aakriti mittal
Quant researcher at Bloomberg LP
quant researcher bloomberg lp
Bloomberg LP
https://www.linkedin.com/company/bloomberg-lp
Quant researcher
New York, New York
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Graham Capital Management, L.P.
https://www.linkedin.com/company/graham-capital-management
Risk Management Intern
•	Created a R Shiny app for mean-variance portfolio optimization with long-short positions and liquidity constraints
•	Worked on enhancing the performance of optimizer by using robust covariance matrix and portfolio rebalancing
•	Assessed the relevance and non-linearity of Philips Curve in the light of technological developments and globalization
Rowayton
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Indian Institute of Management, Bangalore
https://www.linkedin.com/company/indian-institute-of-management-bangalore
Research Intern, Health Economics
• Applied econometric and analytical skills to examine the problem of rising anti-microbial resistance in India
• Investigated causal relationship between prescriptions by untrained physicians and usage of antibiotics
• Trained Fixed effect multivariate regression model on 1M prescription data points using Stata script
Bangalore
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Indian Institute of Technology, Kanpur
https://www.linkedin.com/company/indian-institute-of-technology-kanpur
Summer Intern, Financial Economics
• Analyzed returns and volatilities of BSE Sensex and CNX Nifty stock indices by using ARCH and GARCH time series models 
• Studied impact of the Global financial crisis on the Indian financial markets for pre-crisis (2000-06), crisis (2007-10) and post-crisis (2011-14) periods
• Publication: Kulshreshtha, P., and Mittal, A. (2015), “Volatility in the Indian Financial Market Before, During and After the Global Financial Crisis”, Journal of Accounting and Finance, Vol. 15 (5)
IIT Kanpur
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Financial Engineering
Master’s Degree
Columbia University in the City of New York
https://www.linkedin.com/school/columbia-university/
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Economics with Minor in Computer Science & Engineering
Bachelor of Science (B.S.)
Indian Institute of Technology, Kanpur
https://www.linkedin.com/school/indian-institute-of-technology-kanpur/
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Counselling Service, IIT Kanpur
Core Team Member (Assistant Coordinator, Link Student & Student Guide)
• Coordinated with a team of 15 students, 4 counsellors, 2 psychiatrists and faculty to envision and organise sessions for the welfare of the campus community
• Envisioned and organised sessions such as Orientation Programme for freshers (2014), Wellness Week and World Suicide Prevention Day
• Conceived the idea of Anonymous Feedback and Referral System to help distressed campus students
• Collaboratively achieved a Zero-termination term by extending help to academically weak students
• Personally tutored 4 academically deficient students and guided them out of Academic Probation
Films & Media Council, IIT Kanpur
Secretary, Films Club
• Worked in a team of 50 people; produced videos of diversified genres like Quit Smoking and Women Empowerment
• Initiated a video-journalism series Insight360 for unbiased representation of the campus news
Science & Technology Council, IIT Kanpur
Secretary, Robotics Club
• Mentored students in intra IITK technical competition and participated in inter-college technical festivals Techkriti’14 and Techfest'14 
• Worked on a Hardware-in-loop simulation project under AARAV Unmanned Systems Pvt. Ltd. in 2013
Udghosh, IIT Kanpur
Senior Executive, Media and Publicity Cell
• Led a 20 member team of Executives responsible for publicity and media coverage of the inter-    college sports festival Udghosh'14
• Contacted print and electronic media partners and managed to achieve two fold increase in the events’ publicity
• Successfully documented all the events of the festival via media coverage
Effect of Exchange Rate on Export Demand of India
ICAEF 2015, The Indian Econometric Society (TIES)
• Estimated short run and long run relationship between exchange rate and exports demand of India
• Employed Vector Error Correction Model and Johansen’s Test for Cointegration using STATA and fore- casted exports demand for India
• Results implied the presence of short run causality from exchange rate to exports demand and long run causality from GDP to exports demand of India
Volatility in the Indian Financial Market Before, During and After the Global Financial Crisis
Journal of Accounting and Finance, Vol. 15 (5)
• Employed time series models to estimate volatility in 8 stock indices of India including BSE 100, 200, 500, Sensex and CNX 100, 200, 500, Nifty during 2000-14
• Studied the impact of the Global financial crisis on the returns and volatility of BSE Sensex and CNX Nifty stock indices by splitting the time series into: pre-crisis period(2000-06), crisis period(2007-10) and post crisis period(2011-14)
IEOR Department Ambassador
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General Proficiency Medal
DOAA, IIT-Kanpur
Awarded for the best academic performance among graduating students in Economics Department, IIT Kanpur.
Summer Undergraduate Research Grant for Excellence (SURGE)
DORA, IIT-Kanpur
Kishore Vaigyanik Protsahan Yojana (KVPY) scholarship
Department of Science and Technology, Government of India
National Talent Search Examination (NTSE) scholarship
NCERT, Government of India
Academic Excellence Award
DOSA, IIT-Kanpur
Awarded Academic Excellence Award thrice for outstanding performance in academics for the years 2012-13, 2013-14 and 2014-15
Applications Programming for Financial Engineering
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Continuous Time Asset Pricing
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Foundations of Financial Engineering
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Machine Learning for OR and FE
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Monte Carlo Simulation
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Optimization Models and Methods for Financial Engineering
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Stochastic Models for Financial Engineering
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Time Series Analysis
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Artificial Intelligence
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Bayesian Data Analysis
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Data Structure and Algorithms
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Econometrics
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Empirical methods in applied microeconomics
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Game Theory
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Industrial Economics
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International Economics and Finance
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Linear Algebra
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Machine Learning Techniques
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Macroeconomics
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Microeconomics
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Probability and Statistics
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Productivity and Efficiency analysis
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Real Analysis
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Bayesian Data Analysis Project
• Pursued Bayesian methods analysis to analyze influence of demographic factors on crime rate in US
• Created a MATLAB program to estimate Bayesian Quantile Regression model using Gibbs sampling
Industrial Economics Project
• Modelled SCP paradigm to examine dynamic relationships among industrial parameters for Indian industries
• Identified relevant parameters for 45 manufacturing industries, implemented simultaneous equations framework using two stage least squares (2SLS) estimation techniques in Excel and Stata environment
Machine Learning Project
• Performed object classification in video data, applied semi-supervised learning approach
• Employed convoluted neural networks and Kalman filter for features extraction, k-nearest neighbour algorithm for classification
Collaborate or Compete: A Study on College Students
• Studied collaboration decisions among students during examinations using Game Theoretic approach
• Modelled and conducted a three stage experiment on a class of 80 multi-disciplinary students
• Formulated the game and designed payoff functions under different circumstances of collaboration
• Results highlighted that more than 50% of students selected partners on the basis of friendship
Trade cost and Trade growth accounting between India and ASEAN nations
• Aimed to derive a measure for bilateral trade costs between India and ASEAN countries by extending the work of Novy’s Gravity Redux Model (2011)
• Calculated growth of trade in goods and services as a function of income of the countries, trade barriers, tariff equivalents and income equality
• Worked on simulating regression models to establish relationship between Trade Cost and its parameters as specified in Gravity literature
Children
National Service Scheme
https://www.linkedin.com/company/national-service-scheme
Volunteer
Taught school children, conducted surveys and workshops for the upliftment of underprivileged children living in villages around IIT-Kanpur campus.
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https://www.linkedin.com/in/amine-khanjar-39804bb
Amine Khanjar
Quantitative Researcher at Bloomberg LP
New York, NY
https://www.linkedin.com/in/achintya-gopal-278b2b76
Achintya Gopal
Machine Learning Quant Researcher at Bloomberg LP
New York, NY
https://www.linkedin.com/in/kelby-cheatham-klbcm
Kelby Cheatham
Quantitative Trader, ETF's, Equities, Stat Arb, PM-HFT, FX Arb
New York, NY
https://sg.linkedin.com/in/kumar-gautam-82084211
Kumar Gautam
APAC Quantitative Equity Strategist  at Bloomberg LP
Singapore
https://www.linkedin.com/in/kai-liu-16690723
KAI LIU
Director at SMBC Capital Markets, Inc.
New York, NY
https://www.linkedin.com/in/sampringle
Sam Pringle
Team Lead at Bloomberg LP
New York, NY
https://www.linkedin.com/in/alanshen33
Alan Shen
Rates and FX Vol Trader
New York, NY
https://www.linkedin.com/in/alexander-newman-5b093a109
Alexander Newman
Quantitative Analyst at North Island Ventures
New York, NY
https://www.linkedin.com/in/xiao-tang-51a6a68a
Xiao Tang
Trading Assistant (Interest Rate/FX Derivatives) at SMBC Capital Markets, Inc.
New York City Metropolitan Area
https://www.linkedin.com/in/frances-shi-cfa-41616736
Frances Shi, CFA
Team Lead Liquidity Content Management at Bloomberg LP
New York, NY
https://www.linkedin.com/in/octaviaghelfi
Octavia Federica Ghelfi
Economist at Amazon
Los Angeles Metropolitan Area
https://in.linkedin.com/in/jay-gupta-6a534514b
Jay Gupta
iRageCapital | Trading | Quant Research | IIT Kanpur
Mumbai
https://www.linkedin.com/in/brett-patelsky-72874437
Brett Patelsky
Managing Director at Twin Capital Management LLC
Woodcliff Lake, NJ
https://www.linkedin.com/in/emmanuel-davis-432133211
Emmanuel Davis
Finance, Econometrics and Quantitative Economics Major at New York University
New Windsor, NY
https://www.linkedin.com/in/adam-simon-015768a3
Adam Simon
Analyst
New York, NY
https://www.linkedin.com/in/dr-daniel-ryan
Daniel Ryan
Data Scientist at Confluence Global Capital LLC
Brooklyn, NY
https://www.linkedin.com/in/curtisspencer
Curtis Spencer
Partner and Co-Founder at Electric Capital
San Francisco, CA
https://www.linkedin.com/in/zhenghong-li
Zhenghong Li
Quant Researcher at Squarepoint Capital
Ithaca, NY
https://www.linkedin.com/in/jincao1
Jin Cao
Quantitative Researcher at Citadel LLC
Greater Chicago Area
It's the end of an era. After 8 wonderful years, I am taking off my operator hat at Springboard. Will continue as a board member and a big…
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Excited to be leading Flip’s Series B alongside Sequoia Capital & Insignia Ventures Partners and partnering with inspiring leaders in Rafi Putra…
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As I hustle for that one lead, that one starting point and that one transition. My absolutely exhausted yet utterly motivated and hopeful self can't…
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Aakriti Mittal
https://in.linkedin.com/in/aakritimittal3010
Associate at PwC India
Kolkata
Aakriti Mittal
https://in.linkedin.com/in/aakritimittal
SDE @TCS - Digital Cadre || Machine Learning
Chandigarh
Aakriti Mittal
https://in.linkedin.com/in/aakriti-mittal-b07724171
SEP Analyst at JPMorgan Chase & Co.
North Delhi
Aakriti Mittal
https://in.linkedin.com/in/aakriti-mittal-214179137
MBA’23 at SBM NMIMS, Mumbai, Finance
Delhi, India
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Columbia IEOR Networking Group
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Quantitative Analytics
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R/Finance
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