Summary
Shrey Jain is a quantitative finance professional and MS Financial Mathematics candidate at the University of Chicago with eight years of hands-on experience across risk analytics, market making, and quantitative research. He has built production-ready tools and models—from HFT market-making signals and liquidity analysis to credit risk dashboards and stochastic frameworks for private equity and infrastructure—delivering measurable P&L and risk insights at firms like Dolat Capital, Wells Fargo, and Neuberger Berman. At Neuberger Berman he automated dispersion analysis for GIPS composites and tailored capital market assumptions for private infra, demonstrating an ability to translate complex quantitative methods into client-ready strategy analytics. Comfortable across high-frequency trading, options research, and institutional asset allocation, he pairs deep technical training with practical implementation experience. Shrey is seeking full-time roles in 2025 where he can marry rigorous quantitative modeling with portfolio construction and risk management.
8 years of coding experience
3 years of employment as a software developer
B.tech, Maths and Computing, B.tech, Maths and Computing at Indian Institute of Technology, Guwahati
Master of Science - MS, Financial Mathematics, Master of Science - MS, Financial Mathematics at University of Chicago