Yash Shah
Quantitative Research Analyst
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolYash Shah is a quantitative research analyst in New York with eight years of analytical experience and advanced training from Columbia (MSc Financial Engineering) and Oxford (MMath). He builds and validates time-series models—using techniques like autocorrelation, diffusion ratios, sliding windows and Ornstein–Uhlenbeck simulation—to distinguish trend, mean-reversion and noise, and has applied relevance sampling to improve OLS forecasts. At Southern Ridges Capital he progressed from intern to analyst, turning internship research into production-ready modeling approaches. Comfortable bridging rigorous number-theory mathematics with practical market problems, he combines technical depth with strong communication and team collaboration skills. An early career that blends academic rigor and hands-on model development positions him to tackle challenging quantitative research roles.
8 years of coding experience
Master of Mathematics - MMath, Mathematics, Master of Mathematics - MMath, Mathematics at University of OxfordMaster of Science - MS, Financial Engineering, Master of Science - MS, Financial Engineering at Columbia University in the City of New YorkHigh School Diploma, International Baacalaureate, High School Diploma, International Baacalaureate at UWC South East Asia
English, Hindi, Gujarati
Github Skills (61)
censor10
bearing10
swap9
integrate9
yield9
smart-contracts8
backend8
api8
blockchain8
ethereum8
bitcoin8
cryptocurrency8
solidity8
windows-installer8
trading8
Programming languages (6)
Github contributions (5)
lemma-finance/basis-trading-stablecoin
Jul 2021 - Nov 2022
capital efficient, censor proof, yield-bearing stablecoin using basis trading
Contributions:1 review, 306 commits, 17 PRs in 1 year 4 months
bearingethereumblockchaintradingcrypto
aug-dao/augur_foundry
Oct 2020 - Feb 2021
Wrappers for shares of augur markets
Contributions:48 commits, 3 PRs, 39 pushes in 3 months
marketsaugurwrappersshares
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