Summary
Work History
Education
Skills
Timeline
Generic
Ayush

Ayush

Moradabad

Summary

Ayush is a Quantitative Research professional with a wide range of experience that uniquely positions him to lead end to end novel research based solutions . Proven track record in quantitative research analysis & risk management, consistently delivering innovative solutions to complex challenges.

Work History

Model Development Manager

EY (Goldman Sachs client)
Mumbai
2022 - 2024
  • Implemented LangChain framework for building/optimizing RAG model pipelines for Q&A and summarization of regulatory text.
  • Prompt engineering, in-context learning and fine-tuning of Large language models. Experience with FFN, CNN, transformers architectures

Market Risk

JP Morgan Chase
Mumbai
2019 - 2022
  • Built Jump and Trend detection models for desk's risk limit utilizations at the request of desk head which successfully helped lower trading limit breaches by ~40% within 3 months.
  • Automation of risk reports for Asia Exotics desk which helped traders better navigate Chinese Property Crisis by monitoring risk aggressively.
  • Successful quantitative python based estimation & automation of entire Global Credit MR team's Fed Stress Capital Buffer calculation with direct impact on front office's quarter-end hedging strategy and desk capital allocation.
  • Experienced in Derivative Trade Risk, Stress & scenario analysis. Monitoring portfolio VaR, greeks, PnL drivers, Limit Utilizations.

Quantitative Researcher

Irage Capital Advisory Pvt. Ltd.
Mumbai
2019 - 2019
  • Member of Equity Options Market making team at NSE. Formulated liquidity based high-frequency trading strategy for the desk involving data analysis and modeling on microsecond level tick data.

Quantitative Researcher

Mudraksh and McShaw Advisory LLP
New Delhi
2018 - 2019
  • Coded a Live Implied Volatility Calculator and GUI based application in Python.
  • Built Fear & Greed Market sentiment model in Python using multiple trading indicators like EMA, INDIAVIX, Client/FII/DII Open positions, 2yr-10yr Yield curve

Education

Masters - Theoretical Physics

IIT Madras
01-2017

Bachelors - Physics

Jamia Millia Islamia
01-2015

Skills

  • LangGraph Agents, AI, RAG
  • Information & game theory
  • Statistics & Probability
  • Stochastic calculus
  • Derivatives Trading
  • Data Structures and Algorithms
  • Quantitative Research
  • Data Science
  • Machine Learning
  • Python programming

Timeline

Model Development Manager

EY (Goldman Sachs client)
2022 - 2024

Market Risk

JP Morgan Chase
2019 - 2022

Quantitative Researcher

Irage Capital Advisory Pvt. Ltd.
2019 - 2019

Quantitative Researcher

Mudraksh and McShaw Advisory LLP
2018 - 2019

Masters - Theoretical Physics

IIT Madras

Bachelors - Physics

Jamia Millia Islamia
Ayush