Abhishek Kumar

Location

Berkeley, CA
Education
    University of California-Berkeley
    March 2023 - March 2024
    degree
    Master's
    major
    Financial Engineering
    Indian Institute of Technology (IIT), Banaras Hindu University (BHU)
    July 2013 - May 2017
Work Experience
    Cubist Systematic Strategies
    Intern Quantitative Research AND Development
    New York, NY, US
    July 2023 - December 2023
    company
    Cubist Systematic Strategies
    title
    Intern Quantitative Research AND Development
    overview
    - Researched and developed mid freq stat arb strategies on US equities - Implemented and coded a scalable, modular and fast tensorflow based Neural Network framework to research - Implemented a flexible ML pipeline to train and backtest ensemble models. Coded feature selection and dim - Used numba + python to program efficient Bayesian learning models from research papers
    Estee Advisors
    Senior Quantitative Researcher
    Gurgaon, IN-HR, IN
    April 2019 - February 2023
    Edelweiss Financial Services
    Quantitative Analyst
    Mumbai, IN-MH, IN
    July 2017 - March 2019
Skills
AlgorithmsArbitrageArtificial Neural NetworksBacktestingBitcoinComputational FinanceComputer ProgrammingC++ (Programming Language)Crypto CurrencyDay TradingDeep LearningElectrical TransformersFeature SelectionFinancial EngineeringFinancial StocksForecasting SkillsInvestment BankingJava (Programming Language)Knowledge of EconometricsKnowledge of EngineeringKnowledge of FinanceKnowledge of MathematicsKnowledge of StatisticsMachine LearningMicrosoft WordPortfolio ManagementProbability TheoriesPython (Programming Language)Quantitative InvestingQuantitative ResearchResearch and DevelopmentResearch SkillsSentiment AnalysisStrategic ThinkingStrategies of PricingTensorflowTime SeriesTrading Strategy