Sandeep
Summary
Reliable Manager demonstrating high level of ownership and initiative. Possessing exceptional work ethic and desire to go above and beyond to exceed company expectations. Offering knack for building productive working relationships. Successful in fast-paced, deadline-driven environments to manage goals and team development. History of thriving in technically demanding roles with a knack to pick-up and learn new technologies on the go.
Overview
3
3
years of professional experience
Work History
Quantitative Research Manager, Morningstar Quantitative Research(MQR), India
Morningstar India Pvt Ltd
2023.01 - Current
- Manage a team of 6 Quantitative Analysts and Data Scientists under the ‘Equity Analytics and Factor Research’ squad
- Create custom Quantitative and Machine Learning Models for Morningstar's Equity Research, Indexes, Direct, Retirement Solutions and Enterprise Teams
- Publish thought leadership white papers and create research-based IP using factors from Morningstar Risk Model
- Creating new models based on Machine Learning Algorithms like Random Forrest, XGBoost and creating dashboards for internal and external stakeholders.
- Created complex analysis of large datasets to identify new alternative data based-factors like Sentiment Analysis using PyTorch libraries and AWS instances.
- Conducted research and identified use-cases on new technologies related to GenAI and Large Language Models(LLMs).
Lead Quantitative Analyst, Morningstar Quantitative Research(MQR), India
Morningstar India Pvt Ltd
2021.08 - 2022.12
- Signal testing for new factors in a systematic investment framework actively collaborating with the Indexes team
- Analyzing Huge and Complex Alternative Data factors such as Sentiment using PyTorch, polars python libraries and AWS EC2 instances
Senior Quantitative Analyst, New Product Development (NPD), Morningstar Indexes
Morningstar India Pvt Ltd
- Developed systematic investment strategies using multi-factor models across asset classes using Python and SQL
- Ownership of the full product development cycle including ideation, data analysis, building an investment thesis, extensive back testing, attribution using Risk Model, client consultation and final product deployment in production
- Develop and refine statistical tools like optimization models, machine learning models for portfolio construction
- Create novel thematic indexes based on themes such as ESG, Gender Equality, exponential technologies
- Key Learnings and Achievements: Lead Analyst for the flagship Morningstar Broad Style Indexes launched(Jan 2021) in collaboration with Blackrock
- Awarded Impact Award for the Style Project (Recognition given to top 5% of the Morningstar Employees Globally)
- Lead Analyst for Morningstar Medalist Fund of Funds Indexes (Equity and Fixed Income for Europe and China) based on qualitative Morningstar Analyst Fund Rating to provide exposure to best in class funds
- Worked on multi-asset indexes like Multi-Asset High Income(MAHI) Index and the UK Pension Index.
Summer Internship – Trade Marketing Department
AB InBev India & South East Asia
- Created a Trade Marketing Promotion Plan to incentivize customer's aligning them to the Brand Ethos and Target Groups
- Conducted interviews with customers to gain insights into their experiences.
Operations Officer(LPG), Indane Bottling Plant, North Guwahati, Assam
Indian Oil Corporation Limited
- As maintenance in-charge of the bottling plant, led a team of 16 members in the maintenance department
- Managed inventory and procurement of spares for all the critical equipments ensuring the availability
- Studied the consumer promotion practices and tracking of results for the alcoholic beverage industries.
Education
PGPM(Finance) -
Management Development Institute(MDI), Gurgaon
01.2018
B.E.(Hons.)Mechanical -
Birla Institute of Technology & Science(BITS), Pilani Campus
01.2013
XII, CBSE -
DAV Public School, BSEB Colony, Patna
01.2008
X, ICSE -
International School, Patna
01.2006
MSc Financial Engineering -
WorldQuant University
2024-01
Cleared CFA Level 2 -
Feb 2022
Skills
- Cross-functional team management
- Algorithm development
- Time-series analysis
- Deep learning
- Machine Learning
- Team Collaboration
- Excellent Communication
- Attention to Detail
- Data Analysis
- Generative AI
- Large Language Models - LLM
Key Interests
Photography
Position Of Responsibility
- MDI Gurgaon, Senior Core Team Member, IMPERIUM, 2017-18, Responsible for corporate sponsorship, managing publicity, promotions for the events
- MDI Gurgaon, Core Team Member, Student Counseling Cell, MDI, 2017-18, Mentored the first year MBA students to cope up with the rigour of the MBA programme
- BITS Pilani, Pilani Campus, Core Team Member, Photography Club (PHOTOG), 2011-12, Conceptualized a photography exhibition held during OASIS, cultural festival of BITS Pilani
- National Service Scheme(NSS), BITS Pilani, Public Awareness Volunteer, 2011-12, Worked with Public Health & Welfare dept. to organise health camps in and around Pilani
Publications
IndaneInBevGenAI
- News Sentiment Factor and the Cross-Section of Equity Returns, Co-authored with Sabeeh Ashhar, 2022
- Forever in Style – Expanding Morningstar’s style suite, Co-authored with Dan Lefkovitz, 2022, https://www.morningstar.com/lp/forever-in-style
- The difference that Asset Allocation and Rebalancing Makes, Co-authored with Shwetabh Sameer, 2022, https://www.morningstar.in/posts/57709/difference-asset-allocation-rebalancing-makes.aspx
- Three Asset Allocation Strategies – Actionable insights, Co-authored with Shwetabh Sameer, 2020, https://www.morningstar.in/posts/58263/3-asset-allocation-strategies.aspx
References
References available upon request.
Timeline
Quantitative Research Manager, Morningstar Quantitative Research(MQR), India
Morningstar India Pvt Ltd
2023.01 - Current
Lead Quantitative Analyst, Morningstar Quantitative Research(MQR), India
Morningstar India Pvt Ltd
2021.08 - 2022.12
Senior Quantitative Analyst, New Product Development (NPD), Morningstar Indexes
Morningstar India Pvt Ltd
Summer Internship – Trade Marketing Department
AB InBev India & South East Asia
Operations Officer(LPG), Indane Bottling Plant, North Guwahati, Assam
Indian Oil Corporation Limited
PGPM(Finance) -
Management Development Institute(MDI), Gurgaon
B.E.(Hons.)Mechanical -
Birla Institute of Technology & Science(BITS), Pilani Campus
XII, CBSE -
DAV Public School, BSEB Colony, Patna
X, ICSE -
International School, Patna
MSc Financial Engineering -
WorldQuant University
Cleared CFA Level 2 -
Feb 2022
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