Kshitij S.

Machine Learning Engineer specializing in quantitative finance with proven track record in algorithmic trading systems and financial forecasting. Ranked #1 out of 18,166 professional data scientists in a time series forecasting Kaggle competition. Former VP at Citi Bank with 7+ years building production ML systems. Most of all, I adore logical problem solving! I'm also a former competitive chess player (rated 2073 ECF) .

Available for: ML model deployment, data pipeline architecture, Strategy development, backtesting systems, quantitative research, financial dashboards, data analytics.

Core Expertise
📊 Quantitative Finance & Trading

End-to-end algo trading pipelines: Strategy development → Backtesting → Live deployment
Trading platforms: Interactive Brokers API, TradingView, QuantConnect, MetaTrader (MQL4/5), cTrader
Risk modeling: Options pricing (Black-Scholes, Monte Carlo), volatility modeling (GVAR, GARCH)
Market data engineering: Massive (Polygon) AWS S3, real-time feeds, historical data pipelines

🤖 Machine Learning & AI

Time series forecasting: ARIMA, LSTM, GRU for financial markets
ML algorithms: XGBoost, LightGBM, Random Forests, Neural Networks
Deep learning: CNNs for pattern recognition, RNNs for sequence prediction
Natural Language Processing: Sequence-to-Sequence Encoder-Decoder Transformer Models with Attention
Feature engineering: Target encodings, geospatial analysis, text vectorization

💻 Technical Implementation

Languages: Python, Scala, SQL, R, C++, Java, Spark
ML/DL frameworks: PyTorch, TensorFlow, scikit-learn, JAX
Data engineering: PostgreSQL, AWS S3, REST APIs, real-time streaming
Deployment: FastAPI, Flask, Streamlit dashboards, Docker

Notable Achievements

Kaggle Competition Winner: 1st place (out of 18,166) in 1C Future Sales Prediction
Live Trading Success: Deployed strategy which achieved 25% CAGR at a prop trading firm for 3 years
Enterprise Scale: Built forecasting models for 60+ countries at Citi Bank
Academic Excellence: MS Computer Science (ML) Georgia Tech (GPA 3.9), MS Quantitative Finance (GPA 3.7)
Certifications: CFA Level 2, FRM Level 1

Recent Projects

1. Building Custome Backtesting Engine in Python, Strategies & Indicators in MT5, MQL, NT8