JP Morgan Chase & Co. — Mumbai, India
Quantitative Research Intern
May 2021 - July 2021
- As part of the Securitized Products Group (SPG), I worked on profiling and optimizing overhead function calls
for cash-flow generation, reducing module execution time by 30%.
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Conducted experiments with supervised regression analysis algorithms to develop inference models for bond pricing.
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Domain: Algorithmic Performance, Quantitative Finance