Rushikesh Gholap
Quantitative Researcher | Python · Derivatives · Backtesting · Statistical Modeling
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About
Quant researcher with live experience building and backtesting rule-based strategies on Indian equity derivatives at a SEBI-registered broker. Proficient in Python, time-series analysis, and statistical modeling. MSc in Nanotechnology; co-inventor on two patents.
Experience
Quantitative Researcher - Kasat Securities Pvt Ltd - India
(2025-09)
SEBI-registered stock broker · Derivatives & prop research
- Designed rule-based trading strategies on NIFTY & BANKNIFTY options and stock futures, translating market hypotheses into executable Python logic
- Built vectorized backtesting pipelines (Pandas/NumPy) across multiple expiry cycles with realistic slippage, transaction costs, and position-level PnL attribution
- Conducted option-chain analysis — IV surfaces, OI buildup, put-call skew — and applied stationarity/autocorrelation tests to filter low-edge signals and reduce drawdowns
Junior Data Scientist - OM Software Pvt Ltd - India
(2025-02 - 2025-09)
Predictive analytics · Business intelligence
- Built and validated ML models (Scikit-learn) for demand forecasting and customer segmentation; A/B experiments quantified lift vs baseline rules
- Automated data-quality checks and ETL workflows in Python/SQL, cutting manual reporting effort by ~40% across large structured datasets
- Delivered interactive Power BI dashboards tracking sales, churn, and discount KPIs, directly informing reseller pricing decisions
Research Scientist - National Physical Laboratory (CSIR-NPL) - New Delhi
(2023-10 - 2025-02)
Materials research for radiation-hardened environments
- Led experimental and data-analysis work on nanocomposite materials at a national lab; co-invented two patents and authored peer-reviewed findings
Education
M.Sc. - Nanotechnology - National Forensic Science University (Central University)
B.Sc. - Physics - Savitribai Phule Pune University (SPPU)
