Quantitative trader and researcher

SRUJAL SAKHALA

********@***.*** 347-***-**** https://www.linkedin.com/in/srujal-sakhala-25mar2003/ EDUCATION

NEW YORK UNIVERSITY, TANDON SCHOOL OF ENGINEERING Brooklyn, NY Master of Science in Financial Engineering Expected 05/27 GPA - 3.6/4.0

K.J.SOMAIYA INSTITUTE OF TECHNOLOGY Mumbai, India

Bachelor of Technology, Major in Artificial Intelligence & Data Science 05/25 GPA - 8.9/10

COURSEWORK HIGHLIGHTS

● Akuna Capital options 101 & 201

● Bloomberg Market Concepts

● Quantitative methods in finance, Introduction to derivative securities, Machine Learning in financial engineering, Option pricing and Stochastic Calculus, Valuation, Risk & Portfolio Management, Algorithmic trading and high frequency strategy

● C Programming, Database Management System, Computer Graphics, Data Warehouse & Mining, Analysis of Algorithm (Python, SQL, MATLAB, C, HTML/CSS/JAVA, AI, ML)

EXPERIENCE

DENSITY EXCHANGE, Bengaluru, India 12/24 - 02/25

Quantitative Trading Intern, Algorithmic Trading

● Developed 3 systematic equity trading strategies in Python using momentum (12-1), RSI, and volatility breakout signals across NIFTY stocks

● Achieved 1.4 Sharpe ratio with 18% annualized return and 12% max drawdown over 2013–2023, outperforming NIFTY benchmark. Validated robustness via walk-forward analysis and out-of-sample testing

● Implemented modular architecture for risk management, signal generation, and execution workflows, incorporating static take-profit and stop-loss mechanisms.`

RESEARCH / ACADEMIC PROJECTS

Systematic Equity Alpha Strategy 12/25 - 02/26

● Designed and implemented a multi-factor systematic equity strategy, combining momentum, short-term reversal, and volatility breakout signals to capture cross-sectional alpha.

● Engineered a fully vectorized backtesting framework in Python (NumPy/pandas) with explicit modeling of transaction costs, turnover, and execution lag, eliminating look-ahead and survivorship biases.

● Constructed risk-normalized portfolios using volatility scaling and position constraints, improving capital allocation efficiency across heterogeneous assets.

Volatility Surface Modeling 05/25 - 08/25

● Implemented SABR and Heston stochastic volatility models to construct smooth implied volatility surfaces for NIFTY and SPX options, calibrating parameters via nonlinear least-squares optimization.

● Observed that SABR better captured short-term smile dynamics, while Heston provided more stable term structure behavior under stressed conditions.

Predictive Modelling for Stock Trends 01/25 - 04/25

● Built ARIMA, Random Forest, and Logistic Regression models using return-based features, volatility measures, and momentum indicators to forecast short-term price direction.

● Conducted feature importance and error analysis to examine model stability under regime shifts, improving robustness on out-of-sample data.

EXTRACURRICULAR ACTIVITIES

● Student's Council, KJ Somaiya Institute of Technology, Treasurer, 2023-2024

● Indian Society for Technical Education, Technical team member, 2022-2023

● KJ Somaiya Institute of Technology Soccer team, Captain, 2022-2023

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