Neelakash Chatterjee

Experience

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  JPMorgan Chase & Co.

  Jun 2020 - Jun 2020

  Software Engineering Virtual Experience
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  Ardent Computech Pvt Ltd

  Jul 2020 - Sept 2020

  Django Developer

  Built a online food website with the help of Django as a backend framework and HTML and CSS for frontend development .

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  The Sparks Foundation

  Dec 2020 - Jan 2021

  Web Developer

  Built a basic banking website , with the help of Django , HTML5 , CSS3 and Bootstrap5 . A link to the project has been provided .

• 

  Cloudcraftz Solutions

  Aug 2021 - Mar 2024

  • Part of team responsible for building a framework using python to backtest a derivative trading strategy for a proprietary trading firm.• Analysing and suggesting improvement to an existing options trading strategy in the Indian Market for an overseas proprietary trading firm using state-of-the-art ML/DL and Statistical Algorithms.• Risk management: working on constant risk portfolio management techniques (HFT on Options in the US & Indian Market) • Part of a Multi-purpose Trading App building team using python.• Automating the process of dataset labelling for clients (using NLP).• Involved in creating predictive models for alarm systems for clients. • Part of a team involved in creating a library for auto exploratory data analysis (EDA) for financial data.• HFT with Options in the Indian Market (Backtesting, Analysing and Improvising) • Built OpenAI gym custom environments for Trading and used that to train reinforcement learning models .• Built ML models with various mathematical features, fundamental data and options data to predict the stock market .• Built Recommendation Systems.• Worked on project involving automated re-allocation of asset to portfolios using ML and state-of-the-art DL methods. • Analysing historical stock data using technical indicators built using python .• Running various ML algorithms to predict buy-sell signals on various stocks .• Worked on Demand forecasting projects for a reputed paint company to predict future sales .

  • Junior Data Scientist (Quantitative Finance)

    Apr 2023 - Mar 2024

  • Associate Data Scientist (Quant)

    Aug 2022 - Apr 2023

  • Associate Software Engineer [Data Science/Quant]

    Jan 2022 - Aug 2022

  • Data Science Intern (Quant Finance)

    Aug 2021 - Dec 2021
• 

  Intrainz

  Jul 2022 - Oct 2022

  Course Instructor

  Python and ML Instructor at IntrainZ .

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  NX Block Trades Pvt Ltd

  Mar 2024 - Jul 2024

  Data Scientist (Quantitative Finance/Trader)

  • Working on building quant models and using it to trade in F&O segment to generate alpha.• Managing a fund of 3.5M (INR) for trading Equity Options on NSE.• Analysing all existing strategies and suggesting improvements for enhancements. Working on Volatility prediction models.• Deployed volatility region detection model on local server using streamlit for real-time volatility detection.

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  Morgan Stanley

  Jul 2024 - now

  Senior Associate (Institutional Equity Division - Morgan Stanley's Electronic Trading Unit)

  • Responsible for daily corporate action adjustments in trading curves for APAC and EMEA. • Responsible for generation of estimates on corporate actions (M&A, Spin-offs, Splits, Dividends, Rights Issues, Split-offs etc.) for clients in APAC & EMEA.• Involved in various global index rebalancing events - from generating estimates for trading, clients to deep-dive analysis of global rebalances. • Writing / Improvising automation scripts to streamline various internal processes using python and other internal tools. • Responsible for index rebalancing of all European Indices. Show less