Animesh Kumar

1) Working in the Fixed Income product Analytics.

2) Providing pricing and analytics support to Global Banks and Financial institutions.

3) Timely maintenance and updating of Fixed income Analytics library.

4) Static data analytics related to Fixed income products.

5) Actively liaison with Bloomberg support for Analysis of various fixed income products.

6) Have worked on simple to complex Fixed income analytics products like Danish Mortgage bonds, Inflation-linked bonds, Sinkbale bonds, etc.

7) Development of pricing models and analysis in Java-based platform.

1) Worked for one of the global investment bank providing support to the global quantitative investment desk.

2) Developed and backtested simple to complex quantitative trading strategies for the global commodities desk.

3) Planned and executed the development of a generic backtesting platform.

4) Played a key role in the automation of the production process through python and schedulers.

5) Leading Client calls and presentations.

6) Managed a team of 3 Senior business analysts.

1) Worked for India's top High-frequency trading firm, in their research team as a senior quantitative analyst.

2) Worked closely with the team of quantitative researchers for time-series historical data, Data analytics, backtesting and stress testing of trading models.

3) Worked on predictive trading models for continuous improvement and using data science and machine learning techniques to make them dynamic in nature (GLMs,(linear, logistic), Decision trees, Reinforcement learning).

4) Analyzing historical market data for deriving and back testing patterns.

5) Worked on the regression model for trading Indian stocks and futures.

6) Designed and implemented the whole flow for data generation and storage to be consumed for Quantitative research.

7) Designing of pipelines for the generation of historical data by sampling tick by tick data into per minute time-series data on AWS cloud.

8) Time-series data sanity checks.

9) End-user testing for the trading platform developed for quantitative research, looking for bugs and implementing solutions to rectify them.

10) Code optimization using standard template library in C++ for improving the run time of the application with optimum memory utilization.

1) Worked as Research Analyst within the research team of Marketopper Securities, one of the pioneers of algorithmic trading in India.

2) Worked closely with research, trading and operations team for implementing new trading models, trading cost optimisation, improvement of existing research infrastructure and testing of applications.

3) Researching huge time series data sets in python and backtesting models based on pattern matching, correlation analysis, data mining, time series analysis, and hypothesis testing.

4) Regular checks on the performance of trading algorithms to ensure profitability and high Sharpe. 3) Analysing post-trade data to ensure trading costs are optimized.

5) Design and development of trading algorithms to automate the process of systematic trading over Indian stock markets( Financial instruments ranging from Equities, Derivatives, Indices, Commodities and forex).

6) Analysis and backtesting of the performance of the trading algorithms by running historical simulations over several years of stock market data in SQL.

7) Designing, development, and maintenance of more than 600 technical trading indicators libraries and their timely update.

8) Requirement gathering from the manager related to new trading algorithms required to optimize the trading performance of the company's fund. Designing and implementing those solutions as algorithms and testing for any bug related to the software.

9) Maintaining the documentation of all the additions to the technical indicator library and the trading algorithms developed and their performance reporting to the manager.

10) Successfully implemented and executed portfolio asset allocation along with risk minimization using monte Carlo simulations. 10) Collaborated with professors from prestigious institutions, implementing new ideas and research.

1) Worked as Quant programmer analyst with Prophecies technologies, a subsidiary of SGFC Geneva fund.

2) To assist researchers in coding and testing trading strategies and models, improving them and playing an active role in building the team's infrastructure.

3) Coding and back-testing the trading literature, improving the models based on own research and observations.

4) Implemented Portfolio optimization using a basket of trading strategies in excel with crystal ball oracle plug-in. 3) Developed and tested trading models using pattern matching and market direction.

5) Worked on walk forward optimization of the portfolio in Excel.