The Credit Default Risk of a company is crucial tool to evaluate the financial health of a company.
Led the team that evaluated the Credit Default Risk from The Lending Club data.
A set of Logistic Regression, Gradient Boosted Trees, Adaboost Model and Naïve Bayes Model along with the analysis of model output.
Achieved an AUC score of 98% in the Naive Bayes Model
Implemented Univariate and Multivariate Analysis in Tableau.
Skills Highlighted/Enhanced: Credit Risk Management, Programming in Python, Data Analysis, Data Science, Model Analysis, Presentation, Documentation
Fine-Tuned a Google AI’s BERT model using Pytorch using ESG Data to perform Sentiment Analysis of scraped ESG Data to predict the “ESG Health Rating” of the company based on media/reports etc.
Created a basic model of a Flask App that performs Named Entity Recognition of the Scraped data using spacy.
Skills Highlighted/Enhanced: Alternate Data Analysis, Programming in Python, Web Scraping, APIs, NLP
Time Series valuation of Stocks leads to accurate valuation of Options, Swaps etc. thus increasing the probablity of alpha.
Forecasted the stock prices of the Healthcare and Energy stocks in the DJIA index.
Cointegrated with the Dow Jones Index for accurate predictions using Vector Autoregression Model/Vector Error Correction Model.
Obtained very low RMSE values of 5% suggesting accurate results by our model.
Skills Highlighted/Enhanced: Programming in R, Time Series Forecasting, Model Analysis, Presentation, Documentation
ETFs are the new securities that are flexible, have a lower cost and other tax benefits over tradional open-ended funds.
Headed the team that created a web-app that extracts ETF information and compares it with other ETFs of our choice just by entering the ETF's Tickr under 5 seconds.
Application reduces time involved in taking investment decisions by hours giving the user a edge over his/her competitors
Skills Highlighted/Enhanced: ETFs, API, HTML, Web-App Design in Flask, Leadership, Documentation
Forecasting S&P500 index helps companies take a sound decision in taking their financial endeavors
Predicted The S&P 500 index using Neural Networks in C++ programming language using a Multilayer Neural Network Model.
Had an amazing 70% accuracy in the given period on the trial set
Skills Highlighted/Enhanced: Programming, Neural Networks, Documentation
Knowledge of Hedging Strategies is an essential quality of a Quant
Administered an imaginary Asset Management that used a Long/Short strategy over a given period of 20 years
Achieved an alpha of a massive 1.12% per year.
Implemented the Long/Short strategy on 4 pairs of Stocks, Commodities, Fixed Income to get this amazing returns.
Skills Highlighted/Enhanced: Portfolio Management and optimization, Excel, Presentation, Team-Management.
Experience in handling Portfolios in tough times is an essential quality of a Quant
Headed a team that managed an imaginary Asset Management Fund from January 2020 to April 2020 (COVID Times).
Achieved a whopping 4.99% Returns beating DJIA's -16.9% in the same period.
Implemented a tweaked method in Portfolio optimization (Least Variance) in MATLAB where Data from previous crashes was used to make decisions.
Longed stocks expected to rise and Shorted stocks expected to crash at the right time.
Skills Highlighted/Enhanced: Portfolio Management and optimization, Programming in MATLAB, Documentation in Excel, Leadership, Presentation, Team-Management