Shayan Choudhury
Location
Chicago, IL
Kolkata, India
Education
U
University of Chicago
September 2024 - December 2025
degree
Master's
major
Applied Mathematics
B
Birla Institute of Technology and Science
Work Experience
B
BlackRock
AlphaGen Technology Quant Engineer Associate
Mumbai, IN-MH, IN
May 2023 - July 2024
company
BlackRock
title
AlphaGen Technology Quant Engineer Associate
overview
- Achieved 30% improvement in efficacy of model used for trading by Securities Lending business; enhanced Java model
- Implemented 2 active Sustainability Investing strategies involving exponential smoothing, size-factor neutralization and cross-sectional standardization; productionized signal lifecycle from data ingestion to execution with Python and Airflow
S
Sharpe Maximization Optimization on NIFTY50 Universe
November 2023 - December 2023
M
Morningstar
Quant Research Team Quantitative Analyst
Mumbai, IN-MH, IN
January 2022 - May 2023
A
Automated ML Momentum StatArb Trading Strategy
June 2021 - April 2022
M
Morningstar
New Product Development Indexes Associate Quantitative Analyst
Mumbai, IN-MH, IN
August 2020 - December 2021
Skills
Languages
BengaliEnglishHindi
Skills
AirflowAmazon Web ServicesArtificial Neural NetworksAutomationBacktestingBash ShellBig DataCapital MarketsChemical EngineeringData IngestionDeep LearningEnergy ProductionESG CriteriaExchange-Traded FundFeature EngineeringFinancial DerivativesFinancial StocksFuel GasFuzzy LogicGithubGoogle CloudGuitarsJava (Programming Language)Knowledge of EngineeringKnowledge of StatisticsLabelingLarge Language ModelsMachine LearningMathematical FinanceMATLABMentoringMicrosoft OfficeMultithreadingNumerical AnalysisOil and GasPartial Differential EquationPortfolio ManagementProduct DesignPython (Programming Language)Random ForestRisk ManagementScikit LearnSecurities LendingSeleniumSnowflakeSoccerSpacySQL DatabasesStandardizationStochastic ProcessStrategic ThinkingSustainabilityTradingTrading StrategyUnixValuation of Options