Srujana Batchu

Srujana batchu

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location of Srujana BatchuBerkeley, California, United States
Followers of Srujana Batchu1000 followers
  • Timeline

  • About me

    UC Berkeley MFE'25 | ex-Goldman Sachs | CFA L1 | IIT Hyderabad | Seeking Quant Research/Trading oppurtunities

  • Education

    • Indian institute of technology, hyderabad

      2017 - 2021
      B tech mathematics and computing 9.07/10

      Activities and Societies: Coordinator of Infocus - Photography Club; Class Representative; Multimedia Coordinator - Elan & NVision Institute Silver Medalist

    • University of california, berkeley, haas school of business

      2024 - 2025
      Master's degree financial engineering
    • Fiitjee junior college

      2015 - 2017
      Intermediate mpc 98.2%
    • Indian institute of technology, hyderabad

      2019 - 2021
      Minor economics 8.67/10
  • Experience

    • Iit hyderabad

      Sept 2018 - Jun 2020

      - Represented and served as point of contact for 3000+ students; engaging in discussions with professors to find practical solutions; led a community for student faculty interface. - Assisted professors and students in the following courses - Calculus , Linear Algebra , Differential Equations, Statistics

      • Academic Affairs Secretary

        Apr 2019 - Jun 2020
      • Undergraduate Teaching Assistant

        Sept 2018 - Jun 2020
    • Goldman sachs

      May 2020 - Jun 2020
      Summer analyst

      Implemented Feedback/Validation process to convert unstructured trade data into training data corresponding to a multi-asset inquiry parser.

    • Goldman sachs

      Jul 2021 - Feb 2024

      - Developed an adaptive alpha strategy for forecasting relative bond performance. Used linear regression and boosting methods to dynamically combine existing alphas based on the market conditions; feature engineered using bond-characteristics and macro datasets. Achieved 28% improvement over the highest-performing alpha; used for building automated trading strategies [Credit]-Developed trend forecasting strategy for systematic market making using machine learning and linear regression for Swap Spreads using swap and treasury yield data; feature engineered various technical indicators; predicting t+20 minute spread movements; achieved a sharpe ratio of 1.8 on backtest [Rates].- Designed and deployed an unsupervised ensemble model of Gaussian Mixture and Deep Learning algorithms for real-time anomaly detection in time series data; recall > 0.85 & f1 > 0.7; signal-agnostic, currently serving [FX].- Used LLM and prompt engineering to provide instant insights from time series data to natural language queries - reducing time taken to mins from hours | Proof of Concept. Show less - Built an ensemble model of Gaussian Mixture and Deep Learning algorithms for real-time end-to-end anomaly detection in time series data; with a recall > 0.85 & f1 > 0.7; signal-agnostic.- Automated alerts setup to indicate anomalies in FX Pricing Data - improving productivity and mitigating huge losses.- Developed and implemented a strategy using machine learning algorithms to forecast trends of Swap Spreads, attaining PnL coverage of over 20% | Rates.- Performed data analytics on large amounts of tick data and engineered features based on internal and market data. Show less

      • Quant Research Associate

        Dec 2023 - Feb 2024
      • Quantitative Analyst | FICC

        Jun 2022 - Dec 2023
      • Analyst, FAST Technology

        Jul 2021 - Jun 2022
    • Blackrock

      May 2024 - Jul 2024
      Quant research industry project
  • Licenses & Certifications

    • Goldman sachs finance course: securities intern track 2020

      Goldman sachs
      Apr 2020
      View certificate certificate
    • Central banks and monetary policy

      Coursera
      Jun 2023
      View certificate certificate
    • Advanced linear algebra

      Edx
      Jun 2023
      View certificate certificate
    • Cfa level 1

      Cfa institute
      Jan 2024
      View certificate certificate
    • Introduction to supply chain finance and blockchain technology

      New york institute of finance
      May 2020
      View certificate certificate
    • Math foundations for financial engineers course

      Uc berkeley executive education
      Feb 2024
      View certificate certificate
    • Country level economics: policies, institutions, and macroeconomic performance

      Coursera
      Jun 2023
      View certificate certificate
    • Goldman sachs mylearning - cf&o core analyst track 2021

      Financial edge training
      Jun 2021
      View certificate certificate
    • Statistics for financial engineers course

      Uc berkeley executive education
      Feb 2024
      View certificate certificate
    • Financial markets (with honors)

      Coursera
      Jul 2023
      View certificate certificate
  • Honors & Awards

    • Awarded to Srujana Batchu
      Institute Silver Medalist Indian Institute of Technology Hyderabad Jul 2021 Awarded silver medal for scoring highest GPA in BTech, Mathematics and Computing - Class of 2021
    • Awarded to Srujana Batchu
      Institute Academic Excellence Award Indian Institute of Technology Hyderabad Awarded academic excellence award (2020-21), (2017-18) for excellence in semester coursework.