Open to opportunities

Veer Gupta

@veergupta

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Quant-driven Analyst & Trader building systematic strategies with alternative data and regime-switching models.

United States

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What I'm looking for

I’m looking for a fast-moving quantitative team where I can build systematic trading/research pipelines using alternative data, probability models, and risk controls—growing through real markets, thoughtful mentorship, and measurable iteration.

I’m a statistics and machine learning student at Carnegie Mellon University, focused on turning noisy real-world signals into actionable, risk-aware trading and research. I build models that respect market microstructure, volatility constraints, and drawdown limits—so strategy performance survives contact with data.

As a Founding Intern at Delphi Prediction Market Trading Terminal, I monitor real-time pricing across 7+ venues and translate macro/political catalysts into contract-level structural shifts. I’ve designed REST/WebSocket-based automated data pipelines that cut manual ingestion by 6+ hours weekly, and I lead outreach with hedge funds and institutional allocators to accelerate terminal onboarding.

Previously, I’ve backtested quantitative execution frameworks with order-book data at Arch Capital Management, and I conduct bottom-up equity research as an Investment Fund Intern, building investment memos and DCF valuations in Excel with multi-scenario stress testing. Through competitive trading and first-author deep learning research, I’ve reinforced a “measure, iterate, and validate” mindset—especially with ETL-driven datasets, NLP feature extraction, and systematic factor modeling.

Experience

Work history, roles, and key accomplishments

Current

Founding Intern

Current

Delphi Prediction Market Trading Terminal

Dec 2025 - Present (7 months)

Monitored real-time data across multiple prediction venues to assess how headlines and policy events shift contract pricing, implied probabilities, and liquidity. Designed and deployed automated pipelines with REST/WebSocket APIs to reduce manual ingestion time and supported terminal onboarding through outreach and demos.

Prediction Markets Contract Pricing Implied Probability Analysis REST APIs WebSockets Data Pipelines Data Ingestion Product Demos

Investment Fund Intern

Liber Management

Aug 2025 - Dec 2025 (4 months)

Conducted bottom-up equity research and produced investment memos evaluating earnings quality, margin trajectory, and catalyst timing for long/short ideas. Modeled 3-statement financials and DCF valuations in Excel with sensitivity testing across macroeconomic recovery scenarios to bound downside risk.

Equity Research Investment Memos Long Short Idea Sourcing Financial Modeling DCF Valuations Excel Sensitivity Analysis

High School Intern

Amazon Web Services

Aug 2025 - Dec 2025 (4 months)

Built regression models to quantify price elasticity and seasonal demand sensitivity. Generated market share projections to inform strategic pricing adjustments.

Regression Modeling Price Elasticity

Incoming Research & Trading Intern

Arch Capital Management, Inc.

Backtested quantitative execution frameworks using historical order-book data to analyze microstructural price impact and adverse selection. Worked to minimize transaction slippage across systematic strategies.

Backtesting Frameworks Market Microstructure Transaction Slippage Minimization Systematic Trading

Education

Degrees, certifications, and relevant coursework

Carnegie Mellon University

Bachelor of Science, Statistics and Machine Learning

Activities and societies: Relevant coursework: Fundamentals of CS, Differential/Integral Calculus, Reasoning with Data, Technology and Society, Multivariate Analysis, Mathematical Finance, Methods for Statistics & Data Science, Coding with AI, Prob & Stat Inference. Select competitions: Jane Street x CMU Market Making (2nd), Goldman Sachs x CMU Quantathon (semifinalist), Georgetown Trading Competition (Top 3 overall).

Pursuing a Bachelor of Science in Statistics and Machine Learning with a minor in Computational Finance. Relevant coursework includes fundamentals of CS, calculus, multivariate analysis, mathematical finance, and statistical data science methods.