology (Manipal University)

Bachelor of Technology, 2007 – Electrical & Electronics Engineering,

Percentage: 6.30/10.0 CGPA

Selected on the basis All India Engineering Entrance Examination (AIEEE)

Completed 6 months of training cum certification program in Java-J2EE and Oracle9i from NIIT in Apr’08

Completed “Sun Certified Programmer for Java 5” Certification in July 08

SKILLS:

Financial: Algorithmic trading (Medium/ Low frequency strategies), Technical analysis, Risk analysis, Financial Time Series, Portfolio Theory, Statistical Arbitrage

Analytical: Machine Learning, Deep Learning, Forecasting/Predictive analytics, Statistical analysis, Time Series analysis, Monte Carlo Methods, Optimization

Programming: Python, C/C++, C#, Java, SQL, Matlab, R, Powershell

Server Applications: MS Exchange 2013, 2010, 2007, 2003, Lync Server, BB server, Tumbleweed, Cisco IronPort, McAfee EWS, Google Postini

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