Research Intern Summer Internship

Shayona Basu

*******@********.***

EDUCATION

University of Chicago Expected: June, 2024 Chicago, Illinois Majoring in Economics (specialization in Data Science) (BA), minoring in Physics. Relevant Courses: Applied Regression Analysis, Financial Accounting, Numerical Linear Algebra, Quantum Mechanics Quantitative Portfolio Management and Algorithmic Trading, Computer Science II, Differential Equations EXPERIENCE

The University of Chicago, Physics Department Chicago, Illinois Physics Undergraduate Tutor and Lab Assistant October 2022 – Present

• Provided tutoring to students by explaining complex concepts teaching them problem-solving skills in physics

• Assisted in designing and executing lab experiments, troubleshooting lab equipment alongside physics post-grad’s The University of Chicago Booth School of Business, Stigler Center Chicago, Illinois Research Assistant for Prof. Raghuram G. Rajan and Prof. Luigi Zingale April 2022 – October 2022

• Conducting data collection/manual analysis for over 600+ shareholder letters using NLP application,

• Building large database for last 40+ years to identify corporate goals in shareholder letters and deliver useful insights Navik Capital Singapore, Singapore

Summer Internship at Hedge Fund, Quantitative Research Intern July 2022 – August 2022

• Built modelling tool in VBA (Excel) for Fixed Income & Currency traders, correlating large data sets (economic time-series data) from Bloomberg Terminal with market equity returns (e.g., S&P Futures, TY10, etc.)

• Developed graphical comparison tool, plotting returns against database of all global-financial centers economic indicators (e.g., US’s CPI, Payroll), added statistical tests to outliers and VBA script to automate data collection

• Learnt how to calculate adjusted prices for TY futures by finding the rolling dates, and implemented in database Capital Square Partners Singapore, Singapore

Financial Research Intern June 2021 – September 2021

• Calculated estimations of EBIDTA, EV and other indicators for a target private company by conducting financial statement analysis for similar public companies and gave presentation on financial ratios, and identified trends

• Researched report on micro-finance with socioeconomic context of a frontier market for live investment proposal MobileWalla PTE Singapore, Singapore

Data Science Research Intern June 2020 – September 2020

• Developed SQL model for correlating mobile device IDs with estimated income based on residence

• Tested program in Athena using AWS to identify pockets of high net-worth individuals for targeted marketing PROJECTS

Maroon Capital Trading Competition Jan 2023 – Feb 2023

• Worked on programming a mean-regression trading algorithm with hedging, and built an effective pairs selection model by web-scraping ETFS, then clustered based on volatility, finally identifying pairs by covariance.

• Computed cross-over signals by finding difference in moving average, wrote-up post trade analysis from back testing Data Science Project on Coral Reefs February 2022 – July 2022

• Developed global coral health indicator in R, after researching current coral literature, used Monte Carlo to predict to what extent economic indicators such as fishing and tourism affected coral health, using open-source reef database SKILLS

• Technical: Python (Pandas/NumPy/Beautiful Soup), Git, Jupyter Notebook, Bloomberg Terminal, Excel (VBA)

• Data Analysis: R (RStudio), SQL (Cloud AWS), Statistical Analysis, Data Visualization, Financial Modeling

• Visual/Design: Photoshop, Illustrator, Premiere Pro, PowerPoint, Blender, HTML/CSS, Shopify

• Interests: Project Management, Financial Markets, Environmental Sustainability, Soccer and Badminton

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