Manager Python
Resume:
Vinay M Singh
** ***** **** **, **** Berlin, CT *6023 • adhfvt@r.postjobfree.com • 917-***-**** • linkedin.com/in/vinay-singh-96aa4579/ INDUSTRY EXPERTISE
o Global Equity Markets
o Hedge Funds
o Financial Services
FUNCTIONAL EXPERTISE
o Market Risk
o Quantitative Alpha
Generation including
Strategies, and R&D
o Portfolio Risk Management
o Data Analytics (ML)
o Team Leadership &
Management
o Coaching, Training &
Mentoring
o Quantitative Modeling
LANGUAGES AND TOOLS
o Highly proficient in Python,
R, C, C++ (Linux, Unix,
Windows), Excel, VBA,
Octave, MATLAB, SQL, Data
Visualization
o Well versed in machine
learning techniques and time
series analysis
o IBM Data Science
EDUCATION
o MBA, Cornell University,
Ithaca, NY (1999 – 2000)
o University of Minnesota,
Minneapolis, MN, Post-
Doctoral Research Fellow
(1993 – 1995)
o Ph.D., Physics, Yale
University, New Haven, CT.
Thesis: Meson Production in
Proton-Proton and
Antiproton Collisions at
Center of Mass Energy of
24.3 Gev (1986 – 1994)
o Master of Science, Physics,
Indian Institute of
Technology (IIT), Kanpur,
India (1981 – 1986)
WORK STATUS
o US Citizen
Experienced quantitative researcher and portfolio analytics specialist with expertise in portfolio risk analytics; model review; and quantitative modeling EXECUTIVE SUMMARY
Hands-on modeling experience with high proficiency in equity multifactor models, model governance, stochastic models, design/development of equity portfolio risk/analytic tools
Proven expertise in portfolio construction, model risk framework development, multifactor modeling, and MC simulations
QR ALPHA LLC, East Berlin, CT 2018 – present
EXPERIENCE
Senior Quantitative Researcher
Analyzed high frequency equity data to develop low-frequency strategies with holding period of up to 10 days
Developed framework using Python for rapid analysis of diverse alphas thereby bringing agility to form optimized portfolios
Analyzed model outputs by developing analytic tools in Python and R. Used machine learning algorithms to further enhance robustness of models PMG GROUP, New York, NY 2015 – 2018
Quantitative Research Consultant
Launched new fund focused on short-term equity trading strategies
Used closing prices and minute level data for US equities going back to the year 2000, and developed strategies using R/Python, and a platform for rapid analysis
Developed/supervised ML-based strategies to adapt to changing market regimes ROC CAPITAL, New York, NY 2009 – 2013
Managing Director Portfolio Manager
Proprietary trading desk was spun off as the largest hedge fund launch of 2009
AUM of over US $1B at launch
Managed team of 50 analysts/researchers in India, including hiring, training and mentoring
Negotiated relationship with prime brokers, vendors, and evaluated various commercially available trading algorithms
Directed research into long-only and 130/30 strategies based on hedge fund alpha with variable holding periods. Researched ‘lost alpha’ and identified means to improve strategy DEUTSCHE BANK, New York, NY 2000 – 2009
Director Portfolio Manager
Co-managed long-short equity statistical arbitrage strategy book in excess of US $2B
Developed risk management systems for the group
Recruited, trained, and mentored team of 40+ analysts in Chennai, India
Helped develop customized trading algorithms
Developed framework for back testing various strategies AT&T, Holmdel, NJ 1995 – 1999
Senior Technical Staff Member
Developed algorithms to increase efficiency of AT&T’s network of switches
Designed and implemented algorithms to comply with regulatory requirements
Represented AT&T at FCC and International Telecommunications Union on new standards
Passionate about tennis – both as player and spectator. Been to all Grand Slams except Australia, and many other major tournaments in the US and other parts of the world HOBBIES & INTERESTS
Enjoy doing cryptic crosswords for fun – at least one a day
Philosophy and history buff
Completed the NYC half-marathon (2015)
Adjunct Faculty at University of New Haven (2014) and University of Hartford (2015–2017). Taught Physics and Mathematics
ADDITIONAL INFORMATION
Received Best Master’s Thesis Award at Indian Institute of Technology (IIT), Kanpur
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