Talk to sales Try for Free
Dr. Brijesh Kumar

Dr. Brijesh Kumar

Quantitative Researcher

Followers of Dr. Brijesh Kumar2000 followers
location of Dr. Brijesh KumarBengaluru, Karnataka, India

Connect with Dr. Brijesh Kumar to Send Message

Connect

Connect with Dr. Brijesh Kumar to Send Message

Connect

  • Timeline

  • About me

    Vice President at JPMorgan Chase & Co.

  • Education

    • Indian Institute of Technology, Bombay

      2006 - 2011
      Doctor of Philosophy (PhD) Theoretical and Mathematical Physics

      Title of Thesis: Topological Objects and Vacuum Stability in Quantum Field Theory Description: The stability of a metastable vacuum in quantum field theory depends primarily on the Euclidean action of the instanton solutions associated with the tunnelling process. This analysis assumes a translation invariant vacuum which precludes the existence of topological solitons in the false vacua. Such topological objects can undergo classical and quantum mechanical instabilities… Show more Title of Thesis: Topological Objects and Vacuum Stability in Quantum Field Theory Description: The stability of a metastable vacuum in quantum field theory depends primarily on the Euclidean action of the instanton solutions associated with the tunnelling process. This analysis assumes a translation invariant vacuum which precludes the existence of topological solitons in the false vacua. Such topological objects can undergo classical and quantum mechanical instabilities and hence decay through an expansion of their cores, resulting in the decay of the false vacuum. These processes were shown to occur in models of supersymmetry breaking and grand unified models of the early universe. The results are of prime importance in cosmology and models of high energy physics which require long lived metastable minima and also permit topological defect formation. Show less

    • Sri Sathya Sai Institute of Higher Learning

      2004 - 2006
      Master of Science (M.Sc.) Physics

  • Experience

    • Dolat Capital Market Private Ltd.

      Aug 2012 - Sept 2014
      Quantitative Researcher

      Worked as part of a model development team for algorithmic trading. We made use of statistical and time series methods to backtest and develop trading strategies for various assets that are traded electronically at both low and high frequency. Our goal was to identify and profit from statistical arbitrage opportunities. My role included but was not limited to:- Retrieving historical data of equities, futures, etc. - Fitting statistical time series models and predicting future returns and price movements.- Extensive back testing of a large number of regression based models for profitability.- Development of efficient execution strategies which limit losses and maximize returns.Besides proprietary trading, I have exposure to other domains in quantitative finance due to a course taken at the Indian Institute of Quantitative Finance. Course content includes: Fundamentals of investment finance, fixed income instruments and fixed income mathematics, introduction to financial derivatives, probability theory, econometrics for finance, stochastic calculus, Brownian motion, stochastic differential equations, risk neutral pricing, Monte Carlo simulations for financial engineering, derivatives valuation. Show less

    • GENPACT

      Dec 2014 - May 2017
      Manager

      Model validation of commercial credit risk and market risk models for Genpact clients.

    • EY

      May 2017 - Feb 2020
      Manager

      Quantitative Advisory and Market Risk, within the Financial Services Risk Management team.

    • JPMorgan Chase & Co.

      Mar 2020 - now
      Vice President

      Model Risk Governance and Review (MRGR), in the Asset and Wealth Management Line of Business.

  • Licenses & Certifications

    • Applied Mathematical Finance for Engineers

      Indian Institute of Quantitative Finance
      Oct 2012