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Upendra User

@upendrauser1

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Quantitative researcher and machine learning engineer specializing in production trading strategies and ML for finance.

India

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What I'm looking for

I seek roles building production-grade ML and quantitative trading systems, where I can apply research-driven strategies, deploy scalable models, and work on low-correlation portfolio construction.

I am a quantitative researcher and machine learning engineer with hands-on experience designing and deploying production trading strategies and ML systems for finance and industrial applications.

I have built and deployed 40+ trading strategies with an average Sharpe ratio of 3 on a $2M book, developed ML models to predict quarterly earnings, and created multi-period ensemble alpha strategies with dynamic rebalancing. I also led end-to-end development of an AI troubleshooting agent, addressed LLM hallucinations with GraphRAG, and worked on time-series storage and analysis using InfluxDB.

My background includes internships and research in algorithmic trading, blockchain protocol deployments, and deep-learning option pricing models; I combine strong programming skills with quantitative finance, producing low-correlation, benchmark-beating strategies and robust ML solutions.

Experience

Work history, roles, and key accomplishments

Current

Researcher

Current

Trexquant Investment LP

Aug 2024 - Present (1 year 7 months)

Conduct research and develop production-level alpha trading strategies, deploying 40+ strategies with an average Sharpe ratio of 3 on a $2M book and refining low-correlation signals to consistently outperform benchmarks.

Quantitative Research Alpha Generation Time Series Sharpe Ratio Python Machine Learning

Current

Machine Learning Engineer

Current

Cognam Technologies

Jun 2024 - Present (1 year 9 months)

Spearhead end-to-end development of a troubleshooting AI agent for SICK, mitigated LLM hallucinations via prompt engineering and GraphRAG verification, and used InfluxDB to analyze manufacturing line time-series for actionable insights.

LLM Prompt Engineering Time Series InfluxDB Python Data Engineering

Research Assistant

Financial Services Innovation Lab

Apr 2024 - Jun 2024 (2 months)

Developed scalable economic entity recognition systems using GPT-4 and domain adaptations and built algorithmic trading models that detect Level 2 liquidity traffic to infer institutional order flow.

NLP GPT 4 Algorithmic Trading Market Microstructure Level 2 Data Python

Blockchain Intern

Cognam Technologies

Jun 2023 - Dec 2023 (6 months)

Deployed high-transaction open-source blockchain protocols and integrated AMM models with gas-efficient routing to enable on-chain swapping, trading, and custom token use cases.

Solidity Smart Contracts Blockchain Integrations Python Web3

Quantitative Trading Intern

Optionables Fintech LLP

Apr 2022 - May 2022 (1 month)

Researched and implemented option-selling strategies on Nifty-50 using implied and realized volatility spikes, deployed delta-neutral selling strategies on $6,000 capital for 60 days and achieved a 40% overall return with 1% risk per trade.

Options Trading Volatility Delta Neutral Strategies Python Risk Management financial data analysis

Education

Degrees, certifications, and relevant coursework

Indian Institute of Technology Goa

Bachelor of Technology, Mathematics and Computing

2020 - 2024

Activities and societies: Co-Founder and President of Alpha (Quant Club of IIT Goa); presented research projects and received highest distinction grade.

Bachelor of Technology in Mathematics and Computing from IIT Goa with coursework and projects in financial time-series modelling and machine learning.