Prateek Rastogi
Toronto,Canada
Summary
Senior Quantitative Researcher with a career bridging critical investment banking functions, from Middle Office analytics to Front Office trading innovation. Expertise in translating complex modeling into actionable insights, fostering collaboration between research, trading, and technology divisions to drive competitive advantage.
Overview
13
13
years of professional experience
Work History
Senior Quantitative Researcher
BlueFire AI
Toronto, Canada
06.2017 - Current
- Led development of proprietary quantitative models for portfolio construction, integrating predictive alpha signals and risk metrics.
- Innovated in-house probabilistic credit stress measure and credit rating framework for predicting risk events.
- Directed team of data scientists and machine learning engineers to design alternative data pipelines.
- Authored marketing communications including reports and conference papers on quantitative research methodologies.
Desk Quant - FICC
Bank of America
Mumbai, India
11.2015 - 05.2017
- Led quantitative unit for FICC Asia, implementing real-time risk systems that doubled efficiency in OTC trades risk capture.
- Enhanced FX trading platforms by integrating trader pricing sheets into bank's Quartz System.
- Collaborated with Risk Managers to develop and assess various stress scenarios.
Quant Risk - ORCA
Nomura
Mumbai, India
10.2014 - 10.2015
- Boosted trading desk efficiency by optimizing capital models for allocation.
- Conducted analysis of credit needs for new trades, improving risk assessment accuracy.
- Executed scenario analyses to identify key risks, enhancing strategic decision-making.
CVA Analyst - Quantitative Middle Office
Bank of America
Gurugram, India
03.2013 - 09.2014
- Collaborated with trading desks to evaluate credit and funding risks for derivatives, creating effective credit mitigants.
- Conducted ad-hoc analyses and what-if scenarios to pinpoint key credit risks in new derivative transactions.
- Led implementation of simulation engines and optimized data reporting tools, reducing turnaround time from two days to hours.
Quantitative Developer
BFB Trading LLC
Chicago, USA
12.2011 - 09.2012
- Formulated technical strategies across diverse asset classes.
- Conducted transaction cost analysis and post-trade analytics to evaluate trading efficiency and pinpoint improvement areas.
Education
MASTER OF SCIENCE - FINANCE
Illinois Institute of Technology
Chicago, IL05.2012
BACHELOR OF SCIENCE - COMPUTER SCIENCE ENGINEERING
Amity University
Noida, India06.2008
Skills
- Asset Pricing and Portfolio Management
- Quantitative Analysis (Equities, Fixed Income)
- Risk Assessment and Stress Testing
- Excel, Python, SQL, and VBA proficiency
Timeline
Senior Quantitative Researcher
BlueFire AI
06.2017 - Current
Desk Quant - FICC
Bank of America
11.2015 - 05.2017
Quant Risk - ORCA
Nomura
10.2014 - 10.2015
CVA Analyst - Quantitative Middle Office
Bank of America
03.2013 - 09.2014
Quantitative Developer
BFB Trading LLC
12.2011 - 09.2012
MASTER OF SCIENCE - FINANCE
Illinois Institute of Technology
BACHELOR OF SCIENCE - COMPUTER SCIENCE ENGINEERING
Amity University
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