Open to opportunities

MD AMIR KHAN

@mdamirkhan

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Aspiring financial engineer with expertise in quantitative analysis.

Bangladesh

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What I'm looking for

I am looking for a dynamic role where I can apply my quantitative skills and contribute to innovative financial solutions while growing professionally.

I am a dedicated financial engineering graduate with a strong academic background and hands-on experience in quantitative research. Currently pursuing my Master of Science in Financial Engineering & Financial Analytics at Stevens Institute of Technology, I have maintained a GPA of 3.90. My coursework has equipped me with advanced skills in stochastic calculus, machine learning in finance, and algorithmic trading strategies.

In my previous role as a Quantitative Researcher at UCB Stock Brokerage, I successfully designed target-date fund glide-paths and improved fund performance metrics significantly. My research on multi-asset market timing strategies yielded an impressive annual return of 20.2%. I am passionate about leveraging my programming skills in Python and C++ to develop innovative financial models and strategies.

Experience

Work history, roles, and key accomplishments

Quantitative Researcher

UCB Stock Brokerage

Jan 2022 - Present (3 years 6 months)

Designed target-date fund glide-paths for various buy-side clients, responsible for the entire workflow including asset allocation model construction, asset parameters modelling, and back-testing. Designed a target-risk fund with volatility, downside deviation and VaR limiting based on the risk parity strategy, and improved its Sharpe ratio by 34% by estimating the covariance matrix with EWMA and

Asset Allocation Risk Parity Covariance Matrix Estimation Performance Attribution Factor IC'S Granger Causality Tests

Quantitative Investment Intern

Standard Chartered Bank

Jan 2021 - Present (4 years 6 months)

Researched factor selection for multi-factor stock selection models in the Bangladesh A-share market; evaluated PE ratio and monthly sales growth; Backtested industry-neutral portfolios in Python; tracked historical performance using annualized return, max drawdown, and Sharpe ratio. Maintained trading data pipelines and automated daily performance reporting of factor-based equity strategies.

Factor Selection Stock Selection Models Python Data Pipelines performance reporting

Education

Degrees, certifications, and relevant coursework

Stevens Institute of Technology, School of Business

Master of Science, Financial Engineering & Financial Analytics

Grade: 3.90 /4.00

Activities and societies: Thesis pending, available for full-time roles immediately.

Pursued a Master of Science in Financial Engineering & Financial Analytics, focusing on advanced financial concepts and quantitative methods. Gained expertise in stochastic calculus, financial risk analytics, machine learning in finance, and algorithmic trading strategies.

North South University (NSU)

B.B.A, Finance

Completed a Bachelor of Business Administration with a major in Finance and a minor in Mathematics. Developed a strong foundation in business principles, financial analysis, and mathematical concepts relevant to finance.