Summary
Tanay Trivedi is a Systematic Fixed Income Quantitative Researcher with 10 years of cross-disciplinary experience applying data science, machine learning, and engineering to investment management. He has built systematic credit and IG credit portfolio strategies across hedge funds and asset managers, and now researches fixed income solutions at Fidelity in New York. Tanay combines deep technical training (MS in Computer Science from NYU) with hands-on quant work—Bayesian inference, factor modeling, and production-ready data engineering—to turn alternative data and probabilistic models into tradable signals. His background includes applied roles at JPMorgan and Trexquant where he bridged asset management needs and scalable ML tooling, improving portfolio selection and transaction-cost estimation. Notably, he has practical experience implementing Bayesian workflows for market-impact prediction and integrating uncertainty estimates into investment decision processes. He’s comfortable shipping research into production and translating complex statistical methods into portfolio-level improvements.
9 years of coding experience
7 years of employment as a software developer
Master of Science - MS, Computer Science, Master of Science - MS, Computer Science at New York University
Bachelor’s Degree, Engineering, Bachelor’s Degree, Engineering at The Cooper Union for the Advancement of Science and Art
High School, High School at Bridgewater-Raritan High School
English, Hindi