Jay Salvi
Quant Researcher | Systematic & Algorithmic Trader
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Professional Summary
Quant researcher specializing in systematic trading strategies and production-grade execution systems. Recently completed Quant Research internship at Lotus Capital, developing multi-asset portfolio rebalancing and execution pipelines with GARCH-HMM volatility models in live trading. Work emphasizes robust backtesting, out-of-sample validation, and risk-aware deployment—producing live alpha with strong risk-adjusted returns.
Open to full-time opportunities in quant research or systematic trading where research-to-live workflows and data-driven strategies can scale.
Contact Information
Phone: 9724513273
Location: Palanpur, Gujarat, India
Core Expertise
Portfolio Optimization
Multi-asset portfolio rebalancing using Monte Carlo simulation for risk estimation, enhanced with GARCH-t-distribution modeling which integrated live market data feeds into CVaR and VaR frameworks for dynamic risk refinement.
Time Series Analysis
Volatility regime detection using GARCH-HMM models for adaptive live trading. Identifies market state transitions to capture edge in medium-frequency timeframes, optimizing position sizing and dynamic risk parameters in real-time.
Quantitative Risk
Risk-control frameworks with diversification limits, volatility-adjusted sizing, and algorithmic order slicing. Integrated execution-level risk management with pre-trade gating and real-time exposure monitoring.
Lotus Capital - Quantitative Intern
August 2025 - October 2025 | Casablanca
01
Portfolio Development
Developed multi-asset portfolio rebalancing models across equities, FX, commodities, and crypto using multi-level Monte Carlo simulations and marginal risk-per-trade estimation
02
Execution Systems
Built live execution pipelines (TWAP/POV slicing) for $1M portfolio with latency-optimized order routing, minimizing slippage and enhancing trade efficiency
03
Risk Management
Engineered comprehensive risk-control frameworks incorporating diversification limits, correlation thresholds, and volatility-adjusted position sizing
04
Strategy Refinement
Conducted exposure timing, alpha testing, and backtesting to refine strategy stability across varying market regimes
WorldQuant Research Consultant
May 2025 - September 2025
Conducted independent alpha research, design, and optimization on the WorldQuant Brain platform. Created 80+ submitted signals with 10+ "Good" and 4+ "Excellent" rated alphas.
80K+
Platform Points
Current ranking achievement
80+
Signals Created
Submitted alpha strategies
14+
Quality Alphas
Good and Excellent ratings
Independent Trading System Development
Self Employed Quantitative Developer | May 2025 - July 2025
API Integration
Built Zerodha API-integrated live trading system for private investor with execution automation using Python
Dashboard & Monitoring
Developed PnL dashboards and risk filters for real-time portfolio monitoring
Backtesting Framework
Utilized Backtrader and Zipline for historical backtesting and model evaluation
Technical Skills & Research Focus
Alpha Design
Low-correlation alpha design with decay and rank logic optimization for systematic strategies
Sentiment Integration
Incorporating sentiment and volatility signals into quantitative trading models
Production Systems
Python-based execution automation, latency optimization, and risk management frameworks
Market Microstructure
Order flow analysis and regime detection using advanced statistical modeling techniques
Education & Certifications
Academic Background
Vellore Institute of Technology
Bachelor of Technology, Computer Engineering
2021 - July 2025
Professional Certifications
  • Risk Management Specialization - New York Institute of Finance
  • Microeconomics: The Power of Markets - University of Pennsylvania
  • Stocks and Bonds - University of Michigan
Research Publication
Asymmetric Hidden Markov Modeling of Order Flow Imbalances for Microstructure-Aware Market Regime Detection
Languages & Global Perspective
100%
Gujarati
Native or Bilingual
95%
English
Full Professional
90%
Hindi
Full Professional
30%
Spanish
Elementary
Multilingual capabilities enable effective collaboration across global financial markets and diverse research teams.
Let's Connect
Open to Opportunities
Seeking full-time positions in quantitative research or systematic trading. Passionate about building robust, scalable trading systems that bridge research and production environments.
Phone
9724513273
LinkedIn
jay-salvi-0787aa245
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