Senior Associate at Vitasta Consulting
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Quantitative Strategy Role - BFSI (10-15 yrs)
- Developing Asset Allocation models using quantitative modeling and portfolio optimization techniques.
- Conducting factor modeling and implementing non-linear models on time series data using quantitative and machine learning methods.
- Analyzing macro-economic data using reasoning, qualitative assessment and quantitative techniques to assist the overall research framework.
- Writing thematic reports on as global macroeconomic trends and their effect on financial markets.
- Managing a team of associates working on automating existing models in Python and developing a web application that hosts all the in-house quantitative tools.
- Developed R packages to calculate financial market and systemic risk measures over time for firms listed on NSE.
- Led a team of researchers working on developing quant strategies.
- Generating ideas and gleaning insights from financial data to provide actionable insights to stakeholders and business heads.
- Conduct policy research and wrote reports and short notes on securitization and asset reconstruction companies in India.
- Write notes on discussion and consultation papers put out by SEBI and RBI.
- Analytic and problem-solving skill
- Collaborative and result oriented
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