Amartya Prasad

Junior Portfolio Analyst at Angel Oak Capital Advisors, LLC
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Location
New York, New York, United States, US
Languages
  • Hindi Native or bilingual proficiency

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Experience

    • United States
    • Investment Management
    • 1 - 100 Employee
    • Junior Portfolio Analyst
      • Sep 2021 - Apr 2023

      Whole Loan Trading. Prepayment/Delinquency Modeling, Structuring, Data Pipelines Whole Loan Trading. Prepayment/Delinquency Modeling, Structuring, Data Pipelines

    • Research Assistant
      • Oct 2020 - Aug 2021

      Autonomous Driving Research at Professor Yann Lecun's Lab - Worked on Self Supervised Learning(SSL) Frameworks for Video datasets(Waymo) Autonomous Driving Research at Professor Yann Lecun's Lab - Worked on Self Supervised Learning(SSL) Frameworks for Video datasets(Waymo)

    • India
    • Financial Services
    • 700 & Above Employee
    • Algo Trading Intern
      • Jun 2019 - Jul 2019

      - Built Data Pipelines and Streamlined Data Analysis Processes – Wrote Programs to Extract, Mine, Clean and Organize Options, Futures and Equities Tick Data using Python - Performed Statistical & Regression Analyses on variables such as Prices, Time of the Day, Day of the Week, Trade Volume and the like to research factors with predictive power - Back-tested Trading Strategies such as Covered Call Options Strategies, Mean Reversion Strategies among others using Historical Data - Used… Show more - Built Data Pipelines and Streamlined Data Analysis Processes – Wrote Programs to Extract, Mine, Clean and Organize Options, Futures and Equities Tick Data using Python - Performed Statistical & Regression Analyses on variables such as Prices, Time of the Day, Day of the Week, Trade Volume and the like to research factors with predictive power - Back-tested Trading Strategies such as Covered Call Options Strategies, Mean Reversion Strategies among others using Historical Data - Used the Black Scholes and Binomial Options Pricing Models to Price European Options for thousands of Equities on the Indian Market - Developed Implied Volatility Based Trading Strategy Show less - Built Data Pipelines and Streamlined Data Analysis Processes – Wrote Programs to Extract, Mine, Clean and Organize Options, Futures and Equities Tick Data using Python - Performed Statistical & Regression Analyses on variables such as Prices, Time of the Day, Day of the Week, Trade Volume and the like to research factors with predictive power - Back-tested Trading Strategies such as Covered Call Options Strategies, Mean Reversion Strategies among others using Historical Data - Used… Show more - Built Data Pipelines and Streamlined Data Analysis Processes – Wrote Programs to Extract, Mine, Clean and Organize Options, Futures and Equities Tick Data using Python - Performed Statistical & Regression Analyses on variables such as Prices, Time of the Day, Day of the Week, Trade Volume and the like to research factors with predictive power - Back-tested Trading Strategies such as Covered Call Options Strategies, Mean Reversion Strategies among others using Historical Data - Used the Black Scholes and Binomial Options Pricing Models to Price European Options for thousands of Equities on the Indian Market - Developed Implied Volatility Based Trading Strategy Show less

Education

  • New York University
    Master of Science - MS, Mathematics
    2018 - 2020
  • The London School of Economics and Political Science (LSE)
    Postgraduate Diploma in Economics, Economics
    2016 - 2017
  • Sri Venkateswara College, Delhi University
    Bachelor of Science - BS, Mathematics
    2013 - 2016
  • Delhi Public School - R. K. Puram
    CBSE XIIth AISSCE(All India Senior Secondary Certificate Examination), 93%
    2007 - 2013

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