Akshay Vijayendiran

Data Scientist at Rocktop Partners
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Contact Information
us****@****om
(386) 825-5501
Location
New York, New York, United States, US
Languages
  • English Native or bilingual proficiency
  • French Limited working proficiency

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Credentials

  • Learning VBA in Excel
    LinkedIn
    Dec, 2018
    - Nov, 2024
  • Financial Markets
    Coursera
    Jun, 2018
    - Nov, 2024
  • Convolutional Neural Networks
    Coursera
    Dec, 2017
    - Nov, 2024
  • Deep Learning in Python
    DataCamp
    Dec, 2017
    - Nov, 2024
  • Improving Deep Neural Networks: Hyperparameter tuning, Regularization and Optimization
    Coursera
    Dec, 2017
    - Nov, 2024
  • Intro to SQL for Data Science
    DataCamp
    Dec, 2017
    - Nov, 2024
  • Joining Data in PostgreSQL
    DataCamp
    Dec, 2017
    - Nov, 2024
  • Natural Language Processing Fundamentals in Python
    DataCamp
    Dec, 2017
    - Nov, 2024
  • Neural Networks and Deep Learning
    Coursera
    Dec, 2017
    - Nov, 2024
  • Structuring Machine Learning Projects
    Coursera
    Dec, 2017
    - Nov, 2024
  • Intermediate Python for Data Science
    DataCamp
    Aug, 2017
    - Nov, 2024
  • Intro to Python for Data Science
    DataCamp
    Aug, 2017
    - Nov, 2024
  • Introduction to R
    DataCamp
    Aug, 2017
    - Nov, 2024
  • Python Data Science Toolbox
    DataCamp
    Aug, 2017
    - Nov, 2024

Experience

  • Rocktop Technologies
    • United States
    • Financial Services
    • 1 - 100 Employee
    • Data Scientist
      • Jun 2021 - Present

      Algorithmic pricing and risk analytics for residential credit trading/PM leveraging data science, machine learning and cash-flow modeling

    • Associate Data Scientist
      • Jan 2021 - Jun 2021

      Quantitative & alt-data analytics for distressed mortgage debt investment strategy and pricing (EBO/S&D)

    • Private Equity Data Scientist
      • Feb 2020 - Dec 2020

      Delinquency prediction in distressed residential mortgage loan pools using alternative data (NLP/Computer Vision). Concurrent work on realizing effects of change in macro-economic policy and factors (arising from COVID - 19) in pricing distressed mortgage assets.

  • Franklin Templeton
    • United States
    • Financial Services
    • 700 & Above Employee
    • Quantitative Investment Strategies Intern
      • Sep 2018 - Nov 2018

      - Developed a dynamic portfolio insurance strategy to hedge downside risk while simultaneously capturing upside swings via regular portfolio re-balancing between equities and bonds; published an internal paper for the same - Built novel factor-based long-only and long-short strategies for stocks on the BSE 100 Index based on styles including momentum, value, growth, quality and low-vol with quarterly re-balancing - Achieved returns in excess of 30 % to the benchmark with quarterly re-balancing (ex-ante) over a 3 year look-back period, including a prolonged bear-run in emerging markets Show less

  • Moody's Analytics
    • United States
    • Financial Services
    • 700 & Above Employee
    • Quantitative Research Intern - Fixed Income
      • Feb 2018 - Jul 2018

      - Built a tool to price different swaps (IRS, CCY basis) under the multi-curve discounting framework using bootstrapping techniques on Python; leveraged libraries including numpy, pandas and scipy - Evaluated different calibration techniques and models (Hull-White, Black-76, SABR) to optimally price swaptions and built a Python-based tool for the same - Extensively studied academic research to better understand the pricing of fixed-income derivative products like options, swaps, and futures and generated academic reports for company-wide use Show less

  • NBS Alumni Affairs, NTU
    • Singapore
    • Higher Education
    • 1 - 100 Employee
    • Research Associate
      • Aug 2016 - Jul 2017

      - Mathematically modeled a stochastic hybrid queueing system to efficiently capture the dynamics of individual and shared trips in a ride-share system - Numerically manipulated large transition matrices (order of 20000 X 20000) in MATLAB to reduce computational times in evaluating discrete-time Markov Decision Processes (MDPs) - Computed optimal pricing algorithms to facilitate revenue optimization and social welfare maximization in on-demand transport service providers (eg: Uber, Lyft, Grab, Didi Chuxing, Ola) - Co - authored paper titled 'Tipping Point in Ride-Hailing Service Systems with Sharing Option', submitted to Management Science Show less

  • Fujitsu-SMU Urban Computing and Engineering Corp. Lab
    • Singapore
    • Software Engineering Intern
      • Oct 2015 - May 2016

      - Developed a deterministic optimization model to simulate and optimize an urban taxi-sharing system using JAVA and IBM ILOG CPLEX (commercial optimization solver) - Formulated distance-based passenger clustering and pricing algorithms to incentivize taxi-sharing. Back-tested algorithms with several thousand rows of historical data with the aid of SQL - Successfully implemented the model in a pilot project involving more than 50 drivers and 200 passengers at crowded malls across Singapore - Developed a deterministic optimization model to simulate and optimize an urban taxi-sharing system using JAVA and IBM ILOG CPLEX (commercial optimization solver) - Formulated distance-based passenger clustering and pricing algorithms to incentivize taxi-sharing. Back-tested algorithms with several thousand rows of historical data with the aid of SQL - Successfully implemented the model in a pilot project involving more than 50 drivers and 200 passengers at crowded malls across Singapore

  • Air Traffic Management Research Institute
    • Singapore
    • Undergraduate Researcher
      • Sep 2013 - May 2016

      - Developed mathematical programming formulations in MATLAB and Gurobi (commercial optimization solver) to improve runway utilization at Singapore’s Changi Airport by over 20% - Statistically analyzed > 500,000 rows of real-world aircraft movement data to optimize algorithms - Culminated in a Final Year Project (FYP) thesis and presentations at the interdisciplinary International Conference of Undergraduate Research (ICUR) 2014 and 2016 editions - Developed mathematical programming formulations in MATLAB and Gurobi (commercial optimization solver) to improve runway utilization at Singapore’s Changi Airport by over 20% - Statistically analyzed > 500,000 rows of real-world aircraft movement data to optimize algorithms - Culminated in a Final Year Project (FYP) thesis and presentations at the interdisciplinary International Conference of Undergraduate Research (ICUR) 2014 and 2016 editions

  • Université de Montréal
    • Higher Education
    • 700 & Above Employee
    • Operations Research Intern
      • Jan 2015 - May 2015

      - Built Linear Programming (LP) models to optimize the BIXI bike-share system based in Montreal, Canada and implemented them using C++, MATLAB and ILOG CPLEX - Enhanced bike utilization for users by more than 15% and optimized routing for bike-dispatching trucks by validating the model with large data sets containing more than 1 million rows of trip data - Built Linear Programming (LP) models to optimize the BIXI bike-share system based in Montreal, Canada and implemented them using C++, MATLAB and ILOG CPLEX - Enhanced bike utilization for users by more than 15% and optimized routing for bike-dispatching trucks by validating the model with large data sets containing more than 1 million rows of trip data

Education

  • Columbia University in the City of New York
    Master of Science - MS, Operations Research
    2017 - 2020
  • Nanyang Technological University
    Bachelor of Engineering (B.Eng.), Mechanical Engineering
    2012 - 2016

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