Abhiprai Misra
Analyst - Discretionary Macro and Fixed Income at Schonfeld- Claim this Profile
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Credentials
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Passed CFA Level 3
CFA InstituteFeb, 2021- Sep, 2024 -
Passed CFA Level 2
CFA InstituteAug, 2019- Sep, 2024 -
Passed CFA Level 1
CFA InstituteJun, 2018- Sep, 2024 -
NSE Certified Investment Analyst Pro
National Stock Exchange of IndiaJul, 2016- Sep, 2024 -
NSE Certified Market Professional- Level 2
National Stock Exchange of IndiaJul, 2016- Sep, 2024
Experience
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Schonfeld
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Germany
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Real Estate
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Analyst - Discretionary Macro and Fixed Income
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Jul 2021 - Present
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Matador Investment Management Limited
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Investment Management
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Analyst
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Sep 2019 - Jun 2021
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FinMechanics
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Singapore
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IT Services and IT Consulting
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1 - 100 Employee
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Summer Intern
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May 2018 - Jul 2018
Cross Asset PnL Attribution - Analyzed various factors impacting daily MTM prices of Interest Rate Swaps, Bonds, Equity Vanilla Options, Swaptions - Successfully implemented and coded the PnL attribution system; Presented and pitched the project to client banks GPU computing for CVA calculation - Developed GPU computation engine for Monte Carlo CVA calculation using OpenCL, APARAPI, JLWGL libraries Received Pre-Placement Offer for exemplary performance during the internship Show less
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GNY Capital
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United Kingdom
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Investment Management
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Quantitative Analyst Intern
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Dec 2017 - Jan 2018
- Analyzed and studied the effect of various macro-economic factors on returns of S&P 500 index, quantified their impacts - Developed models to predict index returns by performing regression and statistical analysis in various market scenarios - Successfully implemented the models, achieved an accurate prediction rate of 71% in out of sample testing period - Analyzed and studied the effect of various macro-economic factors on returns of S&P 500 index, quantified their impacts - Developed models to predict index returns by performing regression and statistical analysis in various market scenarios - Successfully implemented the models, achieved an accurate prediction rate of 71% in out of sample testing period
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Trexquant Investment LP
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United States
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Investment Management
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1 - 100 Employee
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Global Alpha Researcher
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Aug 2016 - Sep 2017
- Developed profitable medium-frequency, market neutral trading signals for various global equity markets - Analyzed the technical and fundamental data of firms for trading statistical arbitrage opportunities in global equities - Investigated and implemented recent academic research to identify potentially profitable market inefficiencies - Developed profitable medium-frequency, market neutral trading signals for various global equity markets - Analyzed the technical and fundamental data of firms for trading statistical arbitrage opportunities in global equities - Investigated and implemented recent academic research to identify potentially profitable market inefficiencies
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Education
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Indian Institute of Technology, Delhi
Bachelor’s Degree, Chemical Engineering -
Hiroshima University
International Linkage Degree Program