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Welcome to my Page. Hi, I am Prajual

Prajual Maheshwari

Quant Researcher at Ogha Research LLP.

I am a data and financial markets lover. Hence, I work as a quant researcher. I build trading startegies for high frequency market making using python and C++. My strategies are responsible for providing liquidity in the market and make money. In simple words, I eat data in breakfast, research papers in lunch and profits in dinner.

Ownership
Team Work
Smart Work
Hard Work
Problem Solving
Fast Learner

Skills

Experiences

1
Quantitative Researcher
Ogha Research LLP

Aug 2022 - Present, Bangalore

Ogha employs some of the most advanced and sophisticated techniques to identify and extract profit from market inefficiencies. The firm trades significant volumes in the Indian cash and derivatives markets.


Quantitative Analyst
Dolat Capital

Sep 2021 - Jun 2022, Mumbai

Dolat Capital is a technology driven, multi strategy quantitative trading firm, trading in financial markets. They constantly work towards refinement and innovation, and is dedicated to producing superior returns by using mathematical and statistical methods.

Responsibilities:
  • Developed mathematical and statistical models using tick by tick data for market making at low latency in Indian equity markets
  • Improved the market making execution by including features like mod-factor and modified the order placement and cancelling logic
  • Worked on server management and researched on model validation, quantity automation, and signal sampling of model signals
2

3
Management Trainee - Enterprise Digital Analytics (EDA)
American Express

Aug 2020 - Aug 2021, Gurgaon

American Expresss is a widely recognized company for credit cards. It provides credit services to customers and merchants.

Responsibilities:
  • Provided custom business-insights to strategic US merchants of American Express across travel, lodging and retail portfolios
  • Spearheaded customer acquisition, covid-tracker and marketing insights for clients leveraging clustering, boosting and other ML algos
  • Performed analysis for Ecomm-shift, customer profiling, and competition bench marking using hive, spark and other big data tools

Quantitative Researcer (Intern)
Qualitative Financials (Intern)

Mar 2020 - Aug 2020, Work from Home

Qualitative Financials was a startup hedge fund in US. Their goal was to generate higher returns for their clients via algorithm based trading.

Responsibilities:
  • Designed, implemented and deployed robust algorithmic trading strategies for live trading in US equity and derivative market
  • Explored differet indicators and back-tested 50+ trading strategies based on technical indicators like Alligator, MACD, FPP, etc., stock, options, news headlines and social media channels data
  • Analyzed market sentiments, financial reports for trading signals, coded strategies using python API from Interactive brokers and used SQL for data basing
4

5
LEAP Intern
Fidelity Investments (Intern).

May 2019 - Jul 2019, Chennai

Fidelity investments is a leading financial advisory firm. It helps investors with access to information and expertise, to achieve their financial goals.

Responsibilities:
  • Developed an intelligent resume scanner from unstructured text of 1000+ resumes using Named Entity Recognition extraction, EDA, SVM model on TFIDF, Guided LDA, resume summarization using encoder - decoder LSTM
  • Recorded 92% accuracy in classifying resumes across job profiles using deep learning and tracked 10+ ML models with H2O, MlFlow
  • Implemented an end-to-end UI with Flask, Kibana and Elasticsearch, researched libraries and this product reduced recruitment time by 25% and saved 24 lakhs

Analyst Internee
Shree Tech Solutions (Intern).

Nov 2018 - Dec 2018, Delhi

Shree Tech Solutions help companies in their digital transformation journey by providing innovative solutions.

Responsibilities:
  • Created one-stop solution for 6 social media platforms including Twitter, Instagram and Youtube to provide boost for client’s business
  • Visualized insights for client’s growth using EDA and 15+ natural language processing algorithms in python from their social handles
  • Performed sentiment and time series analysis for 10+ years of client’s profile and published it on a python-django integrated website
6

Projects

bqror - Bayesian Quantile Regression for Ordinal Regression
Author March 2019 - Present

An R package bqror that estimates Bayesian quantile regression for ordinal models. The package classifies ordinal models into two types and offers computationally efficient, yet simple, Markov chain Monte Carlo (MCMC) algorithms for estimating ordinal quantile regression. The generic ordinal model with 3 or more outcomes (labeled OR I model) is estimated by a combination of Gibbs sampling and Metropolis-Hastings algorithm. Whereas an ordinal model with exactly 3 outcomes (labeled OR II model) is estimated using Gibbs sampling only.

SURGE - Rocky Road to Success, Impact of Technology Adoption in Bangladesh
Author June 2018 - July 2018

This project involved impact and interaction analysis of SRI adoption on food security and well being of farmers using STATA. It evaluates causal effects on treatment and training groups using TOT and ITT analysis with IV and OLS. Explored the untreated effect of SRI adoption on farmers in Bangladesh in the first-ever study of its type. The study concludes that SRI adoption is strongly correlated with productivity, food security and well being.

NYU Intern - Master Voice Prints
Co-Researcher May 2018 - July 2018

This project revolves around investigating existence of universal voice prints that match a majority of users in text-independent speaker verification. I customized 4 state-of-the-art implementations of Speaker Verification including Deep Speaker and Ivector. Further verified using evaluation metrics like Accuracy and ROC that Neural networks based models perform the best. Tested all the models on Vox-Celeb dataset and ranked celebrities based on the uniqueness of their voice signature.

Impact Of Apparel And Footwear Industry - A Case Of Bangladesh, Cambodia, Sri-Lanka, And Vietnam
Author Jan 2019 - Apr 2019

The project studies the impact of growth of the apparel and footwear sectors on the developmental indicators of a few developing countries. Analysed pure time series data from the World Bank to run our OLS model and applied separate linear regressions on various development indicators for each of the countries under analysis.

Unification and visualization of Single Peakedness, Single crossing and Order restriction
Co-Researcher Oct 2017 - Aug 2018

The project combines and visualizes Single peak, Single-Crossing and Order Restriction properties in the social choice framework. I introduced the concept of Preference Reversal Boundary which gives best policy and utility for any level of heterogeneity. The project unraveles the similarities in these properties and kept them different at the same time through visualization as proved in theory.

JCB Project
Team Member Aug 2017 - Nov 2017

This course project familiarized me with brazing, sheet metal forming, and casting process and used them on a real project. I Fabricated a working JCB Model which lifted up sand and worked with a team of 4 members to make the artistic workpiece. The team worked on improving a pre-existing model with new lifting mechanism via innovative thinking and skills.

Preparation (Intern and Placements)

Course - Resources

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