Quant Analyst

SIMAR OBEROI

347-***-**** // *****.******@***.*** // linkedin.com/in/simaroberoi

EDUCATION

**/** - **/** *** YORK UNIVERSITY New York, NY

The Courant Institute of Mathematical Sciences

M.S. in Mathematics in Finance

● Coursework: object-oriented programming (Python), algorithmic trading, machine learning models, order-book dynamics, time series, Monte Carlo methods, Black Scholes

● Activities: Graduate Teaching Assistant for Mathematics of Finance (MATH-UA 250) and Mathematics for Economics I (MATH-UA 131)

09/18 - 08/22 UNIVERSITY OF WATERLOO Waterloo, Canada B.Math in Mathematical Finance & Statistics (GPA: 3.7)

● Coursework: ODE/PDE/SDE, CAPM, DCF, portfolio optimization models, Ito’s lemma, VaR, EVT, stochastic processes, Markov chains, GLMs

● Honors: Graduated with Distinction (Cumulative Grade > 85%), President’s Scholarship EXPERIENCE

02/25 - 03/25 SNORKEL AI New York, NY

Quantitative Problem Designer / AI Model Stumper (Proprietary AI Platform)

● Crafted 50+ challenging mathematical problems to train Snorkel’s AI models using rigorous quantitative reasoning and proper LaTeX formatting

● Evaluated and refined intricate quantitative challenges to ensure adherence to high academic and industry standards

● Conducted 100+ detailed quality reviews for questions crafted by other contributors by identifying and correcting ambiguous phrasing and inconsistencies of logic 06/24 - 07/24 MORGAN STANLEY New York, NY

Private Wealth Management and Quantitative Analysis Intern (Python)

● Constructed hedging strategy involving rolling AAPL calls using Black-Scholes and implied volatility analysis, achieving more than 9% return within 1 month of implementation

● Designed DCF models and prepared comprehensive reports on Salesforce, Nike, and Walt Disney to inform investment decisions for clients with portfolios exceeding $100M

● Collaborated with team to service portfolio of 40+ clients, each investing more than $5M, ensuring personalized strategies to meet individual objectives in US and international markets

● Researched investment opportunities including US Treasuries, ETFs, real estate funds, hedge funds, and private equity funds, tailoring recommendations to disparate client needs PROJECTS

09/24 - 12/24 NYU COURANT New York, NY

Empirical Analysis of Closing Auction Dynamics on NYSE and NASDAQ (Python)

● Analyzed imbalance data and reference price trends for S&P 500 stocks during closing auctions

● Compared auction volume ratios, imbalance behavior, and volatility between NYSE and NASDAQ, highlighting structural differences

● Explored auction quality metrics, price drift, and ETF rebalancing effects, enhancing understanding of market dynamics

04/24 - 05/24 Guaranteed VWAP Contract Pricing (Python)

● Developed guaranteed VWAP pricing algorithm, using Almgren-Chriss optimization model to minimize risk-adjusted costs, achieving 15% reduction in execution costs

● Implemented market impact, volume, and trading models, analyzing 100,000+ tick trade and quote data points to dynamically optimize for trading trajectories

● Regressed volume errors and liquidity proxy against trading model predictions to derive pricing formula for guaranteed VWAP contract

COMPUTATIONAL SKILLS / OTHER

Programming Languages: Python, C++, R, MATLAB, LaTeX Languages: English (fluent), Hindi (native), Punjabi (fluent) Certification: C++ Programming for Financial Engineering (Baruch College, CUNY)

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