Looking for a job

Ratan Dua

@ratandua

Quantitative Researcher blending machine learning, statistical modeling, and time-series analysis for systematic trading.

India

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What I'm looking for

I’m looking for a role where I can build ML models for alpha generation, run rigorous back-testing, and manage risk & portfolio exposure across market regimes.

I’m a Quantitative Researcher with experience in data science, statistical modeling, and time series analysis, combining systematic and discretionary trading to drive performance across equities and commodities. I spent 5 years building profitable systematic trading strategies and delivered 20% annual unlevered return with a Calmar ratio of 2, complemented by 5 years of discretionary trading in Brent and Gasoil futures using technical analysis and microstructure.

I also bring 8 years of experience as a Data Scientist, with strong expertise in machine learning, alpha generation, back-testing, and risk & portfolio management. In my most recent role, I engineered an alpha strategy using Dynamic Time Warping (DTW) for historical time-series pattern matching and built a deep learning time series prediction model that resulted in 20% increased realized profits via profit booking; earlier, I developed an 80% precision clinical trial prediction model and improved training data by 30% using BERT.

Experience

Work history, roles, and key accomplishments

Assistant Vice President

Marketopper Securities Pvt. Ltd.

Jul 2022 - Jun 2026 (3 years 11 months)

Developed systematic equity and commodity portfolios using trend-following and mean-reversion strategies, including DTW-based alpha generation. Built a deep learning time-series prediction model for profit booking and managed signal clustering with regime-based exposure allocation.

Systematic Trading Portfolio Management Mean Reversion Alpha Generation Dynamic Time Warping (DTW)Deep Learning Time Series Models Clustering Signal Modeling Risk Management

Data Scientist

Innoplexus Consulting Services Pvt. Ltd.

Jun 2019 - Jun 2022 (3 years)

Built machine learning models for clinical trial prediction and outcome forecasting for pharmaceutical clients. Created BERT-based labeled datasets, applied statistical techniques to optimize clinical trial design, and built a biotech stock portfolio tied to upcoming trial readouts.

Machine Learning BERT NLP Clinical Trial Prediction Statistical Techniques Portfolio Construction

Analyst

Marketopper Securities Pvt. Ltd.

Apr 2018 - May 2019 (1 year 1 month)

Designed systematic alpha strategies for equity futures using technical indicators and structural chart patterns. Developed a dynamic volatility-driven hedging framework using outright option purchases and collar structures to mitigate downside risk.

Equity Futures Structural Chart Patterns Volatility Hedging Options Collar Structures

Associate

Futures First Info Services Pvt. Ltd.

Apr 2012 - Nov 2017 (5 years 7 months)

Executed discretionary trading strategies on the Brent Crude Oil and Gasoil futures curve using technical analysis, market microstructure, and fundamental analysis. Formulated short- and medium-term strategies using calendar spreads and butterflies.

Discretionary Trading Energy Futures Technical analysis Market Microstructure Fundamental analysis Calendar Spreads Butterflies

Assistant Manager

Genpact Analytics

Aug 2009 - Mar 2012 (2 years 7 months)

Developed a predictive decision-tree model to analyze the cost-benefit of underwriter verifications against baseline portfolio bad rates. Identified optimization segments to safely bypass unnecessary verifications and reduce corporate underwriting expenses.

predictive modeling Decision Trees Cost Benefit Analysis Optimization Underwriting Analytics

Analyst

Modelytics India Pvt. Ltd.

Jul 2007 - Aug 2009 (2 years 1 month)

Developed double-hurdle predictive statistical models to target high-value financial accounts. Built Logistic Regression models for account activation probabilities and OLS Regression models to forecast probable client spend.

Double Hurdle Models Statistical Modeling Logistic Regression OLS Regression Forecasting Spend