Anand Singh Rao

Master's

Financial Engineering

JP Morgan Chase & Co

Summer Associate

- Constructed synthetic timeseries for illiquid commodities markets flagged ineligible for IMA, resulting drop in ES avoiding hedge - Evaluated constituent markets and synthetic index timeseries similarity using r-square and dynamic time warping distance and recommended best index composition - Engineered a tool for data extraction and aggregation to eliminate manual time-consuming data gathering process for large set of dispersed datasets