I research, develop, and implement quantitative trading strategies based on statistical arbitrage and a fundamental/macro bias across low, medium and high frequency horizons. ● Highly experienced with machine learning, optimization, algorithm design, high performance computing and application development. ● Mostly experienced with trading in, and dynamics of, US and European Treasury and Energy Futures Markets. My strengths are ● Strategy creation driven by hypothesis testing ● Blending risk arbitrage with fundamental valuation and macro bias ● Portfolio construction to both focus and limit portfolio exposure to targeted risk ● Parameter optimization for continuously adapting to market conditions ● Leveraging the best and latest in trading technology and financial markets research. Highlights: ● Highly experienced with US Treasury Market dynamics, portfolio construction and risk management using synthetic spreads. Also experienced with European Fixed Income and STIRs, including cross market spreads. Highly experienced in modeling data from US and European Fixed Income markets (Cash-Futures-Swaps), STIRs, Energy Futures products. ● Highly experienced with Covariance based (PCA, Factor) models, Co-integration, Space-State and other statistical models for risk arbitrage. Volatility modeling: GARCH, Autocorrelation and Seasonality ● Thorough understanding of Market Microstructure, Order Matching algorithms, Market Making strategies, Execution Strategies and modeling Slippage / Execution Risk. ● Long standing experience of Algorithm design and application development. Constrained optimization techniques for achieving parameter robustness for trading strategies. ● Strong experience of High Performance Computing, cluster and storage architectures, performance optimization. Long standing experience with Unix platforms, BASH scripting ● Proficient in R and Python. Experienced with kdb+/q. Also experienced with Java.

Quantitative Analyst @ From November 2013 to Present (2 years 2 months) Greater Chicago AreaQuantitative Analyst Intern - Algorithmic Trading Desk @ From July 2013 to October 2013 (4 months) Greater Chicago AreaGraduate Student, Computational and Systems Biology Program @ From August 2009 to June 2013 (3 years 11 months) Teaching Assistant @ From January 2012 to May 2012 (5 months) Research Scholar @ From August 2008 to July 2009 (1 year) Mumbai Area, IndiaUndergraduate Research Intern @ From June 2007 to January 2008 (8 months)

Master’s Degree @ Washington University in St. Louis From 2009 to 2013 Bachelor of Engineering (B.E.) @ Doctor Bhim Rao Ambedkar University From 2004 to 2008