QuantInsti’s Faculty are practitioners and opinion formers in the capital markets world who consult global organizations, advise institutions and routinely address high-level conferences and business forums. Faculty insights feed directly into the courses that are created to reflect the challenges of the global economy and enable our students to operate as successful leaders across the globe.
Rajib Ranjan Borah
Rajib has done his Bachelors in Computer Engineering from NIT, Surathkal, and PGDM from IIM Calcutta. He is a National Biology Olympiad Finalist and has represented India in World Puzzle Championship.
Rajib leads the prop trading business for iRage as its CEO, focussing on strategy development, risk management, and internal processes. He is also a regular speaker on algorithmic trading conferences in Asia, America & Europe Prior experiences – quant research (Bloomberg, NY); high frequency trading (Optiver, Amsterdam); data analytics technology (Oracle); business strategy for an investment firm & derivatives exchanges (PwC).
Dr. Ernest P. Chan
Dr. Chan is a commodity pool operator and trading advisor. Since 1994, he has been focusing on the development of statistical models and advanced computer algorithms to find patterns and trends in large quantities of data. He has applied his expertise in statistical pattern recognition to projects ranging from textual retrieval at IBM Research, mining customer relationship data at Morgan Stanley, and statistical arbitrage trading
strategy research at Credit Suisse, Mapleridge Capital Management, and other hedge funds
Shaurya has done B.Tech Electrical Engineering from IIT Roorkee and PGDM from IIM Ahmedabad.
Shaurya focuses extensively on statistical research & strategy development. In his previous roles, his focus areas had been Derivatives & Quantitative Research with a focus on Sell-Side Order Execution Algorithms. Prior to iRageCapital, Shaurya worked at Bank of America, Edelweiss Securities Ltd. & Systematix Stock & Shares Ltd., where he worked as Derivative and Quantitative Analyst focused on Indian Equity markets.
Dr. Yves Hilpisch
Nitesh has done B.Tech Electrical Engineering from IIT Kanpur and PGDM from IIM Lucknow.
Nitesh has a rich experience in financial markets spanning across various asset classes in different roles. Prior to leading QuantInsti® as its CEO, he was the business lead for iRage.
He has prior experience in bank treasury (FX & Interest rate domain) and as a lead trader in a proprietary trading desk.
Sameer has completed his Masters in Economics & Information Systems from BITS Pilani.
Sameer leads the core technology and machine learning research at iRage. He is passionate about driving the core technology in setting new benchmarks in tick-to-trade latency. He is involved with designing trading models using deep learning research harnessing the temporal and spatial nature of market microstructure concurrently.
Dr. Hui Liu
Dr. Liu is the author of IbridgePy and founder of Running River Investment LLC. His major trading interests are US equities and Forex market. Running River Investment LLC is a private hedge fund specialized in the development of automated trading strategies using Python.
Radha Krishna Pendyala
Radha works as a Data Scientist at Thomson Reuters. His work involves applying machine learning and quantitative financial modeling techniques to large datasets in order to solve specific problems in the financial sector. He obtained his masters in financial engineering from the City University of New York.
Gaurav has done B.Tech Chemical Engineering from IIT Kanpur and PGDM from IIM Lucknow.
Gaurav leads the quantitative trading development at iRage along with the overall clientele business. He also leads on the Systems, Performance, and Strategy Development including trading systems development, latency reduction & optimization.
Prior to iRageCapital, Gaurav worked with Axis Bank as a Forex-Interest Rates Derivatives Trader.
Sunith has done B.Tech, Computer Engineering from IIT Madras.
Sunith is an expert in the field of evolutionary algorithms & unconventional models of computing. His work has been presented at ‘Symposium of Unconventional Models of Computing’. Sunith brings with him a very high quality of technical expertise, especially in the fields of algorithms and high performance architecture. Prior experience – LimeLabs, Yahoo R&D, Xilinx.
Anil has done B.Tech Mechanical Engineering from IIT Kanpur and PGDM from IIM Lucknow.
At iRage, Anil managed multiple trading strategies and then also designed firm-wide risk and compliance practices. Anil has successfully developed and led the scalable Quantitative Strategy development for the fund operations. Prior to iRage, Anil had worked as an independent commodities trader, managing a portfolio of metals and energy products and as a Senior Analyst at The Chatterjee Group’s (TCG) Private Equity
fund and as Convertible Analyst at Lehman Brothers.
Varun holds a graduate diploma in civil engineering from Indian Institute of Technology, Roorkee.
Varun Divakar is a member of the Quantra Research and Development team at QuantInsti, and is responsible for creating the content for trading strategies, using Quantitative and Machine Learning techniques.
Prior to QuantInsti, Varun worked as an associate commodities trader managing international energy and softs markets at Futures First.