Srujana Batchu

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
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  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.

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  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
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  BlackRock

  May 2024 - Jul 2024

  Quant Research Industry Project