Aditya Garg

Manage semi-systematic equity volatility and dispersion portfolio focused on mid-frequency and event driven trading opportunities. Conceive, implement, and deploy novel semi-systematic equity vol strategies and design end-to-end pipelines for each strategy.

Responsible for volatility arbitrage structuring, development and animation of global volatility derivatives offering for institutional clients. Conceptualised and backtested 100+ equity quant strategies and worked on derivatives pricing automation via multiple channels.

Improved univariate anomaly detection using typicality and eccentricity, exemplar learning and reconstruction errors. Implemented changepoint detection algorithms and developed unsupervised Bayesian ensemble technique for anomaly scoring.

Used loss distribution approach for frequency and severity operational loss models using champernowne distribution. Applied ARIMAX model to establish relationship between external operational risk losses with macroeconomic variables.

Master of Technology in Financial Engineering as part of an Integrated Dual Degree program.

Bachelor of Technology in Mining Engineering.