Quantitative Researcher - Kasat Securities Pvt Ltd - India
(2025-09)
SEBI-registered stock broker · Derivatives & prop research
- Designed and implemented rule-based trading strategies on Indian equity derivatives (NIFTY & BANKNIFTY options, stock futures), translating market hypotheses into executable Python logic.
- Built vectorized backtesting pipelines in Python (Pandas / NumPy) covering multiple expiry cycles, with realistic handling of slippage, transaction costs, and position-level PnL attribution.
- Conducted option-chain analysis across strikes and expiries — studying implied volatility surfaces, open-interest buildup, and put-call skew — to surface directional and volatility-based signal candidates.
- Performed time-series analysis and statistical testing (stationarity, autocorrelation, regime detection) to evaluate strategy robustness, reduce drawdowns, and filter out low-edge signals.
- Developed data pipelines to ingest, clean, and transform large tick-level and EOD datasets; maintained structured data repositories enabling fast ad-hoc analysis and reporting.
- Produced research notes and daily analytics for the trading desk; built interactive Excel / Power BI dashboards to communicate strategy performance, risk metrics, and market regime indicators to stakeholders.
Junior Data Scientist - OM Software Pvt Ltd - India
(2025-02 - 2025-09)
Predictive analytics · Business intelligence
- Built and validated machine-learning models (Scikit-learn) for demand forecasting and customer segmentation; ran controlled A/B experiments to quantify lift versus baseline rules.
- Engineered features from raw transactional data — handling missing values, outliers, and seasonality — and performed end-to-end exploratory data analysis (EDA) to uncover actionable business insights.
- Designed and delivered interactive Power BI dashboards tracking KPIs (sales trends, churn rate, discount uptake), enabling data-driven decisions on reseller discount programs.
- Cleaned, transformed, and validated large structured datasets using Python (Pandas, NumPy) and SQL; automated recurring data-quality checks to reduce manual reporting effort by ~40%.
- Partnered with product stakeholders to translate business questions into measurable analytical problems and communicated findings through concise, decision-oriented reports and presentations.
Research Scientist - National Physical Laboratory (CSIR-NPL) - New Delhi
(2023-10 - 2025-02)
Materials research for radiation-hardened environments
- Led experimental campaigns on nanocomposite materials for radiation-hard applications; designed protocols, executed characterization, and analyzed high-dimensional measurement data.
- Co-authored scientific findings and contributed to IP filings, strengthening quantitative data-analysis, statistical reasoning, and technical-writing discipline transferable to quant research.
