Jayanth Reddy

Experience

• 

  Indian Institute of Technology, Delhi

  May 2017 - Jul 2017

  Summer Research Intern

  • Developed CNN based models for gland segmentation from intestinal slide images, with applications in cancer treatment.• Experimented with different network structures like patch based approach, Fully Convolutional Networks and U-Net and created an ensemble of them to obtain an F1 score of 0.87 and a Dice index of 0.83.

• 

  KPIT

  May 2018 - Jul 2018

  Research And Development Intern

  • Worked on Object Detection for Autonomous Driving and ADAS systems on Indian roads.• Designed customized versions of algorithms like R-CNN and YOLO to get object detection to run in real-time on camera inputs.

• 

  AQR Capital Management

  Jul 2019 - Aug 2022

  • Built statistical Risk Models which are used as a building block in all investment factors and in portfolio optimizations.• Developed Investment factors utilizing NLP based sentiment analysis on news articles and research reports.• Improved speed of investment factor computation systems by ~40% by fixing computational bottlenecks and by adding caching. • Designed & developed the reference data platform for the firm. Built a self-service system to generate dynamic bi-temporal REST APIs for business entities.• Developed scalable applications based on microservices architecture to efficiently retrieve high-volume market data.• Redesigned multiple legacy applications reducing support effort and minimizing operational risk.

  • Associate - Research Enineering

    Jan 2022 - Aug 2022

  • Analyst - Front Office Data Engineering

    Jul 2019 - Jan 2022
• 

  NYU Courant Institute of Mathematical Sciences

  Jan 2023 - now

  Course: Basic Algorithms Managing the AI websites of NYU.https://cims.nyu.edu/ai/https://wp.nyu.edu/cilvr/ Course: Programming Languages

  • Course Assistant

    Sept 2023 - now

  • Web Admin

    Dec 2022 - now

  • Graduate Teaching Assistant

    Jan 2023 - May 2023
• 

  AQR Capital Management

  Jun 2023 - Aug 2023

  Intern - Quantitative Research and Development

  • Built a Factor Timing platform to effectively time market factors.• Improved performance of factor returns computation system by 10x which enabled computing more complex signals.• Developed quantitative investment factors based on factor momentum.